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A pair-wise analysis of the law of one price: Evidence from the crude oil market

Giulietti, Monica; Iregui, Ana María; Otero, Jesús - In: Economics Letters 129 (2015) C, pp. 39-41

This paper applies a pairwise approach to investigate the validity of the law of one price in the crude oil markets. Price differentials appear smaller between crude oil pairs with similar physical/chemical characteristics and also for pairs within OPEC.

Persistent link: https://www.econbiz.de/10011263402

Testing for seasonal unit roots in heterogeneous panels in the presence of cross section dependence

Otero, Jesus; Smith, Jeremy; Giulietti, Monica - In: Economics Letters 97 (2007) 2, pp. 179-184

Persistent link: https://www.econbiz.de/10005296525

Testing for seasonal unit roots in heterogeneous panels

Otero, Jesus; Smith, Jeremy; Giulietti, Monica - In: Economics Letters 86 (2005) 2, pp. 229-235

Persistent link: https://www.econbiz.de/10005355396

Testing the law of one price in retail banking: An analysis for Colombia using a pair-wise approach

Iregui, Ana María; Otero, Jesús - In: Economics Letters 118 (2013) 1, pp. 29-32

We apply a pair-wise approach to test the law of one price for deposit (lending) rates in Colombia. We find that when banks are of different sizes, deposit rates adjust quickly, suggesting a competitive environment. By contrast, lending rates adjust rapidly when banks are of similar sizes,...

Persistent link: https://www.econbiz.de/10011041735

Structural breaks and seasonal integration

Smith, Jeremy; Otero, Jesus - In: Economics Letters 56 (1997) 1, pp. 13-19

Persistent link: https://www.econbiz.de/10005362193

Testing for cointegration: power versus frequency of observation -- further Monte Carlo results

Otero, Jesus; Smith, Jeremy - In: Economics Letters 67 (2000) 1, pp. 5-9

Persistent link: https://www.econbiz.de/10005270154