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[null,"1.","Record Nr.",null,"UNINA9910463626403321"]
[null,null,"Autore",null,"Roache Shaun K"]
[null,null,"Titolo",null,"Commodities and the market price of risk / / Shaun K. Roache"]
[null,null,"Pubbl/distr/stampa",null,"[Washington, District of Columbia] : , : International Monetary Fund, , 2008"]
[{"$nulls":4},"©2008"]
[null,null,"ISBN",null,"1-4623-6790-9"]
[{"$nulls":4},"1-4518-7079-5"]
[{"$nulls":4},"1-4519-8829-X"]
[{"$nulls":4},"1-282-84172-6"]
[{"$nulls":4},"9786612841729"]
[null,null,"Descrizione fisica",null,"1 online resource (25 p.)"]
[null,null,"Collana",null,"IMF Working Papers"]
[{"$nulls":4},"IMF working paper ; ; WP/08/221"]
[null,null,"Disciplina",null,"330.015195"]
[null,null,"Soggetti",null,"Risk - Econometric models"]
[{"$nulls":4},"Commodity futures - Econometric models"]
[{"$nulls":4},"Capital assets pricing model"]
[{"$nulls":4},"Electronic books."]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Note generali","Description based upon print version of record."]
[null,null,null,"Nota di bibliografia","Includes bibliographical references."]
[null,null,"Nota di contenuto",null,"Contents; I. Introduction; II. Merton's ICAPM Risk-pricing Model; A. Deriving the risk-pricing equation; B. Identifying state variables; III. Brief Review of the Literature; IV. Data; V. Estimating the Quantities and Prices of Risk; A. The macro risk exposure of commodities; B. Market prices for macro risk; VI. Results; A. Real interest rate risk is priced; B. The time-varying cost of interest rate insurance; C. Evidence for a commodity-specific risk premium; D. Model fit; VII. Conclusion; References; Appendix"]
[null,null,null,"Sommario/riassunto","Commodities are back following a stellar run of price performance, attracting financial investor attention. What are the fundamental reasons to hold commodities? One reason is the exposure offered to underlying risk factors. In this paper, I assess the macro risk exposure offered by commodity futures and test whether these risks are priced, using Merton's (1973) intertemporal capital asset pricing model for a sample of commodity prices covering the period January 1973 - February 2008. I find that commodity futures offer a hedge against "]
[{"$nulls":4},"lower interest rates and that investors are willing to"]
[null,"2.","Record Nr.",null,"UNISA996385744803316"]
[null,null,"Autore",null,"D. R (Daniel Rogers), <1573-1652.>"]
[null,null,"Titolo",null,"Dauids cost [[electronic resource] ] : Wherein 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"]
[null,null,"Pubbl/distr/stampa",null,"At London, : Imprinted by F[elix] K[ingston] for Samuel Man, dwelling in Pauls Church-yard, at the signe of the Swan, 1619"]
[null,null,"Descrizione fisica",null,"[22], 659, [1] p"]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Note generali","Printer's name from STC."]
[{"$nulls":4},"The first leaf is blank."]
[{"$nulls":4},"Reproduction of the original in the Bodleian Library."]
[null,null,null,"Sommario/riassunto","eebo-0014"]