Interdependence of the US dollar and Food Price through Copulas
This paper describes the use of mating to study the relationship between the dollar (USD) US and prices for corn, soybeans, wheat and rice. Copulas with different structures and variables conditional dependence on the time dependence of the parameters were used. The empirical results of weekly data...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Ediciones UO
2015-12-01
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| Series: | Anuario Facultad de Ciencias Económicas y Empresariales |
| Subjects: | |
| Online Access: | http://revistas.uo.edu.cu/index.php/aeco/article/view/576 |