Keywords: Integration
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Journal Articles
Journal of Risk Finance (2022) 23 (4): 368–384.
Published: 03 May 2022
... The results show an increase in wheat futures prices at all maturities and a weak integration level within each wheat market during the subprime crisis. Moreover, the wavelet power spectra maps show high wheat and equity price volatility at different time scales and for various subperiods. Furthermore...

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