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Price discovery dynamics in European agricultural markets |
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| Authors: | Philipp Adämmer Martin T Bohl |
| Institution: | 1. Department of Mathematics/Statistics, Chair of Applied Stochastics and Risk Management, Helmut Schmidt University, Hamburg, Germany;2. Department of Economics, Chair of Monetary Economics, University of Münster, Münster, Germany |
| Abstract: | |
| Keywords: | common factor weights european agricultural markets price discovery time‐varying VECM |