Commodity Markets, Long-Run Predictability, and Intertemporal Pricing

نویسندگان
چکیده

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Long-Run Risks and Financial Markets

The recently developed long-run risks asset pricing model shows that concerns about long-run expected growth and time-varying uncertainty (i.e., volatility) about future economic prospects drive asset prices. These two channels of economic risks can account for the risk premia and asset price fluctuations. In addition, the model can empirically account for the cross-sectional differences in ass...

متن کامل

Demography and the Long-Run Predictability of the Stock Market

Your use of the JSTOR archive indicates your acceptance of JSTOR's Terms and Conditions of Use, available at http://www.jstor.org/page/info/about/policies/terms.jsp. JSTOR's Terms and Conditions of Use provides, in part, that unless you have obtained prior permission, you may not download an entire issue of a journal or multiple copies of articles, and you may use content in the JSTOR archive o...

متن کامل

Efficient Tests for Long-Run Predictability: Do Long-Run Relations Convey Extra Information?

Short-run and long-run relations among time series can differ. In situations in which short-run constraints and information biases obscure equilibrium relations among economic variables, estimates of the long-run relations, which are free of such contaminations, become the only basis for evaluating economic hypotheses. The common approach to estimating long-run predictability has been long-hori...

متن کامل

Intertemporal Asset Pricing Theory

2 Basic Theory 4 2.1 Setup . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4 2.2 Arbitrage, State Prices, and Martingales . . . . . . . . . . . . 5 2.3 Individual Agent Optimality . . . . . . . . . . . . . . . . . . . 8 2.4 Habit and Recursive Utilities . . . . . . . . . . . . . . . . . . . 9 2.5 Equilibrium and Pareto Optimality . . . . . . . . . . . . . . . 12 2.6 Equilibrium ...

متن کامل

Imperfect Markets and Commodity Prices Under Demand Pull

This paper presents a theoretical view of imperfect market. It concludes that an increase in the price of products does not give any incentive to increasing production which shows the mechanism for upward trends in prices.

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Review of Finance

سال: 2016

ISSN: 1572-3097,1573-692X

DOI: 10.1093/rof/rfw034