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Spot and Futures Prices and the Law of One Price
13 references·13 citing·41 second hop
Spot and Futures Prices and the Law of One Price (1983)Spot and Futures Prices and the Law of On…The Economics of Exchange Rates (2004)The Economics of Exchange Rat…International finance and trade (1979)International finance and tra…Some empirical evidence on commodity arbitrage and the law of one price (1978)Some empirical evidence on co…Purchasing power parity under fixed and flexible exchange rates (1978)Purchasing power parity under…The Theory of Flexible Exchange Rate Regimes and Macroeconomic Policy (1977)The Theory of Flexible Exchan…The monetary approach to the balance of payments (1977)The monetary approach to the …Price Behavior in the Light of Balance of Payments Theories (1977)Price Behavior in the Light o…The Theory of Flexible Exchange Rate Regimes and Macroeconomic Policy (1976)The Theory of Flexible Exchan…The Purchasing-Power-Parity Theory of Exchange Rates: A Review Article (Theorie de la parite des pouvoirs d'achat des taux de change: une etude) (La teoria de los tipos de cambio basados en la paridad del poder adquisitivo: Articulo de repaso) (1976)The Purchasing-Power-Parity T…The Monetary Approach to the Balance of Payments. (1976)The Monetary Approach to the …How Far Can We Push The "Law of One Price"? (1976)How Far Can We Push The "Law …Purchasing Power Parity As An Explanation of Long-Term Changes In Exchange Rates (1970)Purchasing Power Parity As An…Abnormal Deviations in International Exchanges (1918)Abnormal Deviations in Intern…Return and volatility transmission between China's and international crude oil futures markets: A first look (2020)Return and volatility transmi…Fighting Uncertainty with Uncertainty (2015)Fighting Uncertainty with Unc…Market efficiency in the European carbon markets (2013)Market efficiency in the Euro…Trade Costs and Deviations from the Law of One Price (2010)Trade Costs and Deviations fr…Determinants of Agricultural and Mineral Commodity Prices (2010)Determinants of Agricultural …Price Dynamics in the International Wheat Market: Modeling with Error Correction and Directed Acyclic Graphs (2003)Price Dynamics in the Interna…Spatial Market Integration: Definition, Theory, and Evidence (1996)Spatial Market Integration: D…A dynamic general equilibrium analysis of deviations from the laws of one price (1995)A dynamic general equilibrium…THE LAW OF ONE PRICE REVISITED: NEW EVIDENCE ON THE BEHAVIOR OF INTERNATIONAL PRICES (1994)THE LAW OF ONE PRICE REVISITE…Purchasing power parity yet again: evidence from spatially separated commodity markets (1994)Purchasing power parity yet a…Commodity prices, exchange rates and their relative volatility (1990)Commodity prices, exchange ra…Currency Risk and Relative Price Risk (1984)Currency Risk and Relative Pr…What does purchasing power parity mean? (1983)What does purchasing power pa…Domestic Financial Policies under Fixed and under Floating Exchange Rates (Politiques finacierieures interieures avec un systeme de taux de change fixe et avec un systeme de taux de change fluctuant) (Politica financiera interna bajo sistemas de tipos de cambio fijos o de tipos de cambio fluctuantes) (1962)Domestic Financial Policies Under Fixed and Under Floating Exchange Rates (1962)Política financiera interna bajo sistemas de tipos de cambio fijos o de tipos de cambio fluctuantes (1962)Spot rates, forward rates and exchange market efficiency (1977)Asset Markets, Exchange Rates and the Balance of Payments (1984)Time-Varying Parameters and the Out-of-Sample Forecasting Performance of Structural Exchange Rate Models (1987)The Purchasing-Power Parity Doctrine: A Reappraisal (1964)Theoretical Notes on Trade Problems (1964)A Model of Exchange Rate Dynamics (1982)International Comparisons of Real Product, 1820–1990: An Alternative Data Set (2000)A Monetary History of the United States, 1867-1960 (2017)Expectations and Exchange Rate Dynamics (1976)Does the Law of One Price Really Hold for Commodity Prices? (1989)Transfer Costs, Spatial Arbitrage, and Testing for Food Market Integration (1997)Spatial price transmission and asymmetry in the Ghanaian maize market (2000)On the Theory of Economic Policy (1952)The monetary dynamics of hyperinflation (1956)A Monetary Model of Exchange Market Pressure Applied to the Post-War Canadian Experience (1976)A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence (1977)The Exchange Rate, The Balance Of Payments and Monetary and Fiscal Policy Under A Regime of Controlled Floating (1977)An empirical examination of long-run purchasing power parity using cointegration techniques (1988)A Monetary Approach to Balance-of-Payments Analysis (1974)Some doubts about the efficacy of monetary policy under flexible exchange rates (1975)Floating exchange rates, expectations and new information (1983)Special Exchange Rates for Capital Account Transactions (1986)A Cross‐Validation Analysis of Neural Network Out‐of‐Sample Performance in Exchange Rate Forecasting (1999)A model of international asset pricing (1981)Nominal exchange rate regimes and the behavior of real exchange rates: Evidence and implications (1986)Distribution costs and real exchange rate dynamics during exchange-rate-based stabilizations (2003)Conditional variance and the risk premium in the foreign exchange market (1985)The econometric analysis of models with risk terms (1988)Banking on currency forecasts: How predictable is change in money? (1995)Purchasing Power Parity (1985)Exchange Rate Pass-Through in the 1980s: The Case of U.S. Imports of Manufactures (1989)What Determines Real Exchange Rates? The Long and the Short of It (1999)Sharing rules and equilibrium in an international capital market under uncertainty (1976)The Exchange Rate in the Presence of Transaction Costs: Implications for Tests of Purchasing Power Parity (1995)Purchasing Power Parity and the Real Exchange Rate (2002)DO DEVALUATIONS IMPROVE THE TRADE BALANCE? THE EVIDENCE REVISITED (1989)The IMF Approach to Economic Stabilization (1999)The early modern great divergence: wages, prices and economic development in Europe and Asia, 1500–1800 1 (2005)
this work references cited by second hop

