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Nonlinear PPP deviations : a Monte Carlo investigation of their unconditional half-life
Lo, Ming Chien, (2008)
Threshold cointegration and nonlinear adjustment to the law of one price
Lo, Ming Chien, (2001)
Is the response of output to monetary policy asymmetric? : Evidence from a regime-switching coefficients model
Lo, Ming Chien, (2003)