摘要 : Abstract This study analyses the dynamic spillover relationship between international and Turkish food prices by employing Markov Switching Regression (MSR) and Dynamic Conditional Correlation Generalized Autoregressive Conditiona... 展开
作者 | Hasan Murat Ertuğrul Ünal Seven |
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作者单位 | |
期刊名称 | 《International journal of finance & economics》 |
页码/总页数 | 1918-1928 / 11 |
语种/中图分类号 | 英语 / F7 |
关键词 | DCC‐GARCH food prices Markov switching regression model spillover turkey |
DOI | 10.1002/ijfe.2517 |
馆藏号 | F-332 |