Interdependence between exchange rates : evidence from multivariate fractional cointegration
Heni Boubaker and Lotfi Belkacem
| Year of publication: |
2010
|
|---|---|
| Authors: | Boubaker, Heni ; Belkacem, Lotfi |
| Published in: |
International journal of business. - Taichung, Taiwan : College of Management, Chaoyang University of Technology, ISSN 1083-4346, ZDB-ID 1315114-9. - Vol. 15.2010, 3, p. 255-270
|
| Subject: | Devisenmarkt | Foreign exchange market | Effizienzmarkthypothese | Efficient market hypothesis | Kointegration | Cointegration | Tunesien | Tunisia |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003993686