International Journal of Academic Multidisciplinary Research (IJAMR)
  Year: 2023 | Volume: 7 | Issue: 9 | Page No.: 92-115
Structures of price volatility: transmission, exchange rate and transactions costs Download PDF
Luhiriri Muhanyi Denis and Luhiriri Muhanyi Denis

Abstract:
This study analyzes the structure of volatility, intra-price transmission and the effects of exchange rate variability and transaction costs. Thanks to GARCH, MGARCH and EGARCH, the results show that structural volatility characterizes prices, that corn plays a central role in transmission and that upward expectations are more worrying than downward ones due to non-diversification. food consumed. The exchange rate and transaction costs contribute little to the increase in price volatility.