Wang, Yu-Shan; Lin, Chung-Gee; Shih, Shih-Chieh - In: China Agricultural Economic Review 3 (2011) 3, pp. 369-382
Purpose – The purpose of this paper is to investigate the long-term and short-term asymmetric effects of the price transmission relationships between agricultural futures and the agriculture index in China. Design/methodology/approach – The paper adopts a threshold autoregressive (TAR) model...