The Myth of Comoving Commodity Prices /

There is a common perception that the prices of unrelated commodities move together. This paper re-examines this notion, using a measure of comovement of economic time series called concordance. Concordance measures the proportion of time that the prices of two commodities are concurrently in the sa...

Täydet tiedot

Bibliografiset tiedot
Päätekijä: McDermott, C.
Muut tekijät: Cashin, Paul, Scott, Alasdair
Aineistotyyppi: Aikakauslehti
Kieli:English
Julkaistu: Washington, D.C. : International Monetary Fund, 1999.
Sarja:IMF Working Papers; Working Paper ; No. 1999/169
Linkit:Full text available on IMF

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