Wholesale spreads and the dynamics of retail price volatility

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Please use this identifier to cite or link to this item: https://repository.iimb.ac.in/handle/123456789/426

DC Field	Value	Language
dc.contributor.author	Jha, Raghbendra	en_US
dc.contributor.author	Nagarajan, Hari Krishnan	en_US
dc.date.accessioned	2012-07-26T11:27:14Z
dc.date.accessioned	2016-01-01T07:10:58Z
dc.date.accessioned	2019-05-27T08:38:20Z	-
dc.date.available	2012-07-26T11:27:14Z
dc.date.available	2016-01-01T07:10:58Z
dc.date.available	2019-05-27T08:38:20Z	-
dc.date.copyright	1998	en_US
dc.date.issued	1998
dc.identifier.other	WP_IIMB_123	-
dc.identifier.uri	http://repository.iimb.ac.in/handle/123456789/426	-
dc.description.abstract	This paper proposes a general model of asymmetric price transmission at the retail level to examine theÂ 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
dc.language.iso	en	en_US
dc.publisher	Indian Institute of Management Bangalore	-
dc.relation.ispartofseries	IIMB Working Paper-123	-
dc.subject	Volatility of retail spreads	-
dc.subject	Vertical markets	-
dc.subject	Partial adjustment models	-
dc.title	Wholesale spreads and the dynamics of retail price volatility	en_US
dc.type	Working Paper
dc.pages	15p.
dc.identifier.accession	E16950
Appears in Collections:	1998

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