Alom, Fardous; Ward, Bert D; Hu, Baiding - In: Economics Bulletin 31 (2011) 2, pp. 1439-1450
This study assesses the mean and volatility spillover effects of changes in food prices among a number of Asia and … that while there is weak evidence of own and cross country mean return spillover effects among the selected food markets … with strong evidence of mean spillover effects from the USA food price returns to all other markets, but with respect to …