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Volumn 31, Issue 2, 2011, Pages 1038-1046

Tests on price linkage between the U.S. and Japanese gold and silver futures markets

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Indexed keywords


EID: 79959809995     PISSN: None     EISSN: 15452921     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (11)

References (11)
  • 1
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    • Tests for market integration and the law of one price: The market for whitefish in France
    • Asche, F., Gordon, D. V. and Hannesson, R. (2004) Tests for market integration and the law of one price: The market for whitefish in France, Marine Resource Economics, 19, 195-210.
    • (2004) Marine Resource Economics , vol.19 , pp. 195-210
    • Asche, F.1    Gordon, D.V.2    Hannesson, R.3
  • 2
    • 0346906789 scopus 로고    scopus 로고
    • Estimating and testing linear models with multiple structural changes
    • Bai, J. and Perron, P. (1998) Estimating and testing linear models with multiple structural changes, Econometrica, 66, 47-78.
    • (1998) Econometrica , vol.66 , pp. 47-78
    • Bai, J.1    Perron, P.2
  • 3
    • 85036258669 scopus 로고
    • Distribution of the estimators for autoregressive time series with a unit root
    • Dickey, D. A. and Fuller, W. A. (1979) Distribution of the estimators for autoregressive time series with a unit root, Journal of the American Statistical Association, 74, 427-431.
    • (1979) Journal of the American Statistical Association , vol.74 , pp. 427-431
    • Dickey, D.A.1    Fuller, W.A.2
  • 4
    • 0001433287 scopus 로고
    • Multivariate cointegration tests and the law of one price in international wheat markets
    • Goodwin, B. K. (1992) Multivariate cointegration tests and the law of one price in international wheat markets, Review of Agricultural Economics, 14, 117-124
    • (1992) Review of Agricultural Economics , vol.14 , pp. 117-124
    • Goodwin, B.K.1
  • 5
    • 0000158117 scopus 로고
    • Estimation and hypothesis testing of cointegration vectors in Gaussian vector autoregressive models
    • Johansen S. (1991) Estimation and hypothesis testing of cointegration vectors in Gaussian vector autoregressive models, Econometrica, 59, 1551-1580.
    • (1991) Econometrica , vol.59 , pp. 1551-1580
    • Johansen, S.1
  • 6
    • 84981579311 scopus 로고
    • Maximum likelihood estimation and inference on cointegration: with applications to the demand for money
    • Johansen, S. and Juselius, K. (1990) Maximum likelihood estimation and inference on cointegration: with applications to the demand for money, Oxford Bulletin of Economics and Statistics, 52, 169-210.
    • (1990) Oxford Bulletin of Economics and Statistics , vol.52 , pp. 169-210
    • Johansen, S.1    Juselius, K.2
  • 7
    • 33745248114 scopus 로고    scopus 로고
    • Is there a relationship between fisheries and farming? Interdependence of fisheries, animal production and aquaculture
    • Kristofersson, D. and Anderson, J. L. (2006) Is there a relationship between fisheries and farming? Interdependence of fisheries, animal production and aquaculture, Marine Policy, 30, 721-725.
    • (2006) Marine Policy , vol.30 , pp. 721-725
    • Kristofersson, D.1    Anderson, J.L.2
  • 8
    • 34247480179 scopus 로고
    • Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?
    • Kwiatkowski, D., Phillips, P. C. B., Schmidt, P. and Shin, Y. (1992) Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?, Journal of Econometrics, 54, 159 -178.
    • (1992) Journal of Econometrics , vol.54 , pp. 159-178
    • Kwiatkowski, D.1    Phillips, P.C.B.2    Schmidt, P.3    Shin, Y.4
  • 9
    • 84963002108 scopus 로고
    • Automatic lag selection in covariance matrix estimation
    • Newey, W. and West, K. (1994) Automatic lag selection in covariance matrix estimation, Review of Economic Studies, 61, 631-653.
    • (1994) Review of Economic Studies , vol.61 , pp. 631-653
    • Newey, W.1    West, K.2
  • 10
    • 77956888124 scopus 로고
    • Testing for unit roots in time series regression
    • Phillips, P.C.B. and Perron, P. (1988) Testing for unit roots in time series regression, Biometrika, 75, 335-346.
    • (1988) Biometrika , vol.75 , pp. 335-346
    • Phillips, P.C.B.1    Perron, P.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.