Cross country mean and volatility spillover effects of food prices: A multivariate TGARCH analysis

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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...

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Bibliographic Details
Main Authors:	Alom, Fardous, Bert, Ward, Baiding, Hu
Format:	Article
Language:	English
Published:	Economics Bulletin 2011
Subjects:	HB221 Price
Online Access:	http://irep.iium.edu.my/34737/ http://irep.iium.edu.my/34737/1/EB-11-V31-I2-P135.pdf

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