An Investigation of Commodity Futures Prices Using the Consumption-based Intertemporal Capital Asset Pricing Model
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Volume (Year): 40 (1985)
Issue (Month): 1 (March)
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- Daskalaki, Charoula & Kostakis, Alexandros & Skiadopoulos, George, 2014. "Are there common factors in individual commodity futures returns?," Journal of Banking & Finance, Elsevier, vol. 40(C), pages 346-363.
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