SMEAL WIKI

The Information Content of a Nonlinear Macro-Finance Model for Commodity Prices

Saqib Khan, Zeigham Khokher, Timothy T. Simin
Year2016
VenueReview of Financial Studies
Typearticle
Citations13
DOI10.1093/rfs/hhw087
OpenAlexW2540944579

Topics

Market Dynamics and VolatilityFutures contractCommodityEconomicsMaturity (psychological)Econometrics