Narrow search
Showing 1 - 10 of 1,043
Cover Image
Price Discovery in U.S. Corn Cash and Futures Markets: The Role of Cash Market Selection
Xu, Xiaojie - Agricultural and Applied Economics Association - AAEA - 2014
Using daily data from 182 spatially separated U.S. cash markets for the years 2006-2011, I investigate price discovery for corn. With a large number of cash markets available, I take into account explicitly the issue of market selection, which has been neglected in previous work. I find that...
Persistent link: https://www.econbiz.de/10011068966
Cover Image
Causality and Price Discovery in U.S. Corn Markets: An Application of Error Correction Modeling and Directed Acyclic Graphs
Xu, Xiaojie - Agricultural and Applied Economics Association - AAEA - 2014
This study investigates dynamic relationships among U.S. corn cash prices for the years 2006-2011. With daily data from 182 spatially separated markets spreading across 7 states, Iowa (IA), Illinois (IL), Indiana (IN), Ohio (OH), Minnesota (MN), Nebraska (NE), and Kansas (KS), we apply an error...
Persistent link: https://www.econbiz.de/10011068978
Cover Image
Time-varying cointegration models and exchange rate predictability in Korea
Park, Sookyung; Park, Cheolbeom - In: Han gug gae bal yeon gu 37 (2015) 4, pp. 1-20
Persistent link: https://www.econbiz.de/10011416686
Cover Image
Money demand instability and real exchange rate persistence in the monetary model of USD-JPY exchange rate
Hunter, John; Ali, Faek Menla - In: Economic modelling 40 (2014), pp. 42-51
Persistent link: https://www.econbiz.de/10010425740
Cover Image
Long-run equilibrium exchange rate in Latin America and Asia : a comparison using cointegrated vector
Cuiabano, Simone Maciel - 2017
Persistent link: https://www.econbiz.de/10012266435
Cover Image
Does the long-run monetary model hold for Sub-Saharan Africa? : a time series and panel-cointegration study
Ibhagui, Oyakhilome - In: Research in international business and finance 47 (2019), pp. 279-303
Persistent link: https://www.econbiz.de/10012135734
Cover Image
Long-run equilibrium exchange rate in Latin America and Asia : a comparison using cointegrated vector
Cuibano, Simone Maciel - In: Revista brasileira de economia de empresas : … 17 (2017) 2, pp. 41-54
Persistent link: https://www.econbiz.de/10011955389
Cover Image
Some structural hypotheses in a multivariate cointegration analysis of the purchasing power parity and the uncovered interest parity for UK
Johansen, Søren; Jusélius, Katarina - 1990
Persistent link: https://www.econbiz.de/10000786481
Cover Image
Do purchasing power and interest rate parities hold for the EUR/HUF exchange rate?
Erdey, László; Földvári, Péter - In: Acta oeconomica : periodical of the Hungarian Academy … 59 (2009) 3, pp. 289-306
Persistent link: https://www.econbiz.de/10003883727
Cover Image
International parity relationships and a nonstationary real exchange rate. : Germany versus the US in post Bretton Woods period
Jusélius, Katarina; MacDonald, Ronald - In: International macroeconomics : recent developments, (pp. 79-103). 2006
Persistent link: https://www.econbiz.de/10003425988