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Irreