The regime-switching risk premium in the gold futures market
Seth J. Kopchak
| Year of publication: |
July 2016
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|---|---|
| Authors: | Kopchak, Seth J. |
| Published in: |
Journal of economics and finance. - New York, NY : Springer, ISSN 1055-0925, ZDB-ID 1163091-7. - Vol. 40.2016, 3, p. 472-491
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| Subject: | Regime switching | Gold futures | Gold | Risikoprämie | Risk premium | Warenbörse | Commodity exchange | Markov-Kette | Markov chain | Derivat | Derivative | Rohstoffderivat | Commodity derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s12197-014-9308-0 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011658957