Commodity prices, exchange rates and their relative volatility-Reference-Cited by-同舟云学术

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Commodity prices, exchange rates and their relative volatility

Published:1990-03 Issue:1 Volume:9 Page:3-20
ISSN:0261-5606
Container-title:Journal of International Money and Finance
language:en
Short-container-title:Journal of International Money and Finance

Author:

Bui Nhuong,Pippenger John

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference26 articles.

1. Optimal Control and System Theory in Dynamic Economic Analysis;Masanao,1976

2. Intervention, Exchange-Rate Volatility, and the Stable Paretian Distribution;Bagshaw;Federal Reserve Bank of Cleveland Working Paper 8608,1986

3. Is Exchange Rate Volatility “Excessive”?;Bergstrand;New England Economic Review,1983

4. Asset Markets and Relative Prices in Exchange Rate Determination;Branson;Socialwissenschaftliche Annalen,1977

5. Exchange Rate Oscillations and Catastrophe Theory;De Grauwe,1983

Cited by 8 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Commodity-price volatility and macroeconomic spillovers: Evidence from nine emerging markets;The North American Journal of Economics and Finance;2016-01

2. Oil-Price Volatility and Macroeconomic Spillovers in Central and Eastern Europe: Evidence from a Multivariate GARCH Model;Zagreb International Review of Economics and Business;2015-11-01

3. Commodity prices and exchange rate volatility: Lessons from South Africa's capital account liberalization;Emerging Markets Review;2014-06

4. In search of overshooting and bandwagons in exchange rates;Journal of International Financial Markets, Institutions and Money;2004-02

5. The effects of dollar/sterling exchange rate volatility on futures markets for coffee and cocoa;European Review of Agriculture Economics;2001-10-01

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