Cross country mean and volatility spillover effects of food prices: Evidence for Asia and Pacific
This paper examines cross country mean and volatility spillover effects of food prices across selected Asian and Pacific countries namely Australia, New Zealand, South Korea, Singapore, Hong Kong, Taiwan, India and Thailand. The principal method of analysis is a set of component GARCH-type models of...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
World Business Institute
2010
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| Subjects: | |
| Online Access: | http://irep.iium.edu.my/34728/1/Cross_country_mean_and_volatility_spillover_effects.pdf |