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Volumn 106, Issue 3, 2010, Pages 169-171

Smooth transition effects in price transmission: The case of international wheat export prices

Author keywords

Arbitrage; Cointegration; Law of One Price; Smooth transition; Wheat

Indexed keywords


EID: 76349105929     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econlet.2009.11.011     Document Type: Article
Times cited : (9)

References (12)
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    • Testing for cointegration in nonlinear smooth transition error correction models
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