THE TRANSMISSION OF PRICE VOLATILITY IN THE BEEF MARKETS

This paper reconsiders the implications of efficient markets for transmission of price volatility across markets. Tests of volatility transmission are based on conditional variances. Results are reported for key grain and beef markets. Transmission across cash, futures, and options is considered.


Issue Date:
1999
Publication Type:
Conference Paper/ Presentation
Record Identifier:
http://ageconsearch.umn.edu/record/21511
PURL Identifier:
http://purl.umn.edu/21511
Total Pages:
12
Series Statement:
Selected Paper




 Record created 2017-04-01, last modified 2018-01-22

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