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

Atanu Ghoshray

Research output: Contribution to journalArticle

6 Citations (Scopus)

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 languageEnglish
Pages (from-to)169-171
Number of pages3
JournalEconomics Letters
Volume106
Issue number3
DOIs
Publication statusPublished - Mar 2010

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