Threshold Cointegration and Nonlinear Adjustment to the Law of One Price

Ming Lo (ming.lo@metrostate.edu) and Eric Zivot

Working Papers from University of Washington, Department of Economics

Date: 1999-11
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (19)

Downloads: (external link)
http://www.econ.washington.edu/user/ezivot/papers/mtar_all.pdf (application/pdf)
Our link check indicates that this URL is bad, the error code is: 404 Not Found (http://www.econ.washington.edu/user/ezivot/papers/mtar_all.pdf [301 Moved Permanently]--> https://www.econ.washington.edu/user/ezivot/papers/mtar_all.pdf [302 Found]--> https://econ.washington.edu/user/ezivot/papers/mtar_all.pdf)

Related works:
Working Paper: Threshold Cointegration and Nonlinear Adjustment to the Law of One Price (1999)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:udb:wpaper:0030

Access Statistics for this paper

More papers in Working Papers from University of Washington, Department of Economics Contact information at EDIRC.
Bibliographic data for series maintained by Michael Goldblatt (econo@u.washington.edu).