Commodity price perdictability: commodity currencies or global risk factor

In this paper, I argue that global factors also have a role in forecasting commodity prices. That is, both global factors and the exchange rates of small commodity exporters have predictive power over global commodity prices. I show that part of the information embedded in these countries' exch...

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Detalles Bibliográficos
Autor principal: Kiguel, Andrea
Otros Autores: Universidad Torcuato Di Tella
Formato: Tesis de maestría acceptedVersion
Lenguaje:Inglés
Publicado: Universidad Torcuato Di Tella 2017
Materias:
Acceso en línea:http://repositorio.utdt.edu/handle/utdt/2009
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