Ernst‐Oliver von Ledebur

Johann Heinrich von Thünen Institute (vTI)

Bundesallee 50

Braunschweig 38116

Germany

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Scholarly Papers (1)

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Dynamics between North American and European Agricultural Futures Prices During Turmoil and Financialization

Bulletin of Economic Research, Vol. 69, Issue 1, pp. 57-76, 2017
Number of pages: 20 Posted: 10 Jan 2017
Philipp Adämmer, Martin T. Bohl and Ernst‐Oliver von Ledebur
Helmut Schmidt University Hamburg - Department of Mathematics and Statistics, University of Muenster and Johann Heinrich von Thünen Institute (vTI)
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Abstract:

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price transmission, volatility spillovers, VECM, VAR, GARCH, dynamic conditional correlations