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,...
Saved in:
| Main Authors: | , |
|---|---|
| 格式: | Book Series |
| 出版: |
2018
|
| 主題: | |
| 在線閱讀: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84897880126&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/53406 |
| 標簽: |
添加標簽
沒有標簽, 成為第一個標記此記錄!
|
| 機構: | Chiang Mai University |