Can Exchange Rates Forecast Commodity Prices?
收藏NBER2008-03-01 更新2025-01-04 收录
下载链接:
https://www.nber.org/papers/w13901
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资源简介:
We show that "commodity currency" exchange rates have remarkably robust power in predicting global commodity prices, both in-sample and out-of-sample, and against a variety of alternative benchmarks. This result is of particular interest to policymakers, given the lack of deep forward markets in
提供机构:
美国国家经济研究局
创建时间:
2008-03-01



