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~person:"Keddad, Benjamin"
~person:"Peel, David"
~person:"Stein, Jerome L."
~person:"Égert, Balázs"
~source:"repec"
~subject:"Fractional cointegration"
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Fractional cointegration
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Keddad, Benjamin
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de Truchis, Gilles
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Southeast Asian monetary integration: New evidences from fractional cointegration of real exchange rates
de Truchis, Gilles
;
Keddad, Benjamin
- In:
Journal of International Financial Markets, …
26
(
2013
)
C
,
pp. 394-412
This paper examines generalized
purchasing
power
parity
theory (G-PPP) among the ASEAN-5 countries. Implementing both …
Persistent link: https://www.econbiz.de/10010702765
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