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...

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Bibliographic Details
Main Authors: Alom, Fardous, Bert, Ward, Baiding, Hu
Format: Article
Language:English
Published: World Business Institute 2010
Subjects:
Online Access:http://irep.iium.edu.my/34728/1/Cross_country_mean_and_volatility_spillover_effects.pdf
http://irep.iium.edu.my/34728/
http://ideas.repec.org/a/ebl/ecbull/eb-11-00186.html
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