The nonlinear behaviour of four coffee price series is examined, that is, unwashed Arabicas (i.e. coffee from Brazil), Colombian Mild Arabicas (i.e. coffee from Colombia), other Mild Arabicas (i.e. coffee from other Latin American countries), and Robusta coffee (i.e. coffee from Africa and...

This paper studies the dynamics of lending and deposit rates in two emerging markets in Latin America: Colombia and Mexico. The dynamics of lending (deposit) interest rates are driven by the exogenous interbank interest rate and deviations from the long-run lending-interbank (deposit-interbank)...

This paper studies the dynamics of lending and deposit rates in two emerging markets in Latin America: Colombia and Mexico. The dynamics of lending (deposit) interest rates are driven by the exogenous interbank interest rate and deviations from the long-run lending-interbank (deposit-interbank)...