A multivariate cointegration analysis of interest rates in the Eurocurrency market
| Year of publication: |
1997
|
|---|---|
| Authors: | Bremnes, Helge ; Gjerde, Øystein ; Saettem, Frode |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 8720149. - Vol. 16.1997, 5, p. 767-778
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