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Volumn 26, Issue 7, 2007, Pages 1229-1238

Is there really a "border effect"?

Author keywords

Border effect; Law of one price

Indexed keywords


EID: 34548310423     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jimonfin.2007.06.002     Document Type: Article
Times cited : (12)

References (7)
  • 2
    • 0002728796 scopus 로고    scopus 로고
    • Relative price volatility: what role does the border play?
    • Hess G., and van Wincoop E. (Eds), Cambridge University Press
    • Engel C., and Rogers J.H. Relative price volatility: what role does the border play?. In: Hess G., and van Wincoop E. (Eds). Intranational Macroeconomics (2000), Cambridge University Press 92-111
    • (2000) Intranational Macroeconomics , pp. 92-111
    • Engel, C.1    Rogers, J.H.2
  • 3
    • 0035657699 scopus 로고    scopus 로고
    • The evolution of price dispersion in the European car market
    • Goldberg P.K., and Verboven F. The evolution of price dispersion in the European car market. Review of Economic Studies 68 4 (2001) 811-848
    • (2001) Review of Economic Studies , vol.68 , Issue.4 , pp. 811-848
    • Goldberg, P.K.1    Verboven, F.2
  • 5
    • 0043128526 scopus 로고    scopus 로고
    • What can we learn from a large border effect in developing countries?
    • Morshed A.M. What can we learn from a large border effect in developing countries?. Journal of Development Economics 72 (2003) 353-369
    • (2003) Journal of Development Economics , vol.72 , pp. 353-369
    • Morshed, A.M.1
  • 6
    • 0034800774 scopus 로고    scopus 로고
    • Explaining the border effect: the role of exchange rate variability, shipping costs, and geography
    • Parsley D.C., and Wei S. Explaining the border effect: the role of exchange rate variability, shipping costs, and geography. Journal of International Economics 55 (2001) 87-105
    • (2001) Journal of International Economics , vol.55 , pp. 87-105
    • Parsley, D.C.1    Wei, S.2
  • 7
    • 0000095552 scopus 로고
    • A heteroskedasticity consistent covariance matrix estimator and a direct test for heteroskedasticity
    • White H. A heteroskedasticity consistent covariance matrix estimator and a direct test for heteroskedasticity. Econometrica 48 4 (1980) 817-838
    • (1980) Econometrica , vol.48 , Issue.4 , pp. 817-838
    • White, H.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.