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STATISTICAL ANALYSIS OF MACROECONOMIC DETERMINANTS OF COFFEE PRICE VOLATILITY IN ETHIOPIA: APPLICATION OF GARCH-MIDAS MODEL

Bobo Tolassa, Tekle; Abera, (Ass. Prof.) Tesfaye; Haji, Prof. Jema (Haramaya university, 2019-12)

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Author
- Abera, (Ass. Prof.) Tesfaye (1)
- Bobo Tolassa, Tekle (1)
- Haji, Prof. Jema (1)
Subject
- Daily coffee price, GARCH-MIDAS model, short-run and long run volatility component, Ethiopia (1)
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- 2019 (1)
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