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Will the Emergence of the Euro Affect World Commodity Prices?
Hong Liang,John T. Cuddington
Limited preview - 2000
agricultural raw materials alternative exchange ARMA error process Beverages cereal prices cereals COEFFICIENTS AND LOG-LIKELIHOOD commodity exports commodity price indices commodity price series commodity price shocks commodity price volatility commodity trade Common Agricultural Policy conditional variance equation conditional volatility CONTRIBUTION OF VAR-EER Cuddington Derseh Endale DEUTSCHMARK Developing Countries dlogy dollar exchange rate dollar/SDR exchange rate dollar/SDR rate Endale estimated euro zone euro-11 countries euro-11 currencies euro-11 exchange rate exchange rate fluctuations exchange rate volatility exchange regime Fertilizer Figure fixed exchange rate flexible exchange rate Food GARCH model GARCH specification Guyana Hong Liang impact intra-euro Kazakhstan LOG-LIKELIHOOD FOR VARIOUS macroeconomic nominal exchange rate Non-fuel commodities Papua New Guinea period Peru Guyana Phillips-Perron unit root primary commodity prices real commodity prices relative price stability total exports unit root hypothesis unit root tests univariate UNU/WIDER var_euro var_us volatility of real volatility of world volatility variables world commodity prices world primary commodity