The effects of dollar/sterling exchange rate volatility on futures markets for coffee and cocoa
Adusei Jumah; Robert M. Kunst
| Year of publication: |
2001
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|---|---|
| Authors: | Jumah, Adusei ; Kunst, Robert M. |
| Published in: |
European review of agricultural economics : ERAE. - Oxford : Univ. Press, ISSN 0165-1587, ZDB-ID 186964-4. - Vol. 28.2001, 3, p. 307-328
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| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: European review of agricultural economics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001613439