Uchezuba, I.D.; Jooste, Andre; Willemse, Johan - African Association of Agricultural Economists - AAAE; … - 2010
This study investigated asymmetric price and volatility spillover in the broiler value chain. The data used for the study includes farm and retail broiler monthly prices dated from January 2000 to August 2008. The threshold autoregressive (TAR) and momentum threshold autoregressive (M-TAR)...