Browsing FGV EESP - MPFE: Dissertações, Mestrado Profissional em Finanças e Economia by Title "Financialization of the commodity future markets: a SVAR model approach"

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Financialization of the commodity future markets: a SVAR model approach

Momoli, Tommaso
2017-01-25

This 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 ...