Data/hora: 16/06/2024 00:55:40

Provedor de dados: | 31
País: | United States
Título: | THE TRANSMISSION OF PRICE VOLATILITY IN THE BEEF MARKETS
Autores: | Natcher,   William C.; Weaver,   Robert D.
Data: | 1999-05-19
Ano: | 1999
Palavras-chave: | Cointegration; GARCH; Market Efficiency; Beef Markets; Demand and Price Analysis; Livestock Production/Industries.
Resumo: | This paper reconsiders the implications of efficient markets for transmission of price volatility across markets.  Tests of volatility transmission are based on conditional variances.  Results are reported for key grain and beef markets.  Transmission across cash, futures, and options is considered.
Tipo: | Conference Paper or Presentation
Idioma: | Inglês

Identificador:

1326

http://purl.umn.edu/21511

Editor: | AgEcon Search

Relação:

American Agricultural Economics Association&gt;1999 Annual meeting, August 8-11, Nashville, TN

Selected Paper

Formato:

12

application/pdf