Arguea, Nestor; Harper, Richard K. - In: Managerial Finance 20 (1994) 4, pp. 25-37
In this paper we examine the relationship over time of the No. 11 (World) and the No. 14 (US) sugar futures contracts, traded on the New York Coffee, Sugar and Cocoa Exchange. Using daily price data for a 14 year period, we examine statistical linkages between domestic and world futures...
