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dc.contributor.authorKorale Gedara, Pradeepa
dc.contributor.authorRatnasiri, Shyama
dc.contributor.authorBandaralage, Jayatilleke
dc.date.accessioned2018-09-20T07:54:39Z
dc.date.available2018-09-20T07:54:39Z
dc.date.issued2015
dc.identifier.issn0003-6846en_US
dc.identifier.doi10.1080/00036846.2015.1125427en_US
dc.identifier.urihttp://hdl.handle.net/10072/141566
dc.description.abstractThis study analyses asymmetry in price transmission between wholesale and retail rice markets in Sri Lanka, using the threshold autoregressive model. We found that the wholesale and the retail rice markets in Sri Lanka are integrated, with price changes moving from the wholesale to the retail market. However, the price transmission process is asymmetric. In particular, price increases at the wholesale market transmit immediately to the retail market while price decreases transmit more slowly. Parameter stability test and follow-up analysis indicated that the price transmission process is asymmetric only during periods of price surges, suggesting that the rice market is not efficient during these periods.en_US
dc.description.peerreviewedYesen_US
dc.languageEnglishen_US
dc.publisherRoutledgeen_US
dc.relation.ispartofpagefrom1en_US
dc.relation.ispartofpageto15en_US
dc.relation.ispartofjournalApplied Economicsen_US
dc.subject.fieldofresearchApplied Economics not elsewhere classifieden_US
dc.subject.fieldofresearchcode140299en_US
dc.titleDoes asymmetry in price transmission exist in the rice market in Sri Lanka?en_US
dc.typeJournal articleen_US
dc.type.descriptionC1 - Peer Reviewed (HERDC)en_US
dc.type.codeC - Journal Articlesen_US
gro.facultyGriffith Business School, Department of Accounting, Finance and Economicsen_US
gro.description.notepublicThis publication has been entered into Griffith Research Online as an Advanced Online Version.en_US
gro.hasfulltextNo Full Text
gro.griffith.authorKorale Gedara, Pradeepa
gro.griffith.authorRatnasiri, Shyama G.
gro.griffith.authorBandaralage, Jayatilleke


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