This study investigates the impact of currency convertibility under the current account on the informational linkage between official and swap market exchange rates for Chinese currency (renminbi). Findings indicate that currency convertibility increased the informational connection between the...

This study examines futures price and volatility transmissions among three major wheat production and exporting regions, the United States (US), Canada and the European Union (EU) over the recent six-year study period of 1996 - 2002. The price transmission pattern shows that Canadian prices are...