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Zero-non-zero patterned vector error correction modeling for I(2) cointegrated time series with applications in testing PPP and stock market relationships
Brailsford, T. J., (2005)
AN ANALYSIS OF ASIAN MARKET INTEGRATION PRE- AND POST-CRISIS
BRAILSFORD, T. J., (2006)
Testing for purchasing power parity and efficiency in the Taiwan foreign exchange market
Penm, Jammie H., (1995)