How macroeconomic factors and international prices affect agriculture prices volatility?-Evidence from GARCH-X model
This study explains China's agricultural commodities volatility by using the short-term deviations along with the domestic macroeconomic factors as well as the international price factors. The GARCH-X model shows that the short-term deviations make significant and positive effect on volatility,...
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| Main Authors: | , |
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| Format: | Book Series |
| Published: |
2018
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| Online Access: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84897880126&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/45382 |
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| Institution: | Chiang Mai University |
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