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Limits to Arbitrage and Commodity Index Investment
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What this work says
Outgoing claims: the papers this work cites, builds on, or argues with.
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Equilibrium Interest Rates and Multiperiod Bonds in a Partially Observable Economy
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Asset Pricing in a Production Economy with Incomplete Information
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Mean Reversion in Equilibrium Asset Prices: Evidence from the Futures Term Structure
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The Limits of Arbitrage
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Presidential Address: Asset Price Dynamics with Slow‐Moving Capital
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Rare Disasters and Asset Markets in the Twentieth Century*
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Subjective Expectations and Asset-Return Puzzles
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The Role of Speculators in the Crude Oil Futures Market
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Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
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How Learning in Financial Markets Generates Excess Volatility and Predictability in Stock Prices
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Hedging Pressure and Futures Price Movements in a General Equilibrium Model
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Crises and Recoveries in an Empirical Model of Consumption Disasters
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The Prewar Business Cycle Reconsidered: New Estimates of Gross NationalProduct, 1869-1918
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The Equity Premium and the Risk Free Rate: Matching the Moments
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Backwardation and Commodity Futures Performance
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What points at this work
Incoming claims: where this work appears in other papers’ reference lists and arguments.
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Stochastic Correlation in Commodity Spread Options
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Price effects of commodity financialization: Review of the evidence
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Is Financialization Killing Commodity Investments?
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