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Keywords: Asymmetric effect
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Journal Articles
Journal:
Managerial Finance
Managerial Finance (2021) 47 (4): 535–554.
Published: 08 October 2020
...Mouna Youssef; Khaled Mokni Purpose This study aims to test the presence of herding behavior in commodity markets, including energy, metals and agriculture. Additionally, the authors investigate the possible asymmetric effect of oil price changes on the herding behavior in these markets. Design...
