Commodity market financialization, herding and signals: An asymmetric GARCH R-vine copula approach

Author:

Xiao Qin,Yan Meilan,Zhang Dalu

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference78 articles.

1. Subprime cities the political economy of mortgage markets;Aalbers,2012

2. Limits to arbitrage and hedging: Evidence from commodity markets;Acharya;Journal of Financial Economics,2013

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4. Modeling the multivariate dynamic dependence structure of commodity futures portfolios;Aepli;Journal of Commodity Markets,2017

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