Fractional cointegration and the term structure
Year of publication: |
2004
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Authors: | Lardic, Sandrine ; Mignon, Valérie |
Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 5193941. - Vol. 29.2004, 4, p. 723-736
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