Nonlinear adjustment in the forward premium : evidence from a threshold unit root test
Sofiane H. Sekioua
| Year of publication: |
2006
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|---|---|
| Authors: | Sekioua, Sofiane H. |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 15.2006, 2, p. 164-183
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| Subject: | Derivat | Derivative | Risikoprämie | Risk premium | Einheitswurzeltest | Unit root test | Theorie | Theory | Industrieländer | Industrialized countries |
| 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/10003334377