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~subject:"Capital income"
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Capital income
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School of Accounting, Finance and Economics <Perth, Western Australia>
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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Economics letters
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Journal of econometrics
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Review of quantitative finance and accounting
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The review of financial studies
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Discussion paper / Centre for Economic Policy Research
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Journal of international money and finance
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Journal of economic dynamics & control
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CESifo working papers
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International journal of finance & economics : IJFE
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ECONIS (ZBW)
18,280
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1
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:
2
Oil commodity returns and macroeconomic factors : a time-varying approach
Schalck, Christophe
;
Chenavaz, Régis
- In:
Research in international business and finance
33
(
2015
),
pp. 290-303
Persistent link: https://www.econbiz.de/10011325859
Saved in:
3
Nexus between returns in commodity market and equity market : a case of Indian steel industry
Memdani, Laila Amir
;
Kandukuri, Rajya Lakshmi
- In:
Acta Universitatis Danubius / Oeconomica
10
(
2014
)
3
,
pp. 59-72
Persistent link: https://www.econbiz.de/10010401295
Saved in:
4
Commodity
volatility
breaks
Vivian, Andrew
;
Wohar, Mark E.
- In:
Journal of international financial markets, …
22
(
2012
)
2
,
pp. 395-422
Persistent link: https://www.econbiz.de/10009581694
Saved in:
5
Long-run reversal in commodity returns : insights from seven centuries of evidence
Zaremba, Adam
;
Bianchi, Robert
;
Mikutowski, Mateusz
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013256444
Saved in:
6
Commodity correlation risk
Byrne, Joseph P.
;
Sakemoto, Ryuta
-
2022
Persistent link: https://www.econbiz.de/10013478831
Saved in:
7
Financialization of commodity markets ten years later
Kang, Wenjin
;
Tang, Ke
;
Wang, Ningli
- In:
Journal of commodity markets
30
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014426701
Saved in:
8
Extreme price moves : an INGARCH approach to model coexceedances in commodity markets
Algieri, Bernardina
;
Leccadito, Arturo
- In:
European review of agricultural economics
48
(
2021
)
4
,
pp. 878-914
Persistent link: https://www.econbiz.de/10012618810
Saved in:
9
Commodity value-at-risk modeling : comparing riskmetrics, historic simulation and quantile regression
Steen, Marie
;
Westgaard, Sjur
;
Gjølberg, Ole
- In:
The journal of risk model validation
9
(
2015
)
2
,
pp. 49-78
Persistent link: https://www.econbiz.de/10011326305
Saved in:
10
Essays on measuring and explaining commodities returns
Dhume, Deepa
-
2011
Persistent link: https://www.econbiz.de/10011949206
Saved in:
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