Author:
Aggarwal Raj,Simmons Walter
Subject
Economics and Econometrics,General Business, Management and Accounting
Reference45 articles.
1. Common stochastic trends among Asian exchange rates;Aggarwal;Review of Quantitative Finance and Accounting,1998
2. Mixed diffusion-jump process modeling of exchange rate movements;Akgiray;Review of Economics and Statistics,1988
3. Common stochastic trends in a system of exchange rates;Baillie;Journal of Finance,1989
4. Cointegration, fractional cointegration, and exchange rate dynamics;Baillie;Journal of Finance,1994
5. The foreign exchange market: Theory and econometric evidence;Baillie,1989
Cited by
2 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献