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cointegrated with other procurement prices and then test for causality among the price series. Cash prices were cointegrated with … causality was found in some but not all cases. Thus, cash market prices remain of central importance in price discovery for fed …
Persistent link: https://www.econbiz.de/10008922567
Replaced with revised version of paper 02/02/06.
Persistent link: https://www.econbiz.de/10005494202