Threshold Cointegration and Nonlinear Adjustment to the Law of One Price
| Year of publication: |
1999-11
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| Authors: | Lo, Ming Chien ; Zivot, Eric |
| Institutions: | Department of Economics, University of Washington |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Source: |
Persistent link: https://www.econbiz.de/10005657410