Multivariate Unit root Tests of the PPP Hypothesis
| Year of publication: |
1999
|
|---|---|
| Authors: | Szafarz, Ariane ; Flôres, Renato ; Jorion, Philippe ; Preumont, Pierre-Yves |
| Institutions: | Solvay Brussels School of Economics and Management, Université Libre de Bruxelles |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | Published in: Journal of Empirical Finance (1999) v.6 n° 4,p.335-353 |
| Source: |
Persistent link: https://www.econbiz.de/10008590023