Implication of Cotton Price Behavior on Market Integration
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References listed on IDEAS
- MacKinnon, James G & Haug, Alfred A & Michelis, Leo, 1999.
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- Elumalai, K. & Rangasamy, N. & Sharma, R.K., 2009. "Price Discovery in Indiaâ€™s Agricultural Commodity Futures Markets," Indian Journal of Agricultural Economics, Indian Society of Agricultural Economics, vol. 64(3).
More about this item
Keywordscotton futures prices; cointegration; granger causality test; AR-GARCH.; Agricultural Finance;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2008-12-14 (All new papers)
- NEP-CNA-2008-12-14 (China)
- NEP-TRA-2008-12-14 (Transition Economics)
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