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THRESHOLD COINTEGRATION AND NONLINEAR ADJUSTMENT TO THE LAW OF ONE PRICE
Lo, Ming Chien, Zivot, EricVolume:
5
Language:
english
Journal:
Macroeconomic Dynamics
DOI:
10.1017/S1365100501023057
Date:
September, 2001
File:
PDF, 367 KB
english, 2001