Cointegration and Forward and Spot Exchange Rate Regressions
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Bibliographic InfoPaper provided by University of Washington, Department of Economics in its series Working Papers with number 0069.
Date of creation: Jun 1998
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- Chinn, Menzie D. & Meredith, Guy, 2000. "Testing uncovered interest parity at short and long horizons," HWWA Discussion Papers 102, Hamburg Institute of International Economics (HWWA).
- Chigira, Hiroaki, 2006.
"A test of serial independence of deviations from cointegrating relations,"
Elsevier, vol. 92(1), pages 52-57, July.
- Hiroaki Chigira, 2005. "A Test of Serial Independence of Deviations from Cointegrating Relations," Hi-Stat Discussion Paper Series d04-69, Institute of Economic Research, Hitotsubashi University.
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