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Unit roots and Granger causality in the EMS interest rates: The German Dominance Hypothesis revisited
Hassapis, C., (1999)
Unit Roots versus Other Types of Time Heterogeneity, Parameter Time Dependence and Superexogeneity
Caporale, G.M., (2002)
Cointegration and predictability of asset prices
Caporale, G.M., (1998)