Showing 1 - 10 of 265
Persistent link: https://www.econbiz.de/10011572231
The paper investigates the extent to which the dollar/sterling exchange rate fluctuations affect coffee and cocoa futures prices on the London LIFFE and the New York CSCE by means of multivariate GARCH models - under the assumption that traders in perfectly competitive markets have equal access...
Persistent link: https://www.econbiz.de/10009712332
Persistent link: https://www.econbiz.de/10001613439
Persistent link: https://www.econbiz.de/10002062891
Persistent link: https://www.econbiz.de/10001576673
Persistent link: https://www.econbiz.de/10001363845
Persistent link: https://www.econbiz.de/10001451563
Persistent link: https://www.econbiz.de/10012039860