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...
Clasificación: | Libro Electrónico |
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Autor principal: | |
Autor Corporativo: | |
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 |