LEADER 03001nam 2200637 450 001 9910463626403321 005 20181115033213.0 010 $a1-4623-6790-9 010 $a1-4518-7079-5 010 $a1-4519-8829-X 010 $a1-282-84172-6 010 $a9786612841729 035 $a(CKB)3170000000055117 035 $a(EBL)1605853 035 $a(SSID)ssj0000943994 035 $a(PQKBManifestationID)11503135 035 $a(PQKBTitleCode)TC0000943994 035 $a(PQKBWorkID)10978557 035 $a(PQKB)11605604 035 $a(OCoLC)762469891 035 $a(MiAaPQ)EBC1605853 035 $a(EXLCZ)993170000000055117 100 $a20140225h20082008 uy 0 101 0 $aeng 135 $aurcnu|||||||| 181 $ctxt 182 $cc 183 $acr 200 10$aCommodities and the market price of risk /$fShaun K. Roache 210 1$a[Washington, District of Columbia] :$cInternational Monetary Fund,$d2008. 210 4$dİ2008 215 $a1 online resource (25 p.) 225 1 $aIMF Working Papers 225 0$aIMF working paper ;$vWP/08/221 300 $aDescription based upon print version of record. 311 $a1-4519-1532-2 320 $aIncludes bibliographical references. 327 $aContents; I. Introduction; II. Merton's ICAPM Risk-pricing Model; A. Deriving the risk-pricing equation; B. Identifying state variables; III. Brief Review of the Literature; IV. Data; V. Estimating the Quantities and Prices of Risk; A. The macro risk exposure of commodities; B. Market prices for macro risk; VI. Results; A. Real interest rate risk is priced; B. The time-varying cost of interest rate insurance; C. Evidence for a commodity-specific risk premium; D. Model fit; VII. Conclusion; References; Appendix 330 $aCommodities are back following a stellar run of price performance, attracting financial investor attention. What are the fundamental reasons to hold commodities? One reason is the exposure offered to underlying risk factors. In this paper, I assess the macro risk exposure offered by commodity futures and test whether these risks are priced, using Merton's (1973) intertemporal capital asset pricing model for a sample of commodity prices covering the period January 1973 - February 2008. I find that commodity futures offer a hedge against lower interest rates and that investors are willing to 410 0$aIMF Working Papers 606 $aRisk$xEconometric models 606 $aCommodity futures$xEconometric models 606 $aCapital assets pricing model 608 $aElectronic books. 615 0$aRisk$xEconometric models. 615 0$aCommodity futures$xEconometric models. 615 0$aCapital assets pricing model. 676 $a330.015195 700 $aRoache$b Shaun K$0869965 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910463626403321 996 $aCommodities and the market price of risk$91942265 997 $aUNINA LEADER 02870nam 2200613 450 001 9910821362103321 005 20230803204305.0 010 $a1-61251-143-0 035 $a(CKB)3710000000220804 035 $a(EBL)1759018 035 $a(SSID)ssj0001288817 035 $a(PQKBManifestationID)11723583 035 $a(PQKBTitleCode)TC0001288817 035 $a(PQKBWorkID)11294498 035 $a(PQKB)11369786 035 $a(DLC) 2014024766 035 $a(Au-PeEL)EBL1759018 035 $a(CaPaEBR)ebr10927803 035 $a(CaONFJC)MIL868702 035 $a(OCoLC)881721520 035 $a(MiAaPQ)EBC1759018 035 $a(EXLCZ)993710000000220804 100 $a20140919h20142014 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aFallujah redux $ethe Anbar awakening and the struggle with al-Qaeda /$fDaniel R. Green and William F. Mullen III 210 1$aAnnapolis, Maryland :$cNaval Institute Press,$d2014. 210 4$dİ2014 215 $a1 online resource (193 p.) 300 $aIncludes index. 311 $a1-61251-142-2 320 $aIncludes bibliographical references and index. 327 $aTimeline of key events in Fallujah , Iraq -- The stench of death (Fallujah 2004-2006) -- The city of mosques -- The Anbar Awakening -- "Are we losing Fallujah ?" -- Bringing democracy to Iraq -- Operation Alljah -- The Fallujah awakening -- The city awakens -- The swarm and the surge -- A sheik returns and another departs -- The deluge -- Voice of the people. 330 $aThe city of Fallujah, Iraq will long be associated with some of the worst violence and brutality of the Iraq war. The battles to retake the city from insurgent fighters in 2004 have already indelibly carved its name into the historic annals of the U.S. military and occupy a revered place in the storied history of the United States Marine Corps. Initially occupied by U.S. forces in 2003, it eventually served as the headquarters for numerous insurgent groups operating west of Baghdad, including al-Qaeda in Iraq and its leader Abu Musab al-Zarqawi, until forcibly retaken at the end of 2004. On 606 $aIraq War, 2003-2011$xCampaigns$zIraq$zFallu?jah 606 $aIraq War, 2003-2011$xCampaigns$zIraq$zAnba?r (Province) 606 $aCounterinsurgency$zIraq$zAnba?r (Province) 607 $aAnba?r (Iraq : Province)$xPolitics and government$y2003- 615 0$aIraq War, 2003-2011$xCampaigns 615 0$aIraq War, 2003-2011$xCampaigns 615 0$aCounterinsurgency 676 $a956.7044/345 700 $aGreen$b Daniel R.$01639761 702 $aMullen$b William F.$cIII, 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910821362103321 996 $aFallujah redux$93982944 997 $aUNINA