Modelling the FF-MM rate by threshold cointegration analysis
Year of publication: |
2004
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Authors: |
Baghli, Mustapha
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Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 2801760. - Vol. 36.2004, 6, p. 533-548
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Type of publication: | Article
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Source: | |
Persistent link: https://www.econbiz.de/10007649960