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Evaluating currency market efficiency : are cointegration tests appropriate?

Kellard, Neil; Newbold, Paul; Rayner, Anthony J. - In: Applied financial economics 11 (2001) 6, pp. 681-691

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How well are long run commodity price series characterised by trend components?

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How well are long-run commodity price series characterized by trend components?

Newbold, Paul; Pfaffenzeller, Stephan; Rayner, Anthony J. - In: Journal of international development : the journal of … 17 (2005) 4, pp. 479-494

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A short note on updating the Grilli and Yang commodity price index

Pfaffenzeller, Stephan; Newbold, Paul; Rayner, Anthony J. - In: The World Bank economic review 21 (2007) 1, pp. 151-163

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A Short Note on Updating the Grilli and Yang Commodity Price Index

Pfaffenzeller, Stephan - 2010

The Grilli and Yang commodity price index is one of the most widely used commodity price series in the applied economics literature. This note provides some practical advice on updating this data series by listing the base period index values, identifying relevant data sources, and describing a...

Persistent link: https://www.econbiz.de/10012759223