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  • Search: subject:"Smooth transition cointegration"
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Year of publication
Subject
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Agraraußenhandel 1 Agrarpolitik 1 Agricultural policy 1 Aktienmarkt 1 Ansteckungseffekt 1 Börsenkurs 1 Cointegration 1 Contagion effect 1 Export restrictions 1 Exportbeschränkung 1 Financial crisis 1 Finanzkrise 1 Handelshemmnisse 1 International agricultural trade 1 International financial market 1 Internationaler Finanzmarkt 1 Kointegration 1 M-TAR framework 1 Share price 1 Smooth transition cointegration 1 Stock market 1 Subprime financial crisis 1 Subprime-Krise 1 Trade barriers 1 USA 1 Ukraine 1 United States 1 Volatility 1 Volatilität 1 Weizen 1 Weizenmarkt 1 Weizenpolitik 1 Welt 1 Wheat 1 Wheat market 1 Wheat policy 1 World 1 contagion effect 1 export restrictions 1 farm to retail price transmission 1
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Online availability
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Undetermined 2 Free 1
Type of publication
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Article 2 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 2 Undetermined 1
Author
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Gervais, Jean-Philippe 2 Glauben, Thomas 1 Götz, Linde Johanna 1 Kao, Yu-Sheng 1 Ku, Yu-Cheng 1 Nieh, Chien-chung 1 Qiu, Feng 1 Zhao, Kai 1
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
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Economic research 1 Journal of agricultural economics 1 MPRA Paper 1
Source
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ECONIS (ZBW) 2 RePEc 1
Showing 1 - 3 of 3
Cover Image
The asymmetric contagion effect from the U.S. stock market around the subprime crisis between 2007 and 2010
Kao, Yu-Sheng; Zhao, Kai; Ku, Yu-Cheng; Nieh, Chien-chung - In: Economic research 32 (2019) 1,3, pp. 2422-2454
Persistent link: https://www.econbiz.de/10012584695
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Cover Image
Export restrictions and smooth transition cointegration : export quotas for wheat in Ukraine
Götz, Linde Johanna; Qiu, Feng; Gervais, Jean-Philippe; … - In: Journal of agricultural economics 67 (2016) 2, pp. 398-419
Persistent link: https://www.econbiz.de/10011658563
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Cover Image
Disentangling non-linearities in the long- and short-run price relationships: An application to the U.S. hog/Pork supply chain
Gervais, Jean-Philippe - Volkswirtschaftliche Fakultät, … - 2007
retail prices in the U.S. hog/pork supply chain is rejected in favor of a Smooth Transition Cointegration (STC) framework …
Persistent link: https://www.econbiz.de/10005836845
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