Sino-U.S. Price Transmission in Agricultural Commodities: How Important are Exchange Rate Movements?
Commodity price transmissions between China and the U.S. are examined. The results indicate that variations in Chinese cotton and soybean prices are transmitted to U.S. cotton and soybean prices while variations in Chinese wheat and rice prices do not get transmitted to U.S. wheat and rice prices. The effects of volatilities in oil prices and in the exchange rate on the price transmission are also assessed.
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- Bussiére, Matthieu & Peltonen, Tuomas, 2008.
"Exchange rate pass-through in the global economy : the role of emerging market economies,"
BOFIT Discussion Papers
25/2008, Bank of Finland, Institute for Economies in Transition.
- Matthieu Bussière & Simona Delle Chiaie & Tuomas A Peltonen, 2014. "Exchange Rate Pass-Through in the Global Economy: The Role of Emerging Market Economies," IMF Economic Review, Palgrave Macmillan, vol. 62(1), pages 146-178, April.
- Bussière, Matthieu & Peltonen, Tuomas A., 2008. "Exchange rate pass-through in the global economy: the role of emerging market economies," Working Paper Series 0951, European Central Bank.
- Bussière, M. & Delle Chiaie, S. & Peltonen, T. A., 2013. "Exchange Rate Pass-Through in the Global Economy," Working papers 424, Banque de France.
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