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Keywords: Asymmetry
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Journal Articles
Journal of Agribusiness in Developing and Emerging Economies (2025) 15 (5): 1037–1059.
Published: 22 March 2024
...Achille Augustin Diendere; Sansan Ali Bepounte Dah Purpose Effective agricultural product price regulation policies depend on market integration and the degree of symmetry in the transmission of agricultural product price signals. This study analyzes the transmission and asymmetry of the price...
Journal Articles
Journal Articles
Journal of Agribusiness in Developing and Emerging Economies (2020) 10 (5): 587–611.
Published: 16 April 2020
... is modeled using the most popular multivariate GARCH models while taking into consideration possible asymmetries in the transmission process. The models utilized are the DVECH and the BEKK models from the VECH family, as well as the CCC model and the DCC model from the family of conditional correlation...

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