Terms of trade or market power? : further evidence from dynamic spillovers in return and volatility between Malaysian crude palm oil and foreign exchange markets
Year of publication: |
2024
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Authors: | Go, You-How ; Wee, Yeap Lau |
Published in: |
The North American journal of economics and finance : a journal of theory and practice. - Amsterdam [u.a.] : Elsevier Science, ISSN 1062-9408, ZDB-ID 2023759-5. - Vol. 73.2024, Art.-No. 102178, p. 1-19
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Subject: | Commodity currency | Crude palm oil | Foreign exchange | Malaysia | Market power | Terms of trade | Palmöl | Palm oil | Terms of Trade | Marktmacht | Volatilität | Volatility | Devisenmarkt | Foreign exchange market | Wechselkurs | Exchange rate | Spillover-Effekt | Spillover effect | Schätzung | Estimation |
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