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Commodity prices, exchange rates and their relative volatility

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  • Bui, Nhuong
  • Pippenger, John

Abstract

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Suggested Citation

  • Bui, Nhuong & Pippenger, John, 1990. "Commodity prices, exchange rates and their relative volatility," Journal of International Money and Finance, Elsevier, vol. 9(1), pages 3-20, March.
    • Handle: RePEc:eee:jimfin:v:9:y:1990:i:1:p:3-20
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    Citations

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    Cited by:

    1. Kang, Wilson & Smyth, Russell & Vespignani, Joaquin, 2025. "The Macroeconomic Fragility of Critical Mineral Markets," Working Papers 2025-01, University of Tasmania, Tasmanian School of Business and Economics.
    2. repec:cdl:ucsbec:qt5b17d1dr is not listed on IDEAS
    3. Lucio Sarno & Mark P. Taylor, 2002. "Purchasing Power Parity and the Real Exchange Rate," IMF Staff Papers, Palgrave Macmillan, vol. 49(1), pages 1-5.
    4. Arezki, Rabah & Dumitrescu, Elena & Freytag, Andreas & Quintyn, Marc, 2014. "Commodity prices and exchange rate volatility: Lessons from South Africa's capital account liberalization," Emerging Markets Review, Elsevier, vol. 19(C), pages 96-105.
    5. Dungey, M. H., 1999. "Decomposing exchange rate volatility around the Pacific Rim," Journal of Asian Economics, Elsevier, vol. 10(4), pages 525-535.
    6. Cuddington, John T. & Liang, Hong, "undated". "Will the Emergence of the Euro Affect World Commodity Prices?," WIDER Working Papers 295505, United Nations University, World Institute for Development Economic Research (UNU-WIDER).
    7. Hegerty, Scott W., 2016. "Commodity-price volatility and macroeconomic spillovers: Evidence from nine emerging markets," The North American Journal of Economics and Finance, Elsevier, vol. 35(C), pages 23-37.
    8. repec:cdl:ucsbec:qt2n8899rp is not listed on IDEAS
    9. Afees A. Salisu & Wasiu Adekunle & Zachariah Emmanuel & Wasiu A. Alimi, 2018. "Predicting exchange rate with commodity prices: The role of structural breaks and asymmetries," Working Papers 055, Centre for Econometric and Allied Research, University of Ibadan.
    10. Adusei Jumah, 2001. "The effects of dollar-sterling exchange rate volatility on futures markets for coffee and cocoa," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 28(3), pages 307-328, October.
    11. repec:cdl:ucsbec:qt3tp6j494 is not listed on IDEAS
    12. repec:cdl:ucsbec:qt60z886n7 is not listed on IDEAS
    13. Pippenger, John, 2004. "In search of overshooting and bandwagons in exchange rates," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 14(1), pages 87-98, February.

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