The Law of One Price in international commodity markets: A reformulation and some formal tests
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of International Money and Finance.
Volume (Year): 5 (1986)
Issue (Month): 3 (September)
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Web page: http://www.elsevier.com/locate/inca/30443
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- Phillips, Llad & Pippenger, John, 2005. "Some Pitfalls in Testing the Law of One Price in Commodity Markets," University of California at Santa Barbara, Economics Working Paper Series qt92b16177, Department of Economics, UC Santa Barbara.
- John Sarich, 2006. "What do we know about the real exchange rate? A classical cost of production story," Review of Political Economy, Taylor and Francis Journals, vol. 18(4), pages 469-496.
- Pippenger, John, 2004. "The Modern Theory of the LOP and PPP: Some Implications," University of California at Santa Barbara, Economics Working Paper Series qt60z886n7, Department of Economics, UC Santa Barbara.
- Pippenger, John & Phillips, Llad, 2008. "Some pitfalls in testing the law of one price in commodity markets," Journal of International Money and Finance, Elsevier, vol. 27(6), pages 915-925, October.
- Lapham, Beverly J., 1995.
"A dynamic general equilibrium analysis of deviations from the laws of one price,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 19(8), pages 1355-1389, November.
- Beverly J. Lapham, 1990. "A Dynamic, General Equilibrium Analysis of Deviations From the Laws of One Price," Working Papers 793, Queen's University, Department of Economics.
- Frankel, Jeffrey A. & Rose, Andrew K., 2010.
"Determinants of Agricultural and Mineral Commodity Prices,"
4450126, Harvard Kennedy School of Government.
- Jeffrey A Frankel & Andrew K Rose, 2010. "Determinants of Agricultural and Mineral Commodity Prices," RBA Annual Conference Volume, in: Renée Fry & Callum Jones & Christopher Kent (ed.), Inflation in an Era of Relative Price Shocks Reserve Bank of Australia.
- Frankel, Jeffrey & Rose, Andrew K., 2010. "Determinants of Agricultural and Mineral Commodity Prices," Working Paper Series rwp10-038, Harvard University, John F. Kennedy School of Government.
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