Research on international food prices or volatility transmission have concentrated on
importing countries and have largely underestimated the importance of food insecurity or …

From the 1980s until the early 2000s, many developing governments adopted market
liberalization policies due to relatively low agricultural prices and the implementation of …

International beef markets have shocked regional markets in importing countries due to
unexpected events such as the COVID-19 epidemic, bovine spongiform encephalopathy …

Although food self-sufficiency is regarded as a potent strategy to secure food supply in the
policy circle, the efficacy of policy measures, especially in terms of their quantitative effects …

Existing literature has not yet identified the common determinants of price volatility
transmission in agricultural commodities from international to local markets and has rarely …

We study the impact of the 1929 stock market crash on the Paris art market by creating a
high-frequency index of artwork sales to measure the arrival of new investors seeking safe …

This thesis consists of three chapters, each of which explores separately the explanation,
prediction and application of the time-varying stock–bond correlation. In the first chapter …

This study aims to improve asset pricing by using empirical, zero-beta, macro and state
variables. Firstly, we improve asset pricing with empirical factors as we find the gap that the …