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The effects of Dollar, Sterling exchange rate volatility on futures markets for coffee and cocoa

Jumah, Adusei; Kunst, Robert M. - 1999

Persistent link: https://www.econbiz.de/10001451563

Forecasting seasonally cointegrated systems: supply response in Austrian agriculture

Jumah, Adusei - 1995

Persistent link: https://www.econbiz.de/10000919493

Forecasting seasonally cointegrated systems : supply response of the Austrian breeding sow herd

Jumah, Adusei - In: European review of agricultural economics : ERAE 23 (1996) 4, pp. 487-507

Persistent link: https://www.econbiz.de/10001212655

The effects of dollar/sterling exchange rate volatility on futures markets for coffee and cocoa

Jumah, Adusei; Kunst, Robert M. - In: European review of agricultural economics : ERAE 28 (2001) 3, pp. 307-328

Persistent link: https://www.econbiz.de/10001613439

The effects of exchange-rate exposures on equity asset markets

Jumah, Adusei; Kunst, Robert M. - 2001

Persistent link: https://www.econbiz.de/10001583865

On mean reversion in real interest rates : an application of threshold cointegration

Jumah, Adusei; Kunst, Robert M. - 2002

Persistent link: https://www.econbiz.de/10001642276

Modeling national accounts sub-aggregates : an application of non-linear error correction

Jumah, Adusei; Kunst, Robert M. - 2004

Persistent link: https://www.econbiz.de/10001974056

Toward a theory of evaluating predictive accuracy

Kunst, Robert M.; Jumah, Adusei - 2004

Persistent link: https://www.econbiz.de/10002433735

Modeling fixed investment and its components: an application of non-linear error correction

Jumah, Adusei; Kunst, Robert M. - In: Advances in macroeconometric modeling : papers and …, (pp. 133-167). 2005

Persistent link: https://www.econbiz.de/10002832558

The effects of exchange-rate exposures on equity asset markets

Jumah, Adusei; Kunst, Robert M. - 2001

This paper analyzes the relationship between stock returns and exchange rate changes in international markets and examines how well exchange rate volatility explains movements in stock market returns. The model-based predictions are evaluated on several cost functions. Results from such analysis...

Persistent link: https://www.econbiz.de/10009724429