The linkage between aggregate stock market investor sentiment and commodity futures returns
Yao Zheng
| Year of publication: |
2014
|
|---|---|
| Authors: | Zheng, Yao |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 24.2014, 22/24, p. 1491-1513
|
| Subject: | commodity futures | investor sentiment | VAR-GARCH-M | Markov regime-switching | Rohstoffderivat | Commodity derivative | Anlageverhalten | Behavioural finance | Markov-Kette | Markov chain | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Prognoseverfahren | Forecasting model | Schätzung | Estimation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010460087