Showing 1 - 10 of 37,399
Persistent link: https://www.econbiz.de/10012123596
Persistent link: https://www.econbiz.de/10012617445
Persistent link: https://www.econbiz.de/10014311137
Persistent link: https://www.econbiz.de/10011440331
Persistent link: https://www.econbiz.de/10011971201
This paper applies the Johansen Cointegration procedure to test the law of one price (LOOP) for twelve international … arrangement. Price index for each market is estimated using the repeat sales method. The order of integration of each price series … was determined using the augmented Dickey-Fuller and the DF-GLS tests. The results show that only five price index series …
Persistent link: https://www.econbiz.de/10009746037
Persistent link: https://www.econbiz.de/10012626893
Persistent link: https://www.econbiz.de/10011807769
Persistent link: https://www.econbiz.de/10010395003