TY  - RPRT
AU  - García Hiernaux, Alfredo
AU  - Guerrero, David
PY  - 2011
UR  - https://hdl.handle.net/20.500.14352/49011
AB  - This paper provides a new, united, and flexible framework to measure and characterize convergence in prices. We formally define this notion and propose a model to represent a wide range of transition paths that converge to a common steady-state. Our...
LA  - eng
KW  - Price convergence
KW  - Cointegration
KW  - Law of one price.
TI  - Convergence and Cointegration
TY  - technical report
VL  - 2011
ER  -