Stock markets’ bubbles burst and volatility spillovers in agricultural commodity markets
نویسندگان
چکیده
منابع مشابه
Speculative bubbles in agricultural commodity markets
Numerous factors have been proposed in the literature as explaining the recent commodity price movements. In this paper we focus on one of the most widely discussed factors, the impact of speculative bubbles. We investigate whether commodity prices during the spike of 2007–2008 might have deviated from their intrinsic values based on market fundamentals. To do this, we use a bootstrap methodolo...
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ژورنال
عنوان ژورنال: Research in International Business and Finance
سال: 2016
ISSN: 0275-5319
DOI: 10.1016/j.ribaf.2016.04.020