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Borisenko, Dmitrij - 2019

investors for the commodity price risk. Commodity producers differ in their exposure to the export price risk. Exchange rate …-commodity price covariance, procyclical interest rates, negative price of exchange rate volatility, and countercyclical currency risk … premium arise endogenously. Empirically, risk factors implied by the model explain up to 55% of time-series variation in carry …

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Thaler, Richard H. (contributor) - 1993

Modern financial markets offer the real world's best approximation to the idealized price auction market envisioned in economic theory. Nevertheless, as the increasingly exquisite and detailed financial data demonstrate, financial markets often fail to behave as they should if trading were truly...

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