The long and short of commodity tails and their relationship to Asian equity markets
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DOI: 10.1016/j.asieco.2017.08.001
Abstract: We aim to determine if the relative tail risk of commodities remains consistent over time and whether there is association between commodity tail risk and Asian equity markets. We examine the tail risk of 24… read more here.
Keywords: risk; asian equity; tail risk; long short ... See more keywords