The forward pricing function of industrial metal futures – evidence from cointegration and smooth transition regression analysis
Author:
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
http://www.tandfonline.com/doi/pdf/10.1080/02692171.2012.736480
Reference69 articles.
1. Do asymmetric and nonlinear adjustments explain the forward premium anomaly?
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4. Understanding world metals prices—Returns, volatility and diversification
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