Time-varying threshold cointegration and the law of one price
| Year of publication: |
2007
|
|---|---|
| Authors: | Park, Haesun ; Mjelde, James W. ; Bessler, David A. |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 2801760. - Vol. 39.2007, 7-9, p. 1091-1106
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