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Cointegration and forward and spot exchange rate regressions

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  • Zivot, Eric

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  • Zivot, Eric, 2000. "Cointegration and forward and spot exchange rate regressions," Journal of International Money and Finance, Elsevier, vol. 19(6), pages 785-812, December.
  • Handle: RePEc:eee:jimfin:v:19:y:2000:i:6:p:785-812
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