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Publikováno v:
Agricultural Finance Review. 82:690-713
PurposeLiquidity is an important aspect of market efficiency. The purpose of this paper is threefold: first, this paper aims to discuss indicators that provide information about liquidity in agricultural land markets. Second, this paper aims to refle
Publikováno v:
Applied Economics Letters
Applied Economics Letters (2022)
Applied Economics Letters (2022)
Privatization auctions are seen as culprit for rising prices in eastern Germany. This study aims to analyse whether privatization auctions could have earned even higher revenues by setting optimal reserve prices. For this purpose, a structural estima
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6d08d05fb5822dbd0decec9a7624e51f
https://research.wur.nl/en/publications/optimal-reserve-prices-for-land-auctions-in-eastern-germany
https://research.wur.nl/en/publications/optimal-reserve-prices-for-land-auctions-in-eastern-germany
Publikováno v:
Applied Economics Letters. 27:150-155
The purpose of this paper is to analyse the interdependence of price durations among agricultural futures contracts with different maturities. We apply an extended autoregressive conditional durati...