The Fortune and crash of common risk factors in Chinese commodity markets
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DOI: 10.1016/j.jcomm.2023.100362
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More about this item
Keywords
Common risk factor; Risk factor crash; Augmented risk factor; Market stress; Chinese commodity market;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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