𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Testing for spatial market integration and law of one price in Turkish wheat markets

✍ Scribed by Kadir Y. Eryigit; Suleyman Karaman

Publisher
Springer Netherlands
Year
2010
Tongue
English
Weight
266 KB
Volume
45
Category
Article
ISSN
0033-5177

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Testing for the law of one price: rice m
Testing for the law of one price: rice market integration in Bangladesh
✍ P. J. Dawson; P. K. Dey πŸ“‚ Article πŸ“… 2002 πŸ› John Wiley and Sons 🌐 English βš– 100 KB πŸ‘ 1 views

## Abstract Recent studies of spatial market integration have adopted error correction models to test for its existence and for market dominance. An integrated empirical framework is proposed here which tests for long‐run spatial market integration between price pairs using a dynamic vector autoreg

Analysing changes in market integration
Analysing changes in market integration through a cross-sectional test for the law of one price
✍ Konstantin Gluschenko πŸ“‚ Article πŸ“… 2004 πŸ› John Wiley and Sons 🌐 English βš– 148 KB πŸ‘ 2 views

## Abstract This paper presents a theoretical argument that the relationship between price differences and per capita income differences across locations can be used as a cross‐sectional test for the law of one price. Since the relationship should be statistically insignificant or very weak in an i