Effects of speculation and interest rates in a “carry trade” model of commodity prices
Year of publication: |
2014
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Authors: | Frankel, Jeffrey A. |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 42.2014, p. 88-112
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Subject: | Carry trade | Commodity | Commodities | Real | Interest rate | Oil | Petroleum | Mineral | Volatility | Inventory | Inventories | Monetary | Spot price | Spread | Overshooting | Futures | Speculation | Rohstoffpreis | Commodity price | Spekulation | Volatilität | Währungsspekulation | Currency speculation | Erdöl | Rohstoffderivat | Commodity derivative | Ölmarkt | Oil market | Warenbörse | Commodity exchange | Zinsstruktur | Yield curve | Ölpreis | Oil price | Wechselkurs | Exchange rate | Zins | Devisenmarkt | Foreign exchange market | Welt | World | Rohstoffmarkt | Commodity market | Realzins | Real interest rate | Lagerzyklus | Inventory cycle | Spotmarkt | Spot market |
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