Testing the rationality of futures prices for selected LDC agricultural exports

Document Type

Article

Publication Title

Journal of futures markets

Abstract

Examines the rationality of futures prices for agricultural exports from less developed countries to the United States. Use of OLS point estimates in the study; Correction of standard errors through estimation of a modified covariance matrix; Variety of coffee and cocoa traded.

Publication Date

1-4-1986

Publisher

Wiley

Volume

Vol.6

Issue

Iss.4

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