【作者(必填)】

SULEYMAN BASAK,

ANNA PAVLOVA

• Suleyman Basak and Anna Pavlova are at the London Business School and CEPR. We thank participants at the Advances in Commodity Markets, AFA, Arne Ryde, Cowles GE, EFA, MFS, NBER Asset Pricing, NBER Commodities, Paul Woolley Centre, Rothschild Caesarea, and SFI conferences, as well as seminar participants at Bank Gutmann, Berkeley, BIS, BU, Chicago, Geneva, IDC, Imperial, Frankfurt, INSEAD, LBS, LSE, Luxembourg, Melbourne, Monash, Nova, Oxford, St. Gallen, Stanford, Stockholm, and Zurich, as well as Viral Acharya, Steven Baker, Francisco Gomes, Christian Heyerdahl-Larsen, Lutz Kilian, Andrei Kirilenko, Kjell Nyborg, Michel Robe, Sylvia Sarantopoulou-Chiourea, Olivier Scaillet, Dimitri Vayanos, and Wei Xiong for helpful comments. We have also benefitted from the valuable suggestions of Ken Singleton and two anonymous referees. Adem Atmaz provided excellent research assistance. Pavlova gratefully acknowledges financial support from the European Research Council (grant StG263312).
  
  

【文题(必填)】A Model of Financialization of Commodities

【年份(必填)】

【全文链接或数据库名称(选填)】http://onlinelibrary.wiley.com/doi/10.1111/jofi.12408/full