Multivariate unit root tests of the PPP hypothesis
| Year of publication: |
1999
|
|---|---|
| Authors: | Flores, Renato ; Jorion, Philippe ; Preumont, Pierre-Yves ; Szafarz, Ariane |
| Published in: |
Journal of Empirical Finance. - Elsevier, ISSN 0927-5398. - Vol. 6.1999, 4, p. 335-353
|
| Publisher: |
Elsevier |