Spatial market arbitrage and threshold cointegration

American Journal of Agricultural Economics

Volumn 85, Issue 4, 2003, Pages 1041-1046

  Sephton, Peter S ^a  

^a QUEEN S UNIVERSITY   (Canada)

Author keywords

Arbitrage; Market integration; Threshold cointegration; Transaction costs

Indexed keywords

AGRICULTURAL TRADE; COINTEGRATION ANALYSIS; PRICE DYNAMICS; SPATIAL ANALYSIS;

UNITED STATES;

GLYCINE MAX; ZEA MAYS;

EID: 0344586720     PISSN: 00029092     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-8276.00506     Document Type: Article

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