The EMBI in Latin America: Fractional integration,...

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Finance Research Letters 2017 / 6

The EMBI in Latin America: Fractional integration, non-linearities and breaks

Caporale, Guglielmo Maria, Carcel, Hector, Gil-Alana, Luis
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Language:
english
Journal:
Finance Research Letters
DOI:
10.1016/j.frl.2017.06.014
Date:
June, 2017
File:
PDF, 757 KB
english, 2017
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