Modeling extreme risks in commodities and commodity currencies.

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Bibliographic Details
Title: Modeling extreme risks in commodities and commodity currencies.
Authors: Fuentes, Fernanda1, Herrera, Rodrigo1, Clements, Adam1 a.clements@qut.edu.au
Source: Pacific-Basin Finance Journal. Oct2018, Vol. 51, p108-120. 13p.
Database: Business Source Ultimate
Description
ISSN:0927538X
DOI:10.1016/j.pacfin.2018.06.003