Testing for cointegration with threshold effect between...

Testing for cointegration with threshold effect between stock prices and exchange rates in Japan and Taiwan

Hwey-Yun Yau, Chien-Chung Nieh
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Volume:
21
Year:
2009
Language:
english
Pages:
9
DOI:
10.1016/j.japwor.2008.09.001
File:
PDF, 414 KB
english, 2009
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