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Evaluating Commodity Market Efficiency: Are Cointegration Tests Appropriate?
Kellard, Neil - In: Journal of Agricultural Economics 53 (2002) 3, pp. 513-529
Persistent link: https://www.econbiz.de/10005218512
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Long-Run Drift, Co-Movement and Persistence in Real Wheat and Maize Prices
Newbold, Paul; Rayner, Tony; Kellard, Neil - In: Journal of Agricultural Economics 51 (2000) 1, pp. 106-121
Persistent link: https://www.econbiz.de/10005156662