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U.S. Monetary Policy and Herding: Evidence from Commodity Markets
Authors:Apergis  Nicholas  Christou  Chritina  Hayat  Tasawar  Saeed  Tareq
Affiliation:1.University of Derby, Derby, UK
;2.Open University of Cyprus, Latsia, Cyprus
;3.King Abdulaziz University, Jeddah, Saudi Arabia
;4.Quaid-I-Azam University, Islamabad, Pakistan
;
Abstract:Atlantic Economic Journal - This paper investigates the presence of herding behavior across a spectrum of commodities (i.e., agricultural, energy, precious metals, and metals) futures prices...
Keywords:
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