The state-dependent trading behavior of banks in the oil futures market
Daniel Bierbaumer, Malte Rieth, Anton Velinov
| Year of publication: |
2021
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|---|---|
| Authors: | Bierbaumer, Daniel ; Rieth, Malte ; Velinov, Anton |
| Published in: |
Journal of economic behavior & organization : JEBO. - Amsterdam [u.a.] : Elsevier, ISSN 0167-2681, ZDB-ID 864321-0. - Vol. 191.2021, p. 1011-1024
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| Subject: | Asset pricing | Trading behavior | Financial institutions | Vector autoregressions | Market microstructure | Oil markets | Marktmikrostruktur | Ölmarkt | Oil market | Ölpreis | Oil price | Rohstoffderivat | Commodity derivative | Anlageverhalten | Behavioural finance | Börsenkurs | Share price | Volatilität | Volatility | Schätzung | Estimation | Bank |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jebo.2021.09.031 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013186676