Cross country mean and volatility spillover effects of food prices: A multivariate TGARCH analysis
This study assesses the mean and volatility spillover effects of changes in food prices among a number of Asia and Pacific countries - Australia, New Zealand, Korea, Singapore, Hong Kong, Taiwan, India and Thailand - including the USA as a special case using daily observations for 1995 to 2010. Em...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Economics Bulletin
2011
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| Subjects: | |
| Online Access: | http://irep.iium.edu.my/34737/1/EB-11-V31-I2-P135.pdf |