Commodity and Asset Pricing Models: An Integration
收藏NBER2013-06-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w19167
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资源简介：
We present a simple methodology that integrates commodity and asset pricing models. Given current evidence on the financialization of commodity markets, valuable information about commodity risk premiums can be extracted from asset pricing models and used to substantially improve the estimates of
提供机构：
美国国家经济研究局
创建时间：
2013-06-01
