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We examine the comovements between the output indexes of three German sectors (manufacturing, mining, and agriculture …
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We examine the comovements between the output indexes of three German sectors (manufacturing, mining, and agriculture …
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For a considerable time, long-only index funds have been suspected of being responsible for price increases on agricultural futures markets, particularly those for grain. Utilizing partial equilibrium concepts, we analyze the market impacts of long-only index funds. Our analysis reveals that...
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