Broker-dealer risk appetite and commodity returns

Journal of Financial Econometrics

Volumn 11, Issue 3, 2013, Pages 486-521

  Etula, Erkko ^a  

^a FEDERAL RESERVE BANK OF NEW YORK   (United States)

Author keywords

Asset pricing; Commodity prices; Financial intermediaries; Futures markets; Limits of arbitrage; Risk appetite

Indexed keywords

EID: 84879424888     PISSN: 14798409     EISSN: 14798417     Source Type: Journal    
DOI: 10.1093/jjfinec/nbs024     Document Type: Article

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