Beyond co-integration : new tools for inference on co-movements

Karim M. Abadir and Gabriel Talmain

Year of publication:	2024
Authors:	Abadir, Karim Maher ; Talmain, Gabriel
Published in:	Journal of financial econometrics. - Oxford : Oxford University Press, ISSN 1479-8417, ZDB-ID 2065613-0. - Vol. 22.2024, 4, p. 839-867
Subject:	auto-correlation functions \| co-movements \| currency trading strategies \| efficient market hypothesis \| exchange rates \| forward-premium puzzle \| long memory \| macroeconomic and aggregate financial series \| micro-founded general equilibrium \| persistent cycles \| uncovered interest parity \| Wechselkurs \| Exchange rate \| Zeitreihenanalyse \| Time series analysis \| Zinsparität \| Interest rate parity \| Theorie \| Theory \| Effizienzmarkthypothese \| Efficient market hypothesis \| Volatilität \| Volatility \| Allgemeines Gleichgewicht \| General equilibrium \| Korrelation \| Correlation \| Finanzmarkt \| Financial market

Type of publication:	Article
Type of publication (narrower categories):	Aufsatz in Zeitschrift ; Article in journal
Language:	English
Other identifiers:	10.1093/jjfinec/nbad010 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10015338755