commodities as input. This latter effect creates the so called "commodities risk". Additionally, commodities price fluctuations … correlation between commodity markets and financial markets. Our objective in this book, Risk Factors and Contagion in Commodity … driven only by their fundamentals, or whether there is also a systemic component influenced by the volatility present within …

variables. The first article analyses the effect of monetary policy on the term structure of stock market risk premia. The … results show that monetary policy affects risk premia differently at different discounting horizons. Monetary policy easing … lowers the short-horizon premia and raises the long-horizon premia. The effect on the average risk premium is positive. The …