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Dynamic welfare analysis and commodity futures markets overshooting

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  • Rausser, Gordon C.
  • Walraven, Nicholas

Abstract

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Suggested Citation

  • Rausser, Gordon C. & Walraven, Nicholas, 1988. "Dynamic welfare analysis and commodity futures markets overshooting," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt7xc0k7s1, Department of Agricultural & Resource Economics, UC Berkeley.
  • Handle: RePEc:cdl:agrebk:qt7xc0k7s1
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    File URL: http://www.escholarship.org/uc/item/7xc0k7s1.pdf;origin=repeccitec
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    References listed on IDEAS

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    1. Dornbusch, Rudiger, 1976. "Expectations and Exchange Rate Dynamics," Journal of Political Economy, University of Chicago Press, vol. 84(6), pages 1161-1176, December.
    2. Stein, Jerome L, 1981. "Speculative Price: Economic Welfare and the Idiot of Chance," The Review of Economics and Statistics, MIT Press, vol. 63(2), pages 223-232, May.
    3. Sims, Christopher A, 1980. "Macroeconomics and Reality," Econometrica, Econometric Society, vol. 48(1), pages 1-48, January.
    4. Fama, Eugene F, 1970. "Efficient Capital Markets: A Review of Theory and Empirical Work," Journal of Finance, American Finance Association, vol. 25(2), pages 383-417, May.
    5. Rausser, Gordon C & Carter, Colin, 1983. "Futures Market Efficiency in the Soybean Complex," The Review of Economics and Statistics, MIT Press, vol. 65(3), pages 469-478, August.
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    Cited by:

    1. Jumah, Adusei & Kunst, Robert M., 1999. "The Effects of Dollar/Sterling Exchange Rate Volatility on Futures Markets for Coffee and Cocoa," Economics Series 73, Institute for Advanced Studies.

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