haku: @author Arguea, N. / yhteensä: 1
viite: 1 / 1
« edellinen | seuraava »
| Tekijä: | Arguea, N. Harper, R. |
| Otsikko: | Linkages in U.S. and world sugar futures contracts |
| Lehti: | Managerial Finance
1994 : VOL. 20:4, p. 25-37 |
| Asiasana: | USA FUTURE SUGAR INDUSTRY CONTRACTS |
| Kieli: | eng |
| Tiivistelmä: | In this paper the authors examine the relationship over time of the No.11 (World) and No.14 (US) sugar futures contracts, traded on the New York Coffee , Sugar and Cocoa Exchange. Using daily price data for a 14 year period, the authors examine statistical linkages between domestic and world futures contracts. The results suggest that the US and world markets exhibit strong linkages during periods when US imports are under tariff (1977-1982), but the US market is effectively insulated from world price change by the operation of the quota program (1982-1990). |
« edellinen | seuraava »
SCIMA