US dollar exchange rate and food price dependence: Implications for portfolio risk management

Juan C. Reboredo; Mikel Ugando

doi:10.1016/j.najef.2014.08.005

US dollar exchange rate and food price dependence: Implications for portfolio risk management

Juan C. Reboredo^*, Mikel Ugando

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

25 Scopus citations

Original language	English
Pages (from-to)	72-89
Number of pages	18
Journal	North American Journal of Economics and Finance
Volume	30
DOIs	https://doi.org/10.1016/j.najef.2014.08.005
State	Published - 10 Sep 2014
Externally published	Yes

Bibliographical note

Publisher Copyright:
© 2014 Elsevier Inc.

Funding

We gratefully thank two anonymous referees for helpful comments that have improved the quality of the paper. Financial support provided by the Xunta de Galicia and FEDER under research grant GPC2013-045 is gratefully acknowledged.

Funders	Funder number
European Regional Development Fund	GPC2013-045
Xunta de Galicia

Keywords

Co-movement
Food prices
Risk
US dollar exchange rate

UN SDGs

This output contributes to the following UN Sustainable Development Goals (SDGs)

Access to Document

10.1016/j.najef.2014.08.005

Cite this

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author = "Reboredo, {Juan C.} and Mikel Ugando",

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AU - Reboredo, Juan C.

AU - Ugando, Mikel

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DO - 10.1016/j.najef.2014.08.005

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JO - North American Journal of Economics and Finance

JF - North American Journal of Economics and Finance

ER -

US dollar exchange rate and food price dependence: Implications for portfolio risk management

Bibliographical note

Funding

Keywords

UN SDGs

Access to Document

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Cite this