REGIME-SENSITIVE COINTEGRATION WITH AN APPLICATION TO INTEREST-RATE PARITY (Q4233484)

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scientific article; zbMATH DE number 1264551
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REGIME-SENSITIVE COINTEGRATION WITH AN APPLICATION TO INTEREST-RATE PARITY
scientific article; zbMATH DE number 1264551

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    REGIME-SENSITIVE COINTEGRATION WITH AN APPLICATION TO INTEREST-RATE PARITY (English)
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    22 April 1999
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    economic time series
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    regime-sensitive cointegration
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