Research

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


Reference:

Ghoshray, A., 2010. Smooth transition effects in price transmission: The case of international wheat export prices. Economics Letters, 106 (3), pp. 169-171.

Related documents:

This repository does not currently have the full-text of this item.
You may be able to access a copy if URLs are provided below. (Contact Author)

Official URL:

http://dx.doi.org/10.1016/j.econlet.2009.11.011

Abstract

International wheat prices are tested for cointegration allowing for exponential smooth transition adjustment. The results suggest that owing to transactions costs, it is plausible that arbitrage will be greater, the further the prices deviate from each other.

Details

Item Type Articles
CreatorsGhoshray, A.
DOI10.1016/j.econlet.2009.11.011
DepartmentsFaculty of Humanities & Social Sciences > Economics
RefereedYes
StatusPublished
ID Code18577

Export

Actions (login required)

View Item