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Dynamics of Price Volatility Spillover in the U.S. Cat_x001C_fish Market

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  • Surathkal, Prasanna
  • Omana Sudhakaran, Pratheesh
  • Dey, Madan M.

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Suggested Citation

  • Surathkal, Prasanna & Omana Sudhakaran, Pratheesh & Dey, Madan M., 2021. "Dynamics of Price Volatility Spillover in the U.S. Cat_x001C_fish Market," 2021 Annual Meeting, August 1-3, Austin, Texas 314069, Agricultural and Applied Economics Association.
    • Handle: RePEc:ags:aaea21:314069
    DOI: 10.22004/ag.econ.314069
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    References listed on IDEAS

    as
    1. Hafner, Christian M. & Herwartz, Helmut, 2006. "Volatility impulse responses for multivariate GARCH models: An exchange rate illustration," Journal of International Money and Finance, Elsevier, vol. 25(5), pages 719-740, August.
    2. Engle, Robert F. & Kroner, Kenneth F., 1995. "Multivariate Simultaneous Generalized ARCH," Econometric Theory, Cambridge University Press, vol. 11(1), pages 122-150, February.
    3. Engle, Robert, 2002. "Dynamic Conditional Correlation: A Simple Class of Multivariate Generalized Autoregressive Conditional Heteroskedasticity Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(3), pages 339-350, July.
    Full references (including those not matched with items on IDEAS)

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