Multivariate Unit root Tests of the PPP Hypothesis
Renato Flôres,
Philippe Jorion,
Pierre-Yves Preumont and
Ariane Szafarz
ULB Institutional Repository from ULB -- Universite Libre de Bruxelles
Date: 1999
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Published in: Journal of Empirical Finance (1999) v.6 n° 4,p.335-353
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