Most analysis of agricultural commodity market integration is solely based on price information. However, adding trade data can improve the understanding of interactions between interrelated markets. We link the analysis of price transmission processes between spot and futures markets with trade...

Due to the specific characteristics of coffee production on each of the main Brazilian states producers of arabica (Coffea arabica) and robusta coffee (Coffea canephora), a better understanding of the structural links between production and industrialization of coffee on those states and the...

There is a large literature that aims to explain what determines country risk (defined as the difference between the yield of a sovereign’s bonds and the risk free rate). In this paper, we contribute to the discussion by arguing that an important explanatory factor is the impact that...