Volatility of Commodity Futures Prices and Market-Implied Inflation Expectations
Sign Up to like & getrecommendations! Published in 2017 at "Journal of International Financial Markets, Institutions and Money"
DOI: 10.1016/j.intfin.2017.10.002
Abstract: Abstract This study examines intricate interplay between crude oil, copper and gold futures prices, and market-implied inflation expectations that are proxied by the breakeven inflation derived from the 5-year US Treasury Note yields. We perform… read more here.
Keywords: market implied; implied inflation; prices market; futures prices ... See more keywords