NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Working Papers by K. Geert Rouwenhorst

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

Working Papers

September 2009New Evidence on the First Financial Bubble
with Rik G.P. Frehen, William N. Goetzmann: w15332
October 2008Fooling Some of the People All of the Time: The Inefficient Performance and Persistence of Commodity Trading Advisors
with Geetesh Bhardwaj, Gary B. Gorton: w14424
July 2007The Fundamentals of Commodity Futures Returns
with Gary B. Gorton, Fumio Hayashi: w13249
June 2004Facts and Fantasies about Commodity Futures
with Gary Gorton: w10595
November 2001Long-Term Global Market Correlations
with William N. Goetzmann, Lingfeng Li: w8612
February 2000Global Real Estate Markets - Cycles and Fundamentals
with Bradford Case, William N. Goetzmann: w7566
March 1999Pairs Trading: Performance of a Relative Value Arbitrage Rule
with Evan G. Galev, William N. Goetzmann: w7032

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

 
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