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Some pitfalls in testing the law of one price in commodity markets

Pippenger, John; Phillips, Llad - In: Journal of International Money and Finance 27 (2008) 6, pp. 915-925

Several articles find no support for the LOP in commodity markets. A few articles find some support. Rejecting the LOP would strike at the heart of economic theory. Rejection would suggest that firms do not maximize wealth and households do not maximize utility. Our objective is to show how four...

Persistent link: https://www.econbiz.de/10005397500

Testing for absolute purchasing power parity

Crownover, Collin; Pippenger, John; Steigerwald, Douglas G. - In: Journal of International Money and Finance 15 (1996) 5, pp. 783-796

Persistent link: https://www.econbiz.de/10005332023

Some evidence on the relationship between spot and forward exchange rates

Pippenger, John - In: Journal of International Money and Finance 1 (1982) 1, pp. 111-113

Persistent link: https://www.econbiz.de/10005402562

Commodity prices, exchange rates and their relative volatility

Bui, Nhuong; Pippenger, John - In: Journal of International Money and Finance 9 (1990) 1, pp. 3-20

Persistent link: https://www.econbiz.de/10005402705