The effects of Dollar, Sterling exchange rate volatility on futures markets for coffee and cocoa
Adusei Jumah; Robert M. Kunst
| Year of publication: |
1999
|
|---|---|
| Authors: | Jumah, Adusei ; Kunst, Robert M. |
| Publisher: |
Wien : Inst. für Höhere Studien |
| Subject: | Wechselkurs | Exchange rate | US-Dollar | US dollar | Pfund Sterling | Pound Sterling | Volatilität | Volatility | Rohstoffderivat | Commodity derivative | Spillover-Effekt | Spillover effect | Kakao | Cocoa | Kaffee | Coffee | Kakaomarkt | Cocoa market | Kaffeemarkt | Coffee market | ARCH-Modell | ARCH model | USA | United States | Großbritannien | United Kingdom | Terminhandel | Kaffeeweltmarkt | Wechselkursänderung | Kakaoweltmarkt |
freely available
| Extent: | 29 S graph. Darst |
|---|---|
| Series: | Reihe Ökonomie. - Wien : IHS, ISSN 1605-7996, ZDB-ID 2151044-1. - Vol. 73 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. S. 26 - 29 |
| Classification: | C32 - Time-Series Models ; C53 - Forecasting and Other Model Applications ; G15 - International Financial Markets ; Q14 - Agricultural Finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001451563