Lead-lag relationships between interest rates, exchange rates, and agricultural exports to Japan
Agribusinesses are focusing increased attention on linkages between the US agricultural sector and international economic variables. Increased dependency by the agribusiness sector on exports, greater variability in interest rates, and greater variability in exchange rates are illustrative of recent changes. Lead-lag relationships between interest rates, exchange rates, and agricultural exports suggest strong relationships in the US and several industrialized nations. US interest rates often lead foreign exchange rates, while relationships between interest rate differentials and exchange rates are generally instantaneous.
Year of publication: |
1989
|
---|---|
Authors: | Seger, Daniel J. ; Lins, David A. ; Hudson, Michael A. |
Published in: |
Agribusiness. - John Wiley & Sons, Ltd., ISSN 0742-4477. - Vol. 5.1989, 2, p. 169-179
|
Publisher: |
John Wiley & Sons, Ltd. |
Saved in:
Saved in favorites
Similar items by person
-
Financing Illinois agricultural exports
Seger, Daniel J., (1985)
-
FINANCIAL PERFORMANCE IN MEAT AND POULTRY MANUFACTURING AND WHOLESALING: AN HISTORICAL PERSPECTIVE
Hudson, Michael A., (1988)
-
LIVESTOCK FUTURES MARKETS AND RATIONAL PRICE FORMATION: EVIDENCE FOR LIVE CATTLE AND LIVE HOGS
Koontz, Stephen R., (1992)
- More ...