Search: cr

Sort by: Relevance Date
12 of 2 collapsed search results for cr

Search Results

References

6 Jun 2017 RDP 2017-03
Jonathan Hambur and Nick Stenner
Journal of Financial Econometrics. , 11(3), pp 486–521. Ferson WE and CR Harvey (1991), ‘The Variation in Economic Risk Premiums’,.
https://www.rba.gov.au/publications/rdp/2017/2017-03/references.html

Financialisation and the Term Structure of Commodity Risk Premiums

1 May 2017 RDP 2017-03
Jonathan Hambur and Nick Stenner
Research Discussion Paper – RDP 2017-03 Financialisation and the Term Structure of Commodity Risk Premiums. Jonathan Hambur and Nick Stenner. May 2017. 1.45. MB. 1. Introduction. Commodities are important inputs into the real economy. Commodities
https://www.rba.gov.au/publications/rdp/2017/2017-03/full.html