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Stock, Energy and Currency Effects on the Asymmetric Wheat Market

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  • Nikolaos Sariannidis

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    File URL: http://hdl.handle.net/10.1007/s11294-011-9298-z
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    Bibliographic Info

    Article provided by Springer in its journal International Advances in Economic Research.

    Volume (Year): 17 (2011)
    Issue (Month): 2 (May)
    Pages: 181-192

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    Handle: RePEc:kap:iaecre:v:17:y:2011:i:2:p:181-192

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    Web page: http://www.springerlink.com/link.asp?id=112112

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    Keywords: GJR-GARCH model; Wheat futures; Crude oil; Ethanol; Exchange rates; F39; G10; G15;

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