Abstract
Based on a sample of 61 LDC primary commodity markets an attempt is made to explain inter-market variations in price, quantity and earnings instability. A model similar to that used to explain aggregate export earning instability is tested. Empirical results point to internal fluctuations as a major determinant of export market instability.
Full Text 
Sign-in/Register to access full text options
Sign-in/Register to access full text options 
Published version (
Free)
Free) 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a call
