About: Spatial Market Arbitrage and Threshold Cointegration

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Attributs	Valeurs
type	work Article
Is Part Of	http://hub.abes.fr/oup/periodical/ajae/2003/volume_85/issue_4/w
Subject	Articles http://zbw.eu/beta/external_identifiers/jel#r320 arbitrage threshold cointegration transactions costs http://zbw.eu/beta/external_identifiers/jel#q130 market integration
Title	Spatial Market Arbitrage and Threshold Cointegration
has manifestation of work	http://hub.abes.fr/oup/periodical/ajae/2003/volume_85/issue_4/1011111467827600506/m/print http://hub.abes.fr/oup/periodical/ajae/2003/volume_85/issue_4/1011111467827600506/m/web
related by	http://hub.abes.fr/oup/periodical/ajae/2003/volume_85/issue_4/1011111467827600506/authorship/1
Author	Sephton Peter S.
Abstract	Goodwin and Piggott reported that corn and soybean prices in spatially separated markets in North Carolina exhibited threshold cointegration and that commodity prices in different markets may persistently diverge. Here, a multivariate approach is used to test for threshold cointegration and nonlinear cointegration. The results suggest that departures from the law of one price do not persist indefinitely.
article type	research-article
is part of this journal	Journal of Farm Economics/Canadian Journal of Agricultural Economics

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