Fractional cointegration and the false rejection of the law of one price in international commodity markets
Samarendu Mohanty, E. Wesley F. Peterson, and Darnell B. Smith
| Year of publication: |
1998
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|---|---|
| Authors: | Mohanty, Samarendu |
| Other Persons: | Peterson, E. Wesley F. (contributor) ; Smith, Darnell B. (contributor) |
| Published in: |
Journal of agricultural and applied economics. - Lexington, Ky. : SAEA, ISSN 1074-0708, ZDB-ID 1175148-4. - Vol. 30.1998, 2, p. 267-276
|
| Subject: | Rohstoffmarkt | Commodity market | Preiskonvergenz | Price convergence | Schätzung | Estimation | Australien | Australia | Kanada | Canada | Großbritannien | United Kingdom | USA | United States | 1966-1993 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001252723