Showing 1 - 10 of 5,635
Persistent link: https://www.econbiz.de/10003385104
Persistent link: https://www.econbiz.de/10011526496
Persistent link: https://www.econbiz.de/10011819364
Persistent link: https://www.econbiz.de/10011825627
and short-term volatility for almost all major agricultural commodities and a growth in trading volume on their derivative …
Persistent link: https://www.econbiz.de/10011429338
Persistent link: https://www.econbiz.de/10001446924
Persistent link: https://www.econbiz.de/10003851473
Persistent link: https://www.econbiz.de/10011552406
The dissertation consists of three essays in asset pricing. Chapter I is motivated by the recent surge in institutional investment in commodity futures markets. The chapter studies how commodity risk is priced in stock and futures markets and asks whether this risk premium is time-varying with...
Persistent link: https://www.econbiz.de/10010238887