Sariannidis, Nikolaos - In: International Journal of Economics and Business Research 5 (2013) 2, pp. 204-213
evidence of positive influence of bond, energy and capital market on corn market. There is also evidence that the volatility … shocks of the US dollar/yen exchange rate have a positive impact on the conditional volatility of corn futures returns …. Finally, the structural analysis of volatility with the GJR-GARCH model has shown that current volatility is more influenced …