Does FX volatility affect the distributions of commodity futures returns?
Terrance Grieb
| Year of publication: |
2013
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|---|---|
| Authors: | Grieb, Terrance |
| Published in: |
International journal of financial research. - Toronto : Sciedu Press, ISSN 1923-4023, ZDB-ID 2611282-6. - Vol. 4.2013, 4, p. 1-10
|
| Subject: | mean and volatility spillover effects | foreign exchange | commodities | Volatilität | Volatility | Rohstoffderivat | Commodity derivative | Spillover-Effekt | Spillover effect | Wechselkurs | Exchange rate | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010205759