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- W2173530029 abstract "This work brings three markets — (i) commodities (e.g., steel iron ores, electronic parts, oil), (ii) financial assets (such as various stocks, bonds, notes), and (iii) different currencies (like U.S. dollar, British pound, euro, yen and so on) and examines the scope of triple operations of arbitrage, hedging, and speculation. Trading of cross-listed cross-currency assets with arbitrage and hedging is already recorded and analyzed. Here one more dimension — cross-country trades in commodities are added, and speculation is juxtaposed too within one framework." @default.
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- W2173530029 date "2015-10-01" @default.
- W2173530029 modified "2023-10-18" @default.
- W2173530029 title "Trades in commodities, financial assets, and currencies: A triangle of arbitrage, hedging and speculative designs" @default.
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- W2173530029 doi "https://doi.org/10.1016/j.gfj.2015.11.001" @default.
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