Linkages among commodity futures prices in the recent financial crisis : an application of cointegration tests with a structural break
Year of publication: |
2015
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Authors: | Tsuchiya, Yoichi |
Published in: |
Cogent economics & finance. - Abingdon : Taylor & Francis, ISSN 2332-2039, ZDB-ID 2773198-4. - Vol. 3.2015, 1, p. 1-13
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Subject: | commodity futures | price discovery | futures pricing | financial crises | Rohstoffderivat | Commodity derivative | Finanzkrise | Financial crisis | Kointegration | Cointegration | Börsenkurs | Share price | Strukturbruch | Structural break | Schätzung | Estimation | Warenbörse | Commodity exchange | Derivat | Derivative |
Extent: | graph. Darst. |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1080/23322039.2015.1012436 [DOI] hdl:10419/147744 [Handle] |
Classification: | G01 - Financial Crises ; G13 - Contingent Pricing; Futures Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
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