Multivariate unit root tests of the PPP hypothesis

Renato Flores, Philippe Jorion, Pierre-Yves Preumont and Ariane Szafarz

Journal of Empirical Finance, 1999, vol. 6, issue 4, 335-353

Date: 1999
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Working Paper: Multivariate Unit root Tests of the PPP Hypothesis (1999)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:empfin:v:6:y:1999:i:4:p:335-353

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