EFFECTS OF INDEX‐FUND INVESTING ON COMMODITY FUTURES PRICES
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Publication:5245739
DOI10.1111/IERE.12099zbMath1405.91620OpenAlexW2333630357MaRDI QIDQ5245739
James D. Hamilton, Jing Cynthia Wu
Publication date: 15 April 2015
Published in: International Economic Review (Search for Journal in Brave)
Full work available at URL: http://www.nber.org/papers/w19892.pdf
Applications of statistics to actuarial sciences and financial mathematics (62P05) Derivative securities (option pricing, hedging, etc.) (91G20)
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