메뉴 건너뛰기




Volumn 17, Issue 3, 1997, Pages 279-301

An evaluation of price linkages between futures and cash markets for cheddar cheese

Author keywords

[No Author keywords available]

Indexed keywords


EID: 8744311640     PISSN: 02707314     EISSN: None     Source Type: Journal    
DOI: 10.1002/(SICI)1096-9934(199705)17:3<279::AID-FUT2>3.0.CO;2-F     Document Type: Article
Times cited : (38)

References (19)
  • 1
    • 84978547014 scopus 로고
    • Cointegration: Some Results on U.S. Cattle Prices
    • Bessler, D., and Covey, T. (1991): "Cointegration: Some Results on U.S. Cattle Prices," The Journal of Futures Markets, 11:461-474.
    • (1991) The Journal of Futures Markets , vol.11 , pp. 461-474
    • Bessler, D.1    Covey, T.2
  • 3
    • 8744227275 scopus 로고
    • Interrelationships between Spot and Futures Markets: Some Implications of Rational Expectations
    • Dewbre, J. H. (1981): "Interrelationships Between Spot and Futures Markets: Some Implications of Rational Expectations," American Journal of Agricultural Economics, 926-933.
    • (1981) American Journal of Agricultural Economics , pp. 926-933
    • Dewbre, J.H.1
  • 4
    • 0000013567 scopus 로고
    • Co-Integration and Error Correction: Representation, Estimation, and Testing
    • Engle, R. F., and Granger, C. W. J. (1987): "Co-Integration and Error Correction: Representation, Estimation, and Testing," Econometrica, 55:251-276.
    • (1987) Econometrica , vol.55 , pp. 251-276
    • Engle, R.F.1    Granger, C.W.J.2
  • 5
    • 84978558115 scopus 로고
    • An Examination of Cointegration between Futures and Local Grain Markets
    • Fortenbery, T. R., and Zapata, H. O. (1993): "An Examination of Cointegration Between Futures and Local Grain Markets," The Journal of Futures Markets, 13:921-932.
    • (1993) The Journal of Futures Markets , vol.13 , pp. 921-932
    • Fortenbery, T.R.1    Zapata, H.O.2
  • 6
    • 43749105801 scopus 로고
    • Commodity Prices and Money: Lessons from International Finance
    • Frankel, J. A. (1984): "Commodity Prices and Money: Lessons from International Finance," American Journal of Agricultural Economics, 66:560-566.
    • (1984) American Journal of Agricultural Economics , vol.66 , pp. 560-566
    • Frankel, J.A.1
  • 7
    • 84954648682 scopus 로고
    • Expectations and Commodity Price Dynamics: The Overshooting Model
    • Frankel, J. A. (1986): "Expectations and Commodity Price Dynamics: The Overshooting Model," American Journal of Agricultural Economics, 68:344-348.
    • (1986) American Journal of Agricultural Economics , vol.68 , pp. 344-348
    • Frankel, J.A.1
  • 8
    • 0000313261 scopus 로고
    • Price Movements and Price Discovery in Futures and Cash Markets
    • Garbade, K. D., and Silber, W. L. (1983): "Price Movements and Price Discovery in Futures and Cash Markets," Review of Economics and Statistics, 65:289-297.
    • (1983) Review of Economics and Statistics , vol.65 , pp. 289-297
    • Garbade, K.D.1    Silber, W.L.2
  • 10
    • 84981566273 scopus 로고
    • Developments in the Study of Cointegrated Economic Variables
    • Granger, C. W. J. (1986): "Developments in the Study of Cointegrated Economic Variables," Oxford Bulletin of Economics and Statistics, 48:213-228.
    • (1986) Oxford Bulletin of Economics and Statistics , vol.48 , pp. 213-228
    • Granger, C.W.J.1
  • 13
  • 14
    • 84981579311 scopus 로고
    • Maximum Likelihood Estimation and Inference on Cointegration - With Applications to the Demand for Money
    • Johansen, S., and Juselius, K. (1990): "Maximum Likelihood Estimation and Inference on Cointegration - With Applications to the Demand for Money," Oxford Bulletin of Economics and Statistics, 52:169-211.
    • (1990) Oxford Bulletin of Economics and Statistics , vol.52 , pp. 169-211
    • Johansen, S.1    Juselius, K.2
  • 16
    • 84978552469 scopus 로고
    • Dominant-Satellite Relationships between Live Cattle Cash and Futures Markets
    • Koontz, S. R., Garcia, P., and Hudson, M. A. (1990): "Dominant-Satellite Relationships Between Live Cattle Cash and Futures Markets," The Journal of Futures Markets, 10:123-136.
    • (1990) The Journal of Futures Markets , vol.10 , pp. 123-136
    • Koontz, S.R.1    Garcia, P.2    Hudson, M.A.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.