Long-run reversal in commodity returns : insights from seven centuries of evidence
Adam Zaremba, Robert J. Bianchi, Mateusz Mikutowski
| Year of publication: |
2021
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|---|---|
| Authors: | Zaremba, Adam ; Bianchi, Robert ; Mikutowski, Mateusz |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 133.2021, p. 1-25
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| Subject: | Commodity markets | Early commodity prices | Long-run reversal | Long-term historical returns | Mean reversion | Trading strategies | Rohstoffpreis | Commodity price | Rohstoffmarkt | Commodity market | Welt | World | Kapitaleinkommen | Capital income | Mean Reversion | Rohstoffderivat | Commodity derivative | Volatilität | Volatility | Wirtschaftsgeschichte | Economic history |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2021.106238 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013256444