Measuring the volatility spill-over effects between Chicago Board of Trade and the South African maize market /Gert J. van Wyk.
It is widely believed among South African agricultural market participants that the United States' corn price, as represented by the Chicago Board of Trade-listed corn contract, is causal to the price of white and yellow maize traded on the South African Futures Exchange. Although a strong corr...
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| Language: | en |
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North-West University
2014
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| Online Access: | http://hdl.handle.net/10394/9864 |