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The excess comovement of commodity prices revisited

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  • Leybourne, S. Y.
  • Lloyd, T. A.
  • Reed, G. V.
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    File URL: http://www.sciencedirect.com/science/article/B6VC6-45D16DP-F/2/ea49355562336c4ad71dcb2c72735c97
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    Bibliographic Info

    Article provided by Elsevier in its journal World Development.

    Volume (Year): 22 (1994)
    Issue (Month): 11 (November)
    Pages: 1747-1758

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    Handle: RePEc:eee:wdevel:v:22:y:1994:i:11:p:1747-1758

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    Web page: http://www.elsevier.com/locate/worlddev

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    Cited by:
    1. repec:ipg:wpaper:19 is not listed on IDEAS
    2. Yannick Le Pen & Benoît Sévi, 2013. "Futures Trading and the Excess Comovement of Commodity Prices," AMSE Working Papers 1301, Aix-Marseille School of Economics, Marseille, France, revised Jan 2013.
    3. Baffes, John & Gohou, Gaston, 2005. "The co-movement between cotton and polyester prices," Policy Research Working Paper Series 3534, The World Bank.
    4. Ghoshray, Atanu, 2011. "A reexamination of trends in primary commodity prices," Journal of Development Economics, Elsevier, vol. 95(2), pages 242-251, July.
    5. Massol, O. & Banal-Estanol, A., 2012. "Export diversification and resource-based industrialization: the case of natural gas," Working Papers 12/01, Department of Economics, City University London.
    6. Le Pen, Yannick & Sévi, Benoît, 2010. "Revisiting the excess co-movements of commodity prices in a data-rich environment," Economics Papers from University Paris Dauphine 123456789/6800, Paris Dauphine University.

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