Asymmetric price transmission of Indonesian coffee

Almost all previous studies of Asymmetric Price Transmission (APT) only focused on speed perspective. The study aims to investigate the effect of coffee prices in the global market on the Indonesian producer market in magnitude, speed, and direction perspectives. This study used the data of coffee p...

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Bibliographic Details
Main Authors: Kamaruddin, Raja Masbar, Sofyan Syahnur, Shabri A. Majid
Format: Article
Language:English
Published: Taylor & Francis Group 2021-01-01
Series:Cogent Economics & Finance
Subjects:
Online Access:http://dx.doi.org/10.1080/23322039.2021.1971354