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This repository provides metadata of IIMB Publications and aimed at creating and preserving an archive of Institution scholarship. IIMB Publications include Articles, Working Papers (FULL TEXT), Book Chapters published by Faculty, Doctoral Dissertations by FPM Scholars and Project reports of Students enrolled in various courses of IIMB.
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https://repository.iimb.ac.in/handle/123456789/426| Title: | Wholesale spreads and the dynamics of retail price volatility | Authors: | Jha, Raghbendra Nagarajan, Hari Krishnan |
Keywords: | Volatility of retail spreads;Vertical markets;Partial adjustment models | Issue Date: | 1998 | Publisher: | Indian Institute of Management Bangalore | Series/Report no.: | IIMB Working Paper-123 | Abstract: | This paper proposes a general model of asymmetric price transmission at the retail level to examine the volatility of retail spreads in vertical markets, with endogenous overshooting of the wholesale spreads. The model is tested with Indian data and detects significant levels of asymmetry in price transmission. In addition it is found that endogenising the instability at the wholesale level is significant in explaining volatilities of retail spreads. JEL Classification: C32, D43, Q13. Q18 | URI: | http://repository.iimb.ac.in/handle/123456789/426 |
| Appears in Collections: | 1998 |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| WP.IIMB.123.pdf | 1.08 MB | Adobe PDF | View/Open |
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