Testing PPP by means of ZNZ patterned VECM
Year of publication: |
2008
|
---|---|
Authors: | Brailsford, Timothy J. ; Penm, Jack H. W. ; Terrell, R. D. |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 11.2008, 4, p. 345-362
|
Subject: | VAR-Modell | VAR model | Internationaler Finanzmarkt | International financial market | Wechselkurs | Exchange rate |
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