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This paper analyzes the origins of currency crises for 20 OECD countries and South Africa from 1970 through 1998. The … main contributions are in three areas. First, it tests for contagious crises and attempts to recognize contagion channels …
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This is the chartbook of individual country exchange rate histories and their experience with parallel markets, 1946-2001 that accompanies "The Modern History of Exchange Rate Arrangements: A Reinterpretation." We develop a novel system of reclassifying historical exchange rate regimes. One key...
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In this paper, we analyze the relationships between the prices of biodiesel, ethanol and related fuels and agricultural commodities with a use of minimal spanning trees and hierarchical trees. We find that in short-term, both ethanol and biodiesel are very weakly connected with the other...
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The article investigates the connections between the prices of biofuels and many traded commodities and other relevant assets in Europe, USA and Brazil. The analysis uses a comprehensive dataset covering price data for 32 relevant traded titles over the period 2003-2015. Main contribution of...
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