Open AccessRelative Price Volatility: What Role Does the Border Play
Author(s) -
Charles Engel,
John H. Rogers
Publication year - 1998
Publication title -
international finance discussion papers
Language(s) - English
Resource type - Journals
eISSN - 2767-4509
pISSN - 1073-2500
DOI - 10.17016/ifdp.1998.623
Subject(s) - volatility (finance) , economics , market segmentation , law of one price , border effect , market integration , work (physics) , financial market , international economics , econometrics , financial economics , monetary economics , price level , microeconomics , mid price , mechanical engineering , finance , engineering