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The present paper analyses sectoral impacts of the CEE integration with EU. Adopting a partial equilibrium model we explicitly model the agricultural sector in CEE. The underlying partial equilibrium model is based on the duality theory. The model captures all key CAP instruments, such as price...
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change was observed both in the correlation and volatility levels for specific market segments, as well as in the market … estimated correlation levels during the post-crisis period. Such findings are consistent with the hypothesis that intermarket …
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