Managing Default Risk for Commodity Dependent Countries: Price Hedging in an Optimizing Model
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- Armah, Stephen E., 2008. "Establishing the Presence of a Risk Premium in the Cocoa Futures Market: An Econometric Analysis," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida 6778, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
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More about this item
KeywordsSovereign Default; Hedging; Macroeconomic Volatility;
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- F34 - International Economics - - International Finance - - - International Lending and Debt Problems
- H63 - Public Economics - - National Budget, Deficit, and Debt - - - Debt; Debt Management; Sovereign Debt
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2006-03-18 (All new papers)
- NEP-FMK-2006-03-18 (Financial Markets)
- NEP-MAC-2006-03-18 (Macroeconomics)
- NEP-PBE-2006-03-18 (Public Economics)
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