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THE ROLE OF INCOME GROWTH IN EMERGING MARKETS AND THE BRICS IN AGRIFOOD TRADE
Emerging economies BRIC economies Food trade Income elasticities Economic growth
2014/4/11
This study develops an import demand model to explore the role of income in explaining the trade performance of low, middle and high-income countries witha special emphasis on Brazil, Russia, India ...
Multivariate GARCH Estimation Using Orthogonal Transformation –Empirical Analysis for Emerging Markets
Volatility Multivariate GARCH Model Orthogonal Transformation Principal Component Analysis
2010/10/20
This text concentrates on practical aspects of multivariate GARCH mod¬eling, specifically the orthogonal GARCH (O-GARCH) model. After initial minimal exposure of the related theory, it is centered...