Mean and volatility spillover effects in Greek producer-consumer meat prices
Anthony Rezitis ()
Applied Economics Letters, 2003, vol. 10, issue 6, 381-384
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.
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