Testing for Speculative Bubbles in Agricultural Commodity Prices: A Regime Switching Approach
Year of publication: |
2012-02-23
|
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Authors: | Liu, Xiaoliang ; Filler, Gunther ; Odening, Martin |
Institutions: | European Association of Agricultural Economists - EAAE |
Subject: | Agricultural commodity market | net convenience yield | speculative bubbles | regime switching | fundamental values. | Risk and Uncertainty |
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