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The international price transmission in stock index futures markets

Yang, Jian; Bessler, David A. - In: Economic inquiry : journal of the Western Economic … 42 (2004) 3, pp. 370-386

Persistent link: https://www.econbiz.de/10002141196

Price dynamics in the international wheat market : modelling with error correction and directed acyclic graphs

Bessler, David A.; Yang, Jian; Wongcharupan, Metha - In: Journal of regional science 43 (2003) 1, pp. 1-33

Persistent link: https://www.econbiz.de/10001747948

The interdependence of Australian and foreign real interest rates

Felmingham, Bruce S.; Zhang, Qing; Healy, Tanya - In: The economic record : er 76 (2000), pp. 163-171

Persistent link: https://www.econbiz.de/10001488797

Fractional cointegration and the false rejection of the law of one price in international commodity markets

Mohanty, Samarendu - In: Journal of agricultural and applied economics 30 (1998) 2, pp. 267-276

Persistent link: https://www.econbiz.de/10001252723

Fractional Cointegration and the False Rejection of the Law of One Price in International Commodity Markets

Mohanty, Samarendu; Peterson, E. Wesley F.; Smith, … - 1999

This study examines the Law of One Price (LOP) in international commodity markets using fractional cointegration analysis. For proper evaluation of the LOP, fractional cointegration analysis seems to be appropriate because of its flexibility in capturing a wider range of mean reversion behavior...

Persistent link: https://www.econbiz.de/10014206035

Price Dynamics in the International Wheat Market : Modeling with Error Correction and Directed Acyclic Graphs

Bessler, David; Yang, Jian; Wongcharupan, Metha - 2003

among prices from major wheat producing regions: Canada, the European Union, Argentina, Australia, and the United States. An … ambiguity related to the cyclic or acyclic flow of information between Canada and Australia is uncovered. We condition our …

Persistent link: https://www.econbiz.de/10014087939