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~isPartOf:"Computational methods in financial engineering : essays in honour of Manfred Gilli"
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Computational methods in financial engineering : essays in honour of Manfred Gilli
Research Papers by the Institute of Economics and Econometrics, Geneva School of Economics and Management, University of Geneva
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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
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