Price transmission and volatility spillovers in Asian rice markets : evidence from MGARCH and panel GARCH models
Jim Lee and Harold Glenn A. Valera
Year of publication: |
2016
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Authors: | Lee, Jim ; Valera, Harold Glenn A. |
Published in: |
The International trade journal. - London : Taylor & Francis, ISSN 0885-3908, ZDB-ID 901003-8. - Vol. 30.2016, 1/5, p. 14-32
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Subject: | Food policy | GARCH | price transmission | rice market | volatility spillover | Volatilität | Volatility | ARCH-Modell | ARCH model | Spillover-Effekt | Spillover effect | Reismarkt | Rice market | Preiskonvergenz | Price convergence | Asien | Asia | Schätzung | Estimation | Preis | Price | Reisanbau | Rice production |
Saved in:
Online Resource