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Market Integration and Price Transmission in the World Rice Export Markets

This paper investigates market integration and asymmetric price transmission in the world rice export markets. Using monthly rice prices from Thailand, Vietnam, and United States, we employ the Johansen test and estimate the threshold vector error correction model (TVECM). Our main findings are that...

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書目詳細資料
Main Authors: Bo Chen, Sayed Saghaian
格式: Artigo
語言:Inglês
出版: Western Agricultural Economics Association 2016-09-01
叢編:Journal of Agricultural and Resource Economics
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在線閱讀:https://ageconsearch.umn.edu/record/246174
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