Commodity returns co-movement, uncertainty shocks, and the US dollar exchange rate
Author:
Funder
National Office for Philosophy and Social Sciences
Chinese National Funding of Social Sciences
Publisher
Elsevier BV
Reference56 articles.
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1. The influence of uncertainty on commodity futures returns and trading behaviour;The Quarterly Review of Economics and Finance;2024-12
2. Does US financial uncertainty spill over through the (asymmetric) international credit channel? The role of market expectations;Journal of International Money and Finance;2024-10
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