Work

The excess co‐movement of commodity prices reconsidered

Year: 1996

Type: article

Source: Journal of Applied Econometrics

DOI: 10.1002/(sici)1099-1255(199605)11:3<275::aid-jae392>3.3.co;2-v

Authors: Partha Deb, Pravin K. Trivedi, Panayotis Varangis

Institutions: Indiana University – Purdue University Indianapolis, Indiana University Bloomington, Indiana University, World Bank

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4241832322

FWCI: 2.394

Cites: 5

Cited by: 92

Related to: 10