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Commodities and the market price of risk /

Commodities are back following a stellar run of price performance, attracting financial investor attention. What are the fundamental reasons to hold commodities? One reason is the exposure offered to underlying risk factors. In this paper, I assess the macro risk exposure offered by commodity future...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Roache, Shaun K. (Autor)
Autor Corporativo: International Monetary Fund. Finance Department
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Washington, D.C. : International Monetary Fund, ©2008.
©2008
Colección:IMF working paper ; WP/08/221.
Temas:
Acceso en línea:Texto completo