Market interdependence and volatility transmission among major crops:
Year of publication: |
2014
|
---|---|
Authors: | Gardebroek, Cornelis ; Hernandez, Manuel A. ; Robles, Miguel |
Institutions: | International Food Policy Research Institute (IFPRI) |
Subject: | Prices | volatility | agricultural products | Commodities | Markets | volatility transmission | agricultural commodities | Multivariate Generalized Autoregressive Conditional Heteroskedasticity (MGARCH) |
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