References

  • 1977The monetary approach to the balance of payments672 cited
  • 1976How Far Can We Push The "Law of One Price"?564 cited
  • 1918Abnormal Deviations in International Exchanges563 cited
  • 2004The Economics of Exchange Rates435 cited
  • 1976The Purchasing-Power-Parity Theory of Exchange Rates: A Review Article (Theorie de la parite des pouvoirs d'achat des taux de change: une etude) (La teoria de los tipos de cambio basados en la paridad del poder adquisitivo: Articulo de repaso)325 cited
  • 1978Some empirical evidence on commodity arbitrage and the law of one price296 cited
  • 1977The Theory of Flexible Exchange Rate Regimes and Macroeconomic Policy251 cited
  • 1977Price Behavior in the Light of Balance of Payments Theories250 cited
  • 1976The Monetary Approach to the Balance of Payments.183 cited
  • 1976The Theory of Flexible Exchange Rate Regimes and Macroeconomic Policy162 cited
  • 1979International finance and trade161 cited
  • 1978Purchasing power parity under fixed and flexible exchange rates146 cited
  • 1970Purchasing Power Parity As An Explanation of Long-Term Changes In Exchange Rates82 cited

Cited by

  • 2003Price Dynamics in the International Wheat Market: Modeling with Error Correction and Directed Acyclic Graphs162 cited

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  • 1996Spatial Market Integration: Definition, Theory, and Evidence105 cited
  • 2020Return and volatility transmission between China's and international crude oil futures markets: A first look102 cited
  • 2010Determinants of Agricultural and Mineral Commodity Prices97 cited
  • 2013Market efficiency in the European carbon markets79 cited
  • 1994Purchasing power parity yet again: evidence from spatially separated commodity markets45 cited
  • 1983What does purchasing power parity mean?32 cited
  • 1995A dynamic general equilibrium analysis of deviations from the laws of one price21 cited
  • 1984Currency Risk and Relative Price Risk20 cited
  • 1994THE LAW OF ONE PRICE REVISITED: NEW EVIDENCE ON THE BEHAVIOR OF INTERNATIONAL PRICES19 cited
  • 1990Commodity prices, exchange rates and their relative volatility18 cited
  • 2010Trade Costs and Deviations from the Law of One Price12 cited
  • 2015Fighting Uncertainty with Uncertainty3 cited