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Primary commodity prices : Co-movements, common factors and fundamentals
Byrne, Joseph P. - 2011
The behavior of commodities is critical for developing and developed countries alike. This paper contributes to the empirical evidence on the co-movement and determinants of commodity prices. Using nonstationary panel methods, the authors document a statistically significant degree of...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011394867
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Primary commodity prices : co-movements, common factors and fundamentals
Byrne, Joseph P. - In: Journal of development economics 101 (2013), pp. 16-26
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009742984
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Primary commodity prices : co-movements, common factors and fundamentals
Byrne, Joseph P.; Fazio, Giorgio; Fiess, Norbert M. - 2010
Persistent link: https://ebvufind01.dmz1.zbw.eu/10008748529
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Primary commodity prices : co-movements, common factors and fundamentals
Byrne, Joseph P.; Fazio, Giorgio; Fiess, Norbert M. - 2011
Persistent link: https://ebvufind01.dmz1.zbw.eu/10008902374
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Interest rate co-movements, global factors and the long end of the term spread
Byrne, Joseph P.; Fazio, Giorgio; Fiess, Norbert M. - 2010
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003962874
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Interest rate co-movements, global factors and the long end of the term spread
Byrne, Joseph P.; Fazio, Giorgio; Fiess, Norbert M. - In: Journal of banking & finance 36 (2012) 1, pp. 183-192
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009411145
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Primary Commodity Prices : Co-movements, Common Factors and Fundamentals
Byrne, Joseph P.; Fazio, Giorgio; Fiess, Norbert M. - 2012
The behavior of commodities is critical for developing and developed countries alike. This paper contributes to the empirical evidence on the co-movement and determinants of commodity prices. Using nonstationary panel methods, the authors document a statistically significant degree of...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012551076
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Primary Commodity Prices : Co-Movements, Common Factors and Fundamentals
Byrne, Joseph P. - 2017
The behavior of commodities is critical for developing and developed countries alike. This paper contributes to the empirical evidence on the co-movement and determinants of commodity prices. Using nonstationary panel methods, the authors document a statistically significant degree of...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012976144
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The global dimension to fiscal sustainability
Byrne, Joseph P. (contributor);  … - 2008
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003805896
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International capital flows to emerging markets : national and global determinants
Byrne, Joseph P.; Fiess, Norbert M. - In: Journal of international money and finance 61 (2016), pp. 82-100
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011668271