Author:
Lin Yan-Xia,McCrae Michael,M. Gulati Chandra
Subject
Economics and Econometrics,Finance
Reference39 articles.
1. Purchasing power parity in the long run;Abuaf;Journal of Finance,1990
2. Common stochastic trends in a system of exchange rates;Baillie;Journal of Finance,1989
3. The message in daily exchange rates: a conditional, variance tale;Baillie;Journal of Business and Economic Statistics,1989
4. Banerjee, A., Dolado, J., Galbraith, J.W., Hendry, D.F., 1993. Cointegration, Error-Correction and the Econometric Analysis of Non-Stationary Data. Oxford University Press, Oxford.
5. Empirical tests of mean-reversion in real ex change rates: a survey;Bleaney;Bulletin of Economic Research,1995
Cited by
3 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