Liquidity shocks, commodity financialization, and market comovements-Reference-Cited by-同舟云学术

Liquidity shocks, commodity financialization, and market comovements

Published:2020-05-15 Issue:9 Volume:40 Page:1315-1336
ISSN:0270-7314
Container-title:Journal of Futures Markets
language:en
Short-container-title:J Futures Markets

Author:

Hu Conghui¹^ORCID,Li Zhibing²,Liu Xiaoyu³

Affiliation:

1. Department of FinanceBusiness School, Beijing Normal University Haidian District Beijing China

2. Department of FintechSchool of Banking and Finance, University of International Business and Economics Chaoyang District Beijing China

3. Department of FinanceSchool of Economics and Management, Tsinghua UniversityHaidian District Beijing China

Funder

National Natural Science Foundation of China

Publisher

Wiley

Subject

Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/fut.22127

Reference39 articles.

1. Liquidity risk of corporate bond returns: conditional approach

2. Financialization in commodity markets: A passing trend or the new normal?

3. ADS index data; Publicly available; data can be retrieved for free from the Federal Reserve Bank of Philadelphia website (https://www.philadelphiafed.org/research‐and‐data/real‐time‐center/business‐conditions‐index).

4. Real-Time Measurement of Business Conditions

5. A Model of Financialization of Commodities

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