The food and agricultural value chains have experienced constant changes throughout the last decades having important organizational and economic implications that have shaped global markets. Among these changes, a rapid globalization and the increasingly openness of international trade have...

This study investigates volatility spillovers between two stock markets, Turkish and Brazilian, located in different regions of the world. Using a misspecification robust causality-in-variance test, we found strong evidence supporting volatility spillovers from Istanbul Stock Exchange (ISE) to...