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1. Price relationship among domestic and imported beef products in South Korea. (2021). Ho, Jun ; Moon, Hanpil.
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2. Monetary policy shocks and delayed overshooting in farm prices and exchange rates. (2021). Kim, Soyoung.
   In: International Review of Economics & Finance.
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3. The Empirical Merit of Structural Explanations of Commodity Price Volatility: Review and Perspectives. (2019). Legrand, Nicolas.
   In: Post-Print.
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4. The Impact of Monetary Policy Shock on the Price of Storable Goods: A Case Study of Food. (2018). Jalali, Omolbanin ; Ghasemabadi, Mohammad Rahmi ; Jahantigh, Forough.
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5. Commodity Price Fluctuations and Unemployment in a Dependent Economy. (2017). GOSWAMI, BHASKAR ; Nag, Ranjanendra Narayan ; Sengupta, Jonaki.
   In: Contemporary Economics.
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6. Global commodity prices, economic activity and monetary policy: The relevance of China. (2014). Hsu, Shih-Hsun ; Lin, Tsoyu Calvin ; Klotz, Philipp .
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7. The development of financial markets and financial theory: 50 years of interaction. (2013). Balling, Morten ; Gnan, Ernest.
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8. Terms of trade, capital accumulation and the macro-economy in a developing country: a theoretical analysis. (2013). GOSWAMI, BHASKAR ; Nag, Ranjanendra Narayan ; Sengupta, Jonaki.
   In: Studies in Agricultural Economics.
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9. Mean-variance cointegration and the expectations hypothesis. (2011). Weber, Enzo ; Strohsal, Till.
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10. Monetary Policy and Food Prices in India. (2011). Khundrakpam, Jeevan ; Das, Dipika.
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11. Relationships among Prices across Alternative Marketing Arrangements for Fed Cattle and Hogs. (2010). Ward, Clement ; Brorsen, B ; Lee, Yoonsuk ; Ward, Clement. E, .
    In: 2010 Annual Meeting, February 6-9, 2010, Orlando, Florida.
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12. Constructing structural VAR models with conditional independence graphs. (2009). Oxley, Les ; Reale, Marco ; Wilson, Granville Tunnicliffe.
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13. Constructing Structural VAR Models with Conditional Independence Graphs. (2008). Oxley, Les ; Reale, Marco ; Wilson, Granville Tunnicliffe.
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14. The effects of E. coli 0157:H7, FMD and BSE on Japanese retail beef prices: A historical decomposition. (2007). Saghaian, Sayed ; Reed, Michael ; Maynard, Leigh.
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15. Ethiopia : Explaining Food Price Inflation. (2007). Klugman, Jeni.
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16. The term structure of commercial paper rates. (2007). Oliner, Stephen ; Downing, Chris .
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17. Consumer Reaction to Beef Safety Scares. (2007). Saghaian, Sayed ; Reed, Michael.
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18. Monetary policy and rejections of the expectations hypothesis. (2006). Ravenna, Federico ; Seppala, Juha .
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19. The information content of the term structure of interest rates. (2006). Inder, Brett ; Kalev, Petko S..
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20. Monetary policy and rejections of the expectations hypothesis. (2006). Seppala, Juha ; Ravenna, Federico.
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21. Dynamic Economic Relationships Among U.S. Soy Product Markets: Using a Cointegrated Vector Autoregression Approach with Directed Acyclic Graphs. (2005). Bessler, David ; Babula, Ronald A. ; Rogowsky, Robert A..
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22. Impact of Macroeconomic Policies on Agricultural Prices. (2005). Awokuse, Titus.
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23. The term structure of commercial paper rates. (2004). Oliner, Stephen ; Downing, Chris .
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24. Modeling U.S. Soy-Based Markets with Directed Acyclic Graphs and Time Series Econometrics: Evaluating the U.S. Market Impacts of High Soy Meal Prices. (2004). Somwaru, Agapi ; Bessler, David ; Babula, Ronald A. ; Reeder, John.
