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Computational methods in financial engineering : essays in honour of Manfred Gilli
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Testing uncovered interest rate parity and term structure using multivariate threshold cointegration
Krishnakumar, Jayalakshmi
;
Neto, David
- In:
Computational methods in financial engineering : essays …
,
(pp. 191-210)
.
2008
Persistent link: https://www.econbiz.de/10003669639
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