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Component structures of agricultural commodity futures traded on the Tokyo Grain Exchange
Bhar, Ramaprasad
;
Hamori, Shigeyuki
- In:
Asia-Pacific Financial Markets
13
(
2006
)
1
,
pp. 1-9
fads
rather than market fundamentals. On the other hand, the long-term components show conitegrating relationship with only …
Persistent link: https://www.econbiz.de/10005727078
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