Commodities and the Market Price of Risk /

Commodities are back following a stellar run of price performance, attracting financial investor attention. What are the fundamental reasons to hold commodities? One reason is the exposure offered to underlying risk factors. In this paper, I assess the macro risk exposure offered by commodity future...

Ausführliche Beschreibung

Bibliographische Detailangaben
1. Verfasser: Roache, Shaun
Format: Zeitschrift
Sprache:English
Veröffentlicht: Washington, D.C. : International Monetary Fund, 2008.
Schriftenreihe:IMF Working Papers; Working Paper ; No. 2008/221
Online Zugang:Full text available on IMF