Primary Commodity Prices : Co-movements, Common Factors and Fundamentals

The behavior of commodities is critical for developing and developed countries alike. This paper contributes to the empirical evidence on the co-movement and determinants of commodity prices. Using nonstationary panel methods, the authors document...

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Bibliographic Details
Main Authors: Byrne, Joseph P., Fazio, Giorgio, Fiess, Norbert
Format: Policy Research Working Paper
Language:English
Published: 2012
Subjects:
PC
RSS
WEB
Online Access:http://www-wds.worldbank.org/external/default/main?menuPK=64187510&pagePK=64193027&piPK=64187937&theSitePK=523679&menuPK=64187510&searchMenuPK=64187283&siteName=WDS&entityID=000158349_20110228101354
http://hdl.handle.net/10986/3344

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