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What Explains the Growth in Commodity Derivatives?
9 references·7 citing·45 second hop
What Explains the Growth in Commodity Derivatives? (2011)What Explains the Growth in Commodity Der…Hazardous times for monetary policy: What do twenty-three million bank loans say about the effects of monetary policy on credit risk? (2014)Hazardous times for monetary …Hazardous Times for Monetary Policy: What Do Twenty-Three Million Bank Loans Say About the Effects of Monetary Policy on Credit Risk-Taking? (2014)Hazardous Times for Monetary …Index Investment and the Financialization of Commodities (2012)Index Investment and the Fina…Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)Not All Oil Price Shocks Are …Hazardous Times for Monetary Policy: What Do Twenty-Three Million Bank Loans Say about the Effects of Monetary Policy on Credit Risk-Taking? (2009)Hazardous Times for Monetary …The Strategic and Tactical Value of Commodity Futures (2006)The Strategic and Tactical Va…Facts and Fantasies about Commodity Futures (2006)Facts and Fantasies about Com…Has Financial Development Made the World Riskier? (2005)Has Financial Development Mad…The Nature of Commodity Index Returns (2000)The Nature of Commodity Index…Frequency spillovers, connectedness, and the hedging effectiveness of oil and gold for US sector ETFs (2021)Frequency spillovers, connect…The impact of hedging and trading derivatives on value, performance and risk of European banks (2018)The impact of hedging and tra…Linking the gas and oil markets with the stock market: Investigating the U.S. relationship (2015)Linking the gas and oil marke…Energy inflation and house price corrections (2014)Energy inflation and house pr…Advances in the Commodity Futures Literature: A Review (2013)Advances in the Commodity Fut…Commodity Market Linkages in the Global Financial Crisis: Excess Volatility and Development Impacts (2012)Commodity Market Linkages in …Minding the Gap: Global Finance and Human Rights (2011)Minding the Gap: Global Finan…Systematic Monetary Policy and the Effects of Oil Price Shocks (1997)What is an Oil Shock? (2000)The Economic Effects of Energy Price Shocks (2008)THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET* (2009)THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL (2013)Oil prices, US stock return, and the dependence between their quantiles (2015)The distribution of realized stock return volatility (2001)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)Financialization of Commodity Markets (2013)Speculators, commodities and cross-market linkages (2013)A Model of Financialization of Commodities (2016)Credit Rationing in Markets with Imperfect Information (1981)Agency Costs, Net Worth, And Business Fluctuations (1988)The Benefits of Lending Relationships: Evidence from Small Business Data (1994)Does Monetary Policy Affect Bank Risk-Taking? (2010)Rediscovering the Macroeconomic Roots of Financial Stability Policy: Journey, Challenges, and a Way Forward (2011)Quantitative Easing and Volatility Spillovers Across Countries and Asset Classes (2016)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Time Series Momentum (2011)Value and Momentum Everywhere (2013)Risk and Return in Commodity Futures (1980)Mean Reversion in Equilibrium Asset Prices: Evidence from the Futures Term Structure (1995)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Bank Runs, Deposit Insurance, and Liquidity (1983)The Limits of Arbitrage (1995)Liquidity and leverage (2008)Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism? (2011)Credit Booms Gone Bust: Monetary Policy, Leverage Cycles, and Financial Crises, 1870–2008 (2012)Financial Intermediation and Delegated Monitoring (1984)Risk, Uncertainty and Monetary Policy (2011)Dilemma not Trilemma: The Global Financial Cycle and Monetary Policy Independence (2015)Oil and the Macroeconomy since World War II (1983)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)“Options, Futures, and Other Derivatives” (2016)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Measuring Economic Policy Uncertainty* (2016)Tail risk connectedness in the oil-stock nexus: Evidence from a novel quantile spillover approach (2021)Small fish in big ponds: Connections of green finance assets to commodity and sectoral stock markets (2022)The influential impacts of international dynamic spillovers in forming investor preferences: a quantile-VAR and GDCC-GARCH perspective (2024)Credit Supply: Identifying Balance-Sheet Channels with Loan Applications and Granted Loans (2010)Risk, Uncertainty and Monetary Policy (2011)Do bank characteristics influence the effect of monetary policy on bank risk? (2012)
this work references cited by second hop

References

  • 2009Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market4,704 cited
  • 2014Hazardous Times for Monetary Policy: What Do Twenty-Three Million Bank Loans Say About the Effects of Monetary Policy on Credit Risk-Taking?1,498 cited
  • 2006Facts and Fantasies about Commodity Futures1,389 cited
  • 2012Index Investment and the Financialization of Commodities1,333 cited
  • 2005Has Financial Development Made the World Riskier?1,122 cited
  • 2006The Strategic and Tactical Value of Commodity Futures1,037 cited
  • 2009Hazardous Times for Monetary Policy: What Do Twenty-Three Million Bank Loans Say about the Effects of Monetary Policy on Credit Risk-Taking?274 cited
  • 2000The Nature of Commodity Index Returns151 cited
  • 2014Hazardous times for monetary policy: What do twenty-three million bank loans say about the effects of monetary policy on credit risk?112 cited

Cited by

  • 2021Frequency spillovers, connectedness, and the hedging effectiveness of oil and gold for US sector ETFs112 cited
  • 2015Linking the gas and oil markets with the stock market: Investigating the U.S. relationship82 cited
  • 2012Commodity Market Linkages in the Global Financial Crisis: Excess Volatility and Development Impacts78 cited
  • 2014Energy inflation and house price corrections53 cited
  • 2011

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Minding the Gap: Global Finance and Human Rights
37 cited
  • 2013Advances in the Commodity Futures Literature: A Review25 cited
  • 2018The impact of hedging and trading derivatives on value, performance and risk of European banks21 cited