Bivariate Cointegration Among European Monetary System Exchange Rates
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Bibliographic InfoPaper provided by Department of Economics, Florida State University in its series Working Papers with number 1993_07_06.
Length: 16 pages
Date of creation: 1993
Date of revision:
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- Chan, Kam C. & Norrbin, Stefan C. & Lai, Pikki, 1997.
"Are stock and bond prices collinear in the long run?,"
International Review of Economics & Finance,
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- David Bernstein, 2000. "Generalized purchasing power parity and the case of the European Union as a successful currency area," Atlantic Economic Journal, International Atlantic Economic Society, vol. 28(4), pages 385-395, December.
- Yann Schorderet, 2003. "Asymmetric Cointegration," Research Papers by the Department of Economics, University of Geneva 2003.01, Département des Sciences Économiques, Université de Genève.
- Yann Schorderet, 2002. "A Nonlinear Generalization of Cointegration : A Note on Hidden Cointegration," Research Papers by the Department of Economics, University of Geneva 2002.03, Département des Sciences Économiques, Université de Genève.
- Kühl, Michael, 2007. "Cointegration in the foreign exchange market and market efficiency since the introduction of the Euro: Evidence based on bivariate cointegration analyses," Center for European, Governance and Economic Development Research Discussion Papers 68, University of Goettingen, Department of Economics.
- S. Zhou, 2003. "Evidence on the stationarity of ERM exchange rates," Applied Economics Letters, Taylor & Francis Journals, vol. 10(4), pages 231-233.
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