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subject:"Estimation"
subject:"Japan"
~accessRights:"restricted"
~isPartOf:"Economics letters"
~isPartOf:"Journal of international money and finance"
~person:"Kapetanios, George"
~subject:"Germany"
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Estimation
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Cointegration
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Kapetanios, George
Babaei, Hamid
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Economics letters
Journal of international money and finance
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ECONIS (ZBW)
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A new test for market efficiency and uncovered interest parity
Baillie, Richard
;
Diebold, Francis X.
;
Kapetanios, George
; …
- In:
Journal of international money and finance
130
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014248790
Saved in:
2
Time-varying cointegration with an application to the UK Great Ratios
Kapetanios, George
;
Millard, Stephen Patrick
;
Petrova, …
- In:
Economics letters
193
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012509073
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