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It's not a joke, you're just not taking the reponse literally enough. It's trying to tell you that "What's that got to do with the price of ....?" is an idiom which literally means "Your question is unrelated to the current topic of discussion". The idiom is used as a reponse when someone in a conversations asks something that seems like a non-sequitur.

The "...price of fish?" version is the most common version I've encountered, but is probably chiefly British, but I know other variations exist (i.e. "...tea in China?", "...price of rice?").

Count on economists to have the lamest jokes. http://en.wikipedia.org/wiki/Whats_that_got_to_do_with_the.....

Have you tried using www.google.com?

Yes I have. It seems you have much better googling skills than myself. If you wish you can try yourself and post your findings.