Transmission of agricultural commodity world price and volatility to the Ivorian domestic market (M. Ahoba)
This research investigates the Ivorian export crops market integration to the world market. The aim is to analyze the link between these markets both in terms of price level and volatility. The empirical analysis use error correction and generalized autoregressive conditional heteroscedasticity models. New methodological approach allowing joint estimation of the co-integrating relationship between prices and MGARCH model are used.