Time-varying threshold cointegration and the law of one price
Year of publication: |
2007
|
---|---|
Authors: | Park, Haesun ; Mjelde, James W. ; Bessler, David A. |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 2801760. - Vol. 39.2007, 7-9, p. 1091-1106
|
Saved in:
Saved in favorites
Similar items by person
-
Price dynamics among US electricity spot markets
Park, Haesun, (2006)
-
Time-varying threshold cointegration and the law of one price
Park, Haesun, (2007)
-
Price interactions and discovery among natural gas spot markets in North America
Park, Haesun, (2008)
- More ...