Amin, Mario Miguel; Monte, Leila Fatima; Correia, … - 2008
,1) showed EGARCH for the number of returns of coffee in Brazil and Ethiopia persistence and the existence of the asymmetry of ….---------------------------------------------The analysis of volatility in the prices received by producers of coffee in the international market has demonstrated the … instability in the income of producers in Brazil, India, Colombia, Mexico and Ethiopia. This instability, arising from the …