Zobrazeno 1 - 2
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pro vyhledávání: '"Bierbaumer, Daniel"'
Publikováno v:
In Journal of Economic Behavior and Organization November 2021 191:1011-1024
We study the state-dependent trading behavior of financial intermediaries in the oil futures market, using structural vector autoregressions with Markov switching in heteroskedasticity. We decompose changes in futures price volatility into changes in
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::267afb9f2eff247d3c9ea62a5ba7488b
https://hdl.handle.net/10419/175080
https://hdl.handle.net/10419/175080
