Evaluating commodity market efficiency: Are cointegration tests appropriate?

Journal of Agricultural Economics

Volumn 53, Issue 3, 2002, Pages 513-529

  Kellard, Neil ^a  

^a UNIVERSITY OF ESSEX   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

COINTEGRATION ANALYSIS; COMMODITY MARKET; EFFICIENCY MEASUREMENT; INTEREST RATE; WHEAT;

UNITED KINGDOM;

TRITICUM AESTIVUM;

EID: 0036859654     PISSN: 0021857X     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1477-9552.2002.tb00035.x     Document Type: Article

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