Booms and Slumps in World Commodity Prices /

This paper examines the duration and magnitude of commodity-price cycles. It finds that for most commodities, price slumps last longer than price booms. How far prices fall in a slump is found to be slightly larger than how far they rebound in a subsequent boom. There is little evidence of a consist...

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Chi tiết về thư mục
Tác giả chính: McDermott, C.
Tác giả khác: Cashin, Paul, Scott, Alasdair
Định dạng: Tạp chí
Ngôn ngữ:English
Được phát hành: Washington, D.C. : International Monetary Fund, 1999.
Loạt:IMF Working Papers; Working Paper ; No. 1999/155
Truy cập trực tuyến:Full text available on IMF
Miêu tả
Tóm tắt:This paper examines the duration and magnitude of commodity-price cycles. It finds that for most commodities, price slumps last longer than price booms. How far prices fall in a slump is found to be slightly larger than how far they rebound in a subsequent boom. There is little evidence of a consistent 'shape' to commodity-price cycles. For all commodities, the probability of an end to a slump in prices is independent of the time already spent in the slump, and for most commodities, the probability of an end to a boom in prices is independent of the time already spent in the boom.
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Mô tả vật lý:1 online resource (25 pages)
Định dạng:Mode of access: Internet
số ISSN:1018-5941
Truy cập:Electronic access restricted to authorized BRAC University faculty, staff and students