Cointegration and joint efficiency of international commodity markets
Christis Hassapis; Sarantis Kalyvitis; Nikitas Pittis
| Year of publication: |
1999
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|---|---|
| Authors: | Hassapis, Christis ; Kalyvitēs, Sarantēs ; Pittis, Nikitas |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 39.1999, 2, p. 213-231
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| Subject: | Kaufkraftparität | Purchasing power parity | US-Dollar | US dollar | Effizienzmarkthypothese | Efficient market hypothesis | Kointegration | Cointegration | VAR-Modell | VAR model | Japan | Deutschland | Germany | Großbritannien | United Kingdom | 1975-1994 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The quarterly review of economics and finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001433892