Effects of speculation and interest rates in a "carry trade" model of commodity prices

Journal of International Money and Finance

Volumn 42, Issue , 2014, Pages 88-112

  Frankel, Jeffrey A ^a  

^a HARVARD UNIVERSITY   (United States)

Author keywords

Carry trade; Commodities; Commodity; Futures; Interest rate; Inventories; Inventory; Mineral; Monetary; Oil; Overshooting; Petroleum; Real; Speculation; Spot price; Spread; Volatility

Indexed keywords

EID: 84894264592     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jimonfin.2013.08.006     Document Type: Article

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