Open AccessAnalysis of Staple Food Price Behaviour: Multivariate BEKK-GARCH Model
Author(s) -
Kumara Jati,
Gamini Premaratne
Publication year - 2017
Publication title -
journal of asian finance economics and business
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.369
H-Index - 14
eISSN - 2288-4645
pISSN - 2288-4637
DOI - 10.13106/jafeb.2017.vol4.no4.27
Subject(s) - staple food , volatility (finance) , economics , spillover effect , food prices , autoregressive conditional heteroskedasticity , commodity , monetary economics , econometrics , food security , macroeconomics , agriculture , geography , market economy , archaeology
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