Research Article

Asymmetric Price Volatility Transmission in Agricultural Supply Chains: Evidence from the Chinese Pork Market

Table 3

The correlation coefficients of piglet, hog, and pork returns.

Full sampleSubsample ISubsample II

111
0.81010.70710.8491
0.8450.89610.7130.79810.8940.9201

Note. The symbols indicate statistical significance at the 1% level.