Macroeconomic fundamentals and exchange rates : a non-parametric cointegration analysis
Year of publication: |
2005
|
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Authors: | Davradakis, Emmanuel |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 15.2005, 7, p. 439-446
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Subject: | Wechselkurs | Exchange rate | Zeitreihenanalyse | Time series analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Kointegration | Cointegration |
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