The Fundamentals of Commodity Futures ReturnsGary B. Gorton, Fumio Hayashi, K. Geert Rouwenhorst
NBER Working Paper No. 13249 ---- Acknowledgements ----- The paper has benefited from comments by seminar participants at McGill University. We thank Dimitry Gupalo for research assistance, and AIG Financial Products and the Q-Group for financial support. The views expressed herein are those of the author(s) and do not necessarily reflect the views of the National Bureau of Economic Research. |
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