Browsing FGV EESP - Escola de Economia de São Paulo by Author "Momoli, Tommaso"
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Financialization of the commodity future markets: a SVAR model approach
Momoli, Tommaso
2017-01-25This is a study regarding the impact of the index investments in the Commodity Future Market. The models applied, focus on the Causal Analysis and the Impulse Response Function through an orthogonalisation of the Vector ...


