Does fear (VIX Index) incite volatility in food prices?
Gökhan Çınar, Ayse Uzmay
Year of publication: |
April 2017
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Authors: | Çınar, Gökhan ; Uzmay, Ayse |
Published in: |
International journal of food and agricultural economics : IJFAEC. - Alanya/Antalya-Türkiye : Alanya Alaaddin Keykubat University, Faculty of Economics and Administrative Sciences, Department of Economics, ISSN 2149-3766, ZDB-ID 2728180-2. - Vol. 5.2017, 2, p. 69-78
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Subject: | food prices | fear (VIX) index | BEKK GARCH model | Volatilität | Volatility | Lebensmittelpreis | Food price | ARCH-Modell | ARCH model | Aktienindex | Stock index | Index | Index number | Schätzung | Estimation | Index-Futures | Index futures |
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