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 01226nam 2200325 n 450 001 996385744803316 005 20221108053000.0 035 $a(CKB)1000000000609276 035 $a(EEBO)2240894681 035 $a(UnM)99851255 035 $a(EXLCZ)991000000000609276 100 $a19920327d1619 uy | 101 0 $aeng 135 $aurbn||||a|bb| 200 00$aDauids cost$b[electronic resource] $eWherein euery one, who is desirous to serue God aright, may see what is must cost him. Preached first, since enlarged, and now published in forme of a treatise. By Daniel Rogers, preacher of Gods Word, and Batchelor in Diuinity 210 $aAt London $cImprinted by F[elix] K[ingston] for Samuel Man, dwelling in Pauls Church-yard, at the signe of the Swan$d1619 215 $a[22], 659, [1] p 300 $aPrinter's name from STC. 300 $aThe first leaf is blank. 300 $aReproduction of the original in the Bodleian Library. 330 $aeebo-0014 700 $aD. R$g(Daniel Rogers),$f1573-1652.$01002069 801 0$bCu-RivES 801 1$bCu-RivES 801 2$bCStRLIN 801 2$bWaOLN 906 $aBOOK 912 $a996385744803316 996 $aDauids cost$92310719 997 $aUNISA LEADER 03543nam 2200649 450 001 9910821145003321 005 20230213215814.0 010 $a0-674-28011-3 024 7 $a10.4159/harvard.9780674280113 035 $a(CKB)3390000000059574 035 $a(SSID)ssj0001122038 035 $a(PQKBManifestationID)11732168 035 $a(PQKBTitleCode)TC0001122038 035 $a(PQKBWorkID)11057259 035 $a(PQKB)11774397 035 $a(MiAaPQ)EBC3046383 035 $a(DE-B1597)247854 035 $a(OCoLC)1013940013 035 $a(OCoLC)900844512 035 $a(DE-B1597)9780674280113 035 $a(Au-PeEL)EBL3046383 035 $a(CaPaEBR)ebr10970823 035 $a(OCoLC)935279391 035 $a(EXLCZ)993390000000059574 100 $a20150216h19691969 uy 0 101 0 $aeng 135 $aurcnu|||||||| 181 $ctxt 182 $cc 183 $acr 200 14$aThe failure of freedom $ea portrait of modern Japanese intellectuals /$fTatsuo Arima 205 $aReprint 2013 210 1$aCambridge, Massachusetts :$cHarvard University Press,$d1969. 210 2$aLondon, [England] :$cOxford University Press,$d[date of distribution not identified] 210 4$dİ1969 215 $a1 online resource (315 pages) 225 1 $aHarvard East Asian Series ;$v39 300 $aBibliographic Level Mode of Issuance: Monograph 311 $a0-674-28010-5 320 $aIncludes bibliographical references and index. 327 $tFront matter --$tPreface --$tContents --$tI. THE REVOLUTIONARY RESTORATION --$tII. UCHIMURA KANZ?: THE POLITICS OF SPIRITUAL DESPAIR --$tIII. THE ANARCHISTS: THE NEGATION OF POLITICS --$tIV. JAPANESE NATURALISM: THE LIMITATIONS OF EXPERIENCE --$tV. THE SHIRAKABA-HA: THE TYRANNY OF ART --$tVI. ARISHIMA TAKEO: BOURGEOIS CRITICISM --$tVII. AKUTAGAWA RY?NOSUKE: THE LITERATURE OF DEFEATISM --$tVIII. PROLETARIAN LITERATURE: THE TYRANNY OF POLITICS --$tCONCLUSION --$tNOTES --$tBIBLIOGRAPHY --$tGLOSSARY --$tINDEX 330 $aAn excellent introduction to Japanese intellectual history in the first third of the twentieth century, this is a study of the intellectual atmosphere that made the development of a constitutional form of government difficult. As heirs to the Meiji Restoration, modern Japanese intellectuals were trapped by the historical paradox that modern Japan was born not so much of the victory of the new forces over the old, as of the skillful self-transformation of the old forces themselves. To reject parts of new Japanese society often meant to reject the whole of it.Tatsuo Arima examines the period's philosophical and religious writings and the main literary figures and groups and their works and theories about literature. He finds a widespread anticonstitutional mentality and relates it to the intellectuals' political behavior. In particular, he analyzes the reasons why prewar Japanese intellectuals, who seemed to be so opposed to the rise of nationalism, took no socially effective action to prevent its emergence and subsequently became its victims. 410 0$aHarvard East Asian series ;$v39. 606 $aIntellectuals$zJapan 606 $aLiberalism$zJapan 607 $aJapan$xIntellectual life 615 0$aIntellectuals 615 0$aLiberalism 676 $a915.2/03/320922 700 $aArima$b Tatsuo$01662298 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910821145003321 996 $aThe failure of freedom$94018846 997 $aUNINA