Empirically testing the law of one price in an international commodity market: A rational expectations application to the natural rubber market
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- Goodwin, Barry K., 1990. "Empirically Testing the Law of One Price in an International Commodity Market: A Rational Expectations Application to the Natural Rubber Market," Agricultural Economics of Agricultural Economists, International Association of Agricultural Economists, vol. 4(2), June.
References listed on IDEAS
- Richardson, J. David, 1978. "Some empirical evidence on commodity arbitrage and the law of one price," Journal of International Economics, Elsevier, vol. 8(2), pages 341-351, May.
- Hooper, Peter & Kohlhagen, Steven W., 1978. "The effect of exchange rate uncertainty on the prices and volume of international trade," Journal of International Economics, Elsevier, vol. 8(4), pages 483-511, November.
- Kravis, Irving B. & Lipsey, Robert E., 1978.
"Price behavior in the light of balance of payments theories,"
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- Irving B. Kravis & Robert E. Lipsey, 1977. "Price Behavior in the Light of Balance of Payments Theories," NBER Working Papers 0181, National Bureau of Economic Research, Inc.
- Protopapadakis, Aris & Stoll, Hans R, 1983.
" Spot and Futures Prices and the Law of One Price,"
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- Aris Protopapadakis & Hans R. Stoll, "undated". "Spot and Futures Prices and the Law of One Price," Rodney L. White Center for Financial Research Working Papers 17-82, Wharton School Rodney L. White Center for Financial Research.
- Nerlove, Marc & Grether, David M. & Carvalho, José L., 1979. "Analysis of Economic Time Series," Elsevier Monographs, Elsevier, edition 1, number 9780125157506 edited by Shell, Karl, August.
- Crouhy-veyrac, Liliane & Crouhy, Michel & Melitz, Jacques, 1982. "More about the law of one price," European Economic Review, Elsevier, vol. 18(2), pages 325-344.
- Kelvin J. Lancaster, 1966. "A New Approach to Consumer Theory," Journal of Political Economy, University of Chicago Press, vol. 74, pages 132-132.
- A. Protopapadakis, Aris & R. Stoll, Hans, 1986. "The Law of One Price in international commodity markets: A reformulation and some formal tests," Journal of International Money and Finance, Elsevier, vol. 5(3), pages 335-360, September.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Mohanty, Samarendu & Peterson, E. Wesley F. & Smith, Darnell B., 1998. "Fractional Conintegration And The False Rejection Of The Law Of One Price In International Commodity Markets," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 0(Number 2), pages 1-10, December.
- 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.
- Mohanty, Samarendu & Peterson, E. Wesley F. & Smith, Darnell B., 1998. "Price Integration In Mercosur Countries: A Fractional Cointegration Analysis," 1998 Annual meeting, August 2-5, Salt Lake City, UT 20954, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Rezitis, Anthony N. & Brown, A. Blake, 1999.
"Pass-through of exchange rates and tariffs in Greek-US tobacco trade,"
Blackwell, vol. 21(3), pages 269-277, December.
- Rezitis, Anthony N. & Brown, A. Blake, 1999. "Pass-through of exchange rates and tariffs in Greek-US tobacco trade," Agricultural Economics of Agricultural Economists, International Association of Agricultural Economists, vol. 21(3), December.
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