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

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:
Mussa The Theory of Exchange Rate Determination
Groen and Pesenti w15743 Commodity prices, commodity currencies, and global economic developments
Chinn and Coibion w15830 The Predictive Content of Commodity Futures
Chen, Rogoff, and Rossi w13901 Can Exchange Rates Forecast Commodity Prices?
Frankel w12713 The Effect of Monetary Policy on Real Commodity Prices
 
Publications
Activities
Meetings
NBER Videos
Themes
Data
People
About

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

Contact Us