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subject:"Monetary policy"
~isPartOf:"Journal of empirical finance"
~source:"econis"
~subject:"Commodity exchange"
~subject:"Geldpolitik"
~subject:"Schätzung"
~subject:"VAR model"
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Search: subject_exact:"Rohstoffpreis"
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Monetary policy
Commodity exchange
Geldpolitik
Schätzung
VAR model
Commodity price
6
Rohstoffpreis
6
Börsenkurs
3
Commodity derivative
3
Rohstoffderivat
3
Share price
3
Theorie
3
Theory
3
Time series analysis
3
Volatility
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Volatilität
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Zeitreihenanalyse
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Commodity market
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Commodity prices
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Estimation
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Markov chain
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Markov-Kette
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Rohstoffmarkt
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Stochastic process
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Stochastischer Prozess
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Warenbörse
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ARCH model
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ARCH-Modell
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Affine model
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Asset prices
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Bank liquidity
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Bankenliquidität
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CAPM
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Capital income
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Causality analysis
1
Causality measures
1
China
1
Chinese interbank market
1
Commodities
1
Commodities as collateral
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Commodity
1
Commodity futures excess returns
1
Convenience yield
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Diewald, Laszlo
1
Jo, Yonghwan
1
Kim, Jihee
1
Kleppe, Tore Selland
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Lamberte, Antonio
1
Marvasti, Akbar
1
Oglend, Atle
1
Prokopczuk, Marcel
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Santos, Francisco
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Wese Simen, Chardin
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Journal of empirical finance
Energy economics
31
Journal of international money and finance
18
International review of economics & finance : IREF
17
NBER working paper series
16
NBER Working Paper
15
Journal of commodity markets
13
Applied economics letters
11
Economic modelling
11
Journal of the Royal Statistical Society
11
Finance research letters
10
IMF working papers
10
Applied economics
9
Working paper / National Bureau of Economic Research, Inc.
9
CAMA working paper series
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
American journal of agricultural economics
6
Economics letters
6
Journal of banking & finance
6
Research in international business and finance
6
Special memorandum / London & Cambridge Economic Service
6
Stocks of staple commodities
6
CESifo working papers
5
International review of financial analysis
5
Mineral economics : raw materials report
5
Ruhr economic papers
5
The journal of futures markets
5
Working paper
5
Working paper series / Department of Economics, Auburn University
5
Working paper series / European Central Bank
5
Applied financial economics
4
Discussion papers / CEPR
4
IMF Working Paper
4
International Journal of Energy Economics and Policy : IJEEP
4
International review of applied economics
4
Journal of policy modeling : JPMOD ; a social science forum of world issues
4
Journal of risk and financial management : JRFM
4
RIETI discussion paper
4
Serie de documentos de trabajo
4
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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1
The impact of liquidity risk in the Chinese banking system on the global commodity markets
Jo, Yonghwan
;
Kim, Jihee
;
Santos, Francisco
- In:
Journal of empirical finance
66
(
2022
),
pp. 23-50
Persistent link: https://www.econbiz.de/10013370586
Saved in:
2
How regular are directional movements in commodity and asset prices? : a Wald test
Oglend, Atle
;
Kleppe, Tore Selland
- In:
Journal of empirical finance
38
(
2016
),
pp. 290-306
Persistent link: https://www.econbiz.de/10011664705
Saved in:
3
Commodity price volatility under regulatory changes and disaster
Marvasti, Akbar
;
Lamberte, Antonio
- In:
Journal of empirical finance
38
(
2016
),
pp. 355-361
Persistent link: https://www.econbiz.de/10011664764
Saved in:
4
Time-variations in commodity price jumps
Diewald, Laszlo
;
Prokopczuk, Marcel
;
Wese Simen, Chardin
- In:
Journal of empirical finance
31
(
2015
),
pp. 72-84
Persistent link: https://www.econbiz.de/10011489343
Saved in:
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