Mean and Volatility Spillover Effects in Greek Producer-Consumer Meat Prices
Anthony N. Rezitis
University of Western Greece - Department of Business Administration of Food and Agricultural Products
June, 23 2008
Applied Economics Letters, Vol. 10, No. 6, 2003
This study investigates causality, price transmission and volatility spillover effects between producer and consumer prices in lamb, beef, pork and poultry markets in Greece, using the methodology of the Generalized Autoregressive Conditional Heteroscedastic (GARCH) approach. The empirical findings indicate significant price effects in the markets under consideration.
Accepted Paper Series
Date posted: June 23, 2008
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