A covariate residual-based cointegration test applied to the CDS-bond basis (Q1695564)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A covariate residual-based cointegration test applied to the CDS-bond basis |
scientific article |
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A covariate residual-based cointegration test applied to the CDS-bond basis (English)
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7 February 2018
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cointegration
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stationary covariates
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local asymptotic power
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CDS basis
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