Work

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

Year: 2011

Type: article

Source: RePEc: Research Papers in Economics

Authors: Fardous Alom, Ward Bert, Baiding Hu

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

SDG: Zero hunger

Open Access status: closed

OpenAlex ID: W1496617788

FWCI: 2.053

Cites: 30

Cited by: 9

Related to: 10