Smooth transition effects in price transmission: The case of international wheat export prices

Atanu Ghoshray

doi:10.1016/j.econlet.2009.11.011

Smooth transition effects in price transmission: The case of international wheat export prices

Atanu Ghoshray

Department of Economics

Research output: Contribution to journal › Article › peer-review

8 Citations (SciVal)

Abstract

International wheat prices are tested for cointegration allowing for exponential smooth transition adjustment. The results suggest that owing to transactions costs, it is plausible that arbitrage will be greater, the further the prices deviate from each other.

Original language	English
Pages (from-to)	169-171
Number of pages	3
Journal	Economics Letters
Volume	106
Issue number	3
DOIs	https://doi.org/10.1016/j.econlet.2009.11.011
Publication status	Published - Mar 2010

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title = "Smooth transition effects in price transmission: The case of international wheat export prices",

abstract = "International wheat prices are tested for cointegration allowing for exponential smooth transition adjustment. The results suggest that owing to transactions costs, it is plausible that arbitrage will be greater, the further the prices deviate from each other.",

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Smooth transition effects in price transmission: The case of international wheat export prices

Abstract

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