Multivariate Cointegration Tests and the Law of One Price in International Wheat Markets
- 1 January 1992
- journal article
- Published by Oxford University Press (OUP) in Applied Economic Perspectives and Policy
- Vol. 14 (1) , 117-124
- https://doi.org/10.2307/1349612
Abstract
The multivariate cointegration testing procedures recently developed by Johansen are used to evaluate the law of one price (LOP) for prices in five iKeywords
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