NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

The Relationship between Commodity Prices and Currency Exchange Rates: Evidence from the Futures Markets

Kalok Chan, Yiuman Tse, Michael Williams

Chapter in NBER book Commodity Prices and Markets, East Asia Seminar on Economics, Volume 20 (2011), Takatoshi Ito and Andrew K. Rose, editors (p. 47 - 71)
Conference held June 26-27, 2009
Published in February 2011 by University of Chicago Press
© 2011 by the National Bureau of Economic Research
in NBER Book Series East Asia Seminar on Economics

download in pdf format
   (232 K)

email paper

This paper is available as PDF (232 K) or via email.

This paper was revised on December 11, 2012

Machine-readable bibliographic record - MARC, RIS, BibTeX

Commentary on this chapter:
  Comment, Tokuo Iwaisako
  Comment, Doo Yong Yang
Users who downloaded this chapter also downloaded these:
Iwaisako Comment on "The Relationship between Commodity Prices and Currency Exchange Rates: Evidence from the Futures Markets"
Yang Comment on "The Relationship between Commodity Prices and Currency Exchange Rates: Evidence from the Futures Markets"
Chen, Rogoff, and Rossi w13901 Can Exchange Rates Forecast Commodity Prices?
Groen and Pesenti Commodity Prices, Commodity Currencies, and Global Economic Developments
Edwards Commodity Export Prices and the Real Exchange Rate in Developing Countries: Coffee in Colombia
 
Publications
Activities
Meetings
NBER Videos
Data
People
About

Support
National Bureau of Economic Research, 1050 Massachusetts Ave., Cambridge, MA 02138; 617-868-3900; email: info@nber.org

Contact Us