The Impact of Rand/US Dollar Exchange Rate Volatility on the Performance of Futures Markets for Agricultural Commodities
Year of publication: |
2011
|
---|---|
Authors: | Moholwa, Motlatjo ; Guangling (Dave) Liu |
Published in: |
The African Finance Journal. - Africagrowth Institute. - Vol. 13.2011, 1, p. 28-46
|
Publisher: |
Africagrowth Institute |
Subject: | Exchange rate volatility | futures market | EMH | GARCH | bootstrapping technique |
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