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Interest Rates on Monetary Assets and Commodity Price Index Changes

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  • Roll, Richard

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  • Roll, Richard, 1972. "Interest Rates on Monetary Assets and Commodity Price Index Changes," Journal of Finance, American Finance Association, vol. 27(2), pages 251-277, May.
  • Handle: RePEc:bla:jfinan:v:27:y:1972:i:2:p:251-77
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    Cited by:

    1. Kristoufek, Ladislav & Vosvrda, Miloslav, 2016. "Gold, currencies and market efficiency," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 449(C), pages 27-34.
    2. Kristoufek, Ladislav & Vosvrda, Miloslav, 2014. "Commodity futures and market efficiency," Energy Economics, Elsevier, vol. 42(C), pages 50-57.
    3. Haensly, Paul J., 2016. "Is a pure TIPS strategy truly risk free?," Review of Financial Economics, Elsevier, vol. 28(C), pages 1-20.
    4. Arnold, Stephan & Auer, Benjamin R., 2015. "What do scientists know about inflation hedging?," The North American Journal of Economics and Finance, Elsevier, vol. 34(C), pages 187-214.
    5. Robert J. Shiller, 1980. "Can the Fed Control Real Interest Rates?," NBER Chapters,in: Rational Expectations and Economic Policy, pages 117-167 National Bureau of Economic Research, Inc.
    6. Paul Evans & Xiaojun Wang, 2008. "A Tale of Two Effects," The Review of Economics and Statistics, MIT Press, vol. 90(1), pages 147-157, February.
    7. Faria, Joao Ricardo & Mollick, Andre Varella, 2004. "The nominal theory of interest under habit formation: evidence for the U.S., 1959-2002," The North American Journal of Economics and Finance, Elsevier, vol. 15(3), pages 333-354, December.

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