Gurrib, Ikhlaas - In: The IUP Journal of Financial Economics V (2007) 2, pp. 31-41
Using Commodity Futures Trading Commission (CFTC) and Commitment of Traders (COT) data, this paper analyzes whether large hedgers and large speculators were influenced by the major economic events of the 1990s. Eight major economic events are analyzed for a period of 10 years, and findings...