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25. Dynamic Relationships Among U.S. Wheat-Related Markets: Applying Directed Acyclic Graphs to a Time Series Model. (2004). Bessler, David ; Payne, Warren S. ; Babula, Ronald A..
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26. Modeling U.S. Soy-Based Markets with Directed Acyclic Graphs and Bernanke Structural VAR Methods: The Impacts of High Soy Meal and Soybean Prices. (2004). Somwaru, Agapi ; Bessler, David ; Babula, Ronald A. ; Reeder, John.
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27. Risk premia in the term structure of interest rates: a panel data approach. (2003). Wolff, Christian ; Bams, Dennis ; Wolff, Christian C. P., .
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28. Dynamic Relationships Among Selected U.S. Commodity-Based, Value Added Markets: Applying Directed Acyclic Graphs to a Time Series Model. (2003). Bessler, David ; Payne, Warren S. ; Babula, Ronald A..
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29. The expectation hypothesis in emerging financial markets: the case of Malaysia. (2002). Low, Soo-Wah ; Ghazali, Noor A..
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30. The term structure of real interest rates: Theory and evidence form UK index-linked bonds. (2000). Seppala, Juha .
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31. Inflation Targets and the Yield Curve: New Zealand and Australia versus the US.. (2000). Siklos, Pierre.
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32. The Expectations Hypothesis of the Term Structure - The Case of Ireland. (2000). Bredin, Don ; Cuthbertson, Keith.
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33. The Term Structure of Real Interest Rates: Theory and Evidence from the U.K. Index-Linked Bonds. (2000). Seppala, Juha.
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34. Risk Premia In The Term Structure Of Interest Rates: A Panel Data Approach. (2000). Wolff, Christian ; Bams, Dennis.
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35. The Expectations Hypothesis of the Term Structure: The Case of Ireland. (2000). Bredin, Don ; Cuthbertson, Keith.
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36. The term structure of real interest rates : Theory and evidence form UK index-linked bonds. (2000). Seppala, Juha .
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37. The Term Structure of Taiwan Money Market Rates And Rational Expectation. (1998). Shen, Chung-Hua.
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38. Cointegration and German bond yields. (1998). .
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39. Interest Rate Targeting and the Dynamics of Short-Term Rates. (1997). Klapper, Leora ; Bertola, Giuseppe ; Balduzzi, Pierluigi ; Foresi, Silverio .
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40. Détermination de la structure des taux dintérêt : Une analyse empirique. (1997). Mayeyenda, Abel.
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41. Explaining the term structure of interest rates: A panel data approach. (1996). Murphy, Robert ; Mayfield, Scott E..
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42. The Expectations Hypothesis of the Term Structure: The UK Interbank Market.. (1996). Cuthbertson, Keith.
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43. Expectations and Interest Rates on Mortgage Loans.. (1995). Nautz, Dieter ; Mitusch, Kay.
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44. Financial liberalisation and interest rate risk management in Sub-Saharan Africa. (1995). Naude, Willem .
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45. Some Lessons from the Yield Curve. (1995). Campbell, John.
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46. The expectations theory of interest rates: Cointegration and factor decomposition. (1995). Wohar, Mark ; Choi, Seungmook.
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47. Some Lessons from the Yield Curve. (1995). Campbell, John.
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48. Cointegration and the US term structure. (1994). Tanggaard, Carsten ; Engsted, Tom.
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49. Expectations and the term structure of interest rates. (1993). , Anonymous.
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50. GARCH‐M Estimates of Variable Risk Premia for 180‐day Australian Bank Bills*. (1993). la Ridley, Tim ; Kendall, Jon D ; McDonald, David A.
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51. Do Stationary Risk Premia Explain It All? Evidence from the Term Struct. (1990). Lewis, Karen ; Evans, Martin.
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52. The October 1979 Change in the Monetary Regime: Its Impact on the Forecastability of Interest Rates. (1986). Plourde, Andre ; Pesando, James.
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