{"created":"2021-03-01T07:01:57.481929+00:00","id":42113,"links":{},"metadata":{"_buckets":{"deposit":"efb930cc-6e5f-4e3d-bc84-79786475bc28"},"_deposit":{"id":"42113","owners":[],"pid":{"revision_id":0,"type":"depid","value":"42113"},"status":"published"},"_oai":{"id":"oai:repository.dl.itc.u-tokyo.ac.jp:00042113","sets":["62:7433:7434","9:7435:7436"]},"item_8_biblio_info_7":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2009-08","bibliographicIssueDateType":"Issued"},"bibliographicVolumeNumber":"CIRJE-F-642","bibliographic_titles":[{"bibliographic_title":"Discussion paper series. CIRJE-F"}]}]},"item_8_description_13":{"attribute_name":"フォーマット","attribute_value_mlt":[{"subitem_description":"application/pdf","subitem_description_type":"Other"}]},"item_8_description_5":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"The hog industry, where prices are determined according to an auction system, is of vital importance to the agricultural industry in Taiwan by providing significant production and employment. In particular, there were significant impacts on daily hog prices in the periods before, during and after joining the WTO, which we will refer to as periods of anticipation, adjustment and settlement. The purpose of the paper is to model the growth rates and volatility in daily hog prices in Taiwan from 23 March 1999 to 30 June 2007, which enables an analysis of the effects of joining the WTO. The paper provides a novel application of financial volatility models to agricultural finance. The empirical results have significant implications for risk management and policy considerations in the agricultural industry in Taiwan, especially when significant structural changes, such as joining the WTO, are concerned. The three sub-samples relating to the period before, during and after joining the WTO display significantly different volatility persistence, namely symmetry, asymmetry but not leverage, and leverage, respectively, whereby negative shocks increase volatility but positive shocks of a similar magnitude decrease volatility.","subitem_description_type":"Abstract"}]},"item_8_description_6":{"attribute_name":"内容記述","attribute_value_mlt":[{"subitem_description":"本文フィルはリンク先を参照のこと","subitem_description_type":"Other"}]},"item_8_publisher_20":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"日本経済国際共同センター"}]},"item_8_relation_25":{"attribute_name":"関係URI","attribute_value_mlt":[{"subitem_relation_type_id":{"subitem_relation_type_id_text":"http://www.cirje.e.u-tokyo.ac.jp/research/dp/2009/2009cf642ab.html","subitem_relation_type_select":"URI"}}]},"item_8_source_id_10":{"attribute_name":"書誌レコードID","attribute_value_mlt":[{"subitem_source_identifier":"AA11450569","subitem_source_identifier_type":"NCID"}]},"item_8_subject_15":{"attribute_name":"日本十進分類法","attribute_value_mlt":[{"subitem_subject":"335","subitem_subject_scheme":"NDC"}]},"item_8_text_21":{"attribute_name":"出版者別名","attribute_value_mlt":[{"subitem_text_value":"Center for International Research on the Japanese Economy"}]},"item_8_text_4":{"attribute_name":"著者所属","attribute_value_mlt":[{"subitem_text_value":"Department of Applied Economics National Chung Hsing University"},{"subitem_text_value":"Department of Applied Economics National Chung Hsing University"},{"subitem_text_value":"Department of Applied Economics National Chung Hsing University"},{"subitem_text_value":"Econometric Institute Erasmus School of Economics Erasmus University Rotterdam"},{"subitem_text_value":"Tinbergen Institute The Netherlands"},{"subitem_text_value":"Center for International Research on the Japanese Economy (CIRJE)"},{"subitem_text_value":"Faculty of Economics University of Tokyo"}]},"item_access_right":{"attribute_name":"アクセス権","attribute_value_mlt":[{"subitem_access_right":"metadata only access","subitem_access_right_uri":"http://purl.org/coar/access_right/c_14cb"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"Chang, Chia-Lin"}],"nameIdentifiers":[{"nameIdentifier":"96921","nameIdentifierScheme":"WEKO"}]},{"creatorNames":[{"creatorName":"Huang, Biing-Wen"}],"nameIdentifiers":[{"nameIdentifier":"96922","nameIdentifierScheme":"WEKO"}]},{"creatorNames":[{"creatorName":"Chen, Meng-Gu"}],"nameIdentifiers":[{"nameIdentifier":"96923","nameIdentifierScheme":"WEKO"}]},{"creatorNames":[{"creatorName":"McAleer, Michael"}],"nameIdentifiers":[{"nameIdentifier":"96924","nameIdentifierScheme":"WEKO"}]}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"Hog prices","subitem_subject_scheme":"Other"},{"subitem_subject":"joining the WTO","subitem_subject_scheme":"Other"},{"subitem_subject":"conditional volatility models","subitem_subject_scheme":"Other"},{"subitem_subject":"asymmetry","subitem_subject_scheme":"Other"},{"subitem_subject":"leverage","subitem_subject_scheme":"Other"},{"subitem_subject":"moment conditions","subitem_subject_scheme":"Other"},{"subitem_subject":"JEL Classifications: Q14, G18,G32","subitem_subject_scheme":"Other"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"eng"}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourcetype":"technical report","resourceuri":"http://purl.org/coar/resource_type/c_18gh"}]},"item_title":"Modelling the Asymmetric Volatility in Hog Prices in Taiwan: The Impact of Joining the WTO","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"Modelling the Asymmetric Volatility in Hog Prices in Taiwan: The Impact of Joining the WTO"}]},"item_type_id":"8","owner":"1","path":["7436","7434"],"pubdate":{"attribute_name":"公開日","attribute_value":"2013-05-31"},"publish_date":"2013-05-31","publish_status":"0","recid":"42113","relation_version_is_last":true,"title":["Modelling the Asymmetric Volatility in Hog Prices in Taiwan: The Impact of Joining the WTO"],"weko_creator_id":"1","weko_shared_id":null},"updated":"2022-12-19T04:17:23.217456+00:00"}