Cointegration, Fractional Cointegration, and Exchange RAte Dynamics

Richard Baillie and Tim Bollerslev

Working Papers from Michigan State - Econometrics and Economic Theory

Keywords: exchange rate; econometrics; econometric models (search for similar items in EconPapers)
Pages: 9 pages
Date: 1993
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Journal Article: Cointegration, Fractional Cointegration, and Exchange Rate Dynamics (1994)
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