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Interest Parity, the Term Structure and Cointegration: an Integrated Approach
Georgoutsos, Dimitris,
COINTEGRATION TESTS OF THE MONETARY EXCHANGE RATE MODEL: THE CANADIAN-U.S. DOLLAR, 1970 - 1994
Diamantis, Panayiotis,
A MULTIVARIATE I(2) COINTEGRATION ANALYSIS OF GERMAN HYPERINFLATION
Georgoutsos, Dimitris, (2000)