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- W2000827478 abstract "This paper employs a novel method to determine whether the prices of various types of coffee are co-integrated. In the spirit of Stigler's arbitrage definition of the market, an attempt is made to test whether all the prices co-integrate in pairs, implying that there is a single market for coffee. This test for co-integration is carried out using both linear and non-linear approaches. This finding demonstrates that the conclusions drawn from the linear and non-linear tests may be drastically different." @default.
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- W2000827478 date "2010-01-01" @default.
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- W2000827478 title "THE EXTENT OF THE WORLD COFFEE MARKET" @default.
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- W2000827478 doi "https://doi.org/10.1111/j.1467-8586.2009.00318.x" @default.
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