The Impact of Federal Reserve Monetary Policy on Commodity Prices: Evidence from the U.S. Dollar Index and International Grain Futures and Spot Markets
There is a strong connection between the Federal Reserve’s monetary policy and the trend of international food prices. Employing the average information share model, EGARCH(Exponential Generalized Autoregressive Conditional Heteroskedasticity), and DCC-MGARCH(Dynamic Conditional Correlation-Multivar...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2025-04-01
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| Series: | Agriculture |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2077-0472/15/9/923 |
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