tendencia y volatilidad del precio del cobre

ANDRÉS ULLOA
325
REFERENCIAS
ADELMAN M. (1990), “Mineral depletion with special reference to
petroleum”. Review of Economics and Statistics ,72, 1-10.
AHRENS A. y SHARMA V. (1997), “Trends in natural resource commodity
prices: deterministic or stochastic?”. JEEM ,33, 59-74.
AGBEYEGBE T. (1989), “Interest Rates and metal price movements:
Further evidence” . JEEM, 16, 184-192.
ANTONNIO A. y HOLMES P. (1995), “Future trading, information and spot
price volatility: Evidence for the FTSE-100 stock index future contract
using GARCH.”, Journal of Banking and Finance, 19, 117-129.
BARKOULAS J., LABYS W. y ONOCHIE J. (1997), “Fractional dynamic
in international commodity prices”, Journal of Futures Markets, 17,
161-189.
BARNETT H. y MORSE C. (1963), Scarcity and Growth: the Economics
of Natural Resources Availability, Johns Hopkins Univ. Press,
Baltimore.
BIERENS, H.J. (1997), “Testing the unit root hypothesis against non-linear
trend stationarity, with an application to the price level and interest
rate in the U.S”, Journal of Econometrics, 81, 29-64.
BLACKES F. y SCHOLES M. (1973), “The pricing of options and corporate
liabilities”. JPE, 81, pp. 637-54.
BOLLEN N. (1998), “A note on the impact of option on stock return
volatility”, Journal of Banking and Finance, 22, 1181-1191.
BORENSZTEIN E. y REINHART C. (1994), “The Macroeconomic determinants
of commodity prices”, IMF Staff papers, 41,2 june, 2236-61.
BUI, N. y PIPPENGER J. (1990), “Commodity prices, exchange rates and
their relative volatility”, Journal of International Money and Finance,
9, 3-20.
CHAVAS,J. P., y HOLT M. T. (1991),. “On Nonlinear Dynamics: the case
of the pork cycle,” Journal of the American Agricultural Economic
Association, 73, 820-828.
CHOI H. y SUBRAHMANYAM A. (1994), ”Using intraday data to test for
effects of index futures on the underlying markets”, Journal of Futures
Markets, 14, 293-322.
CONRAD J. (1989), “The price effect of option introduction”. Journal of
Finance, 44, 487-498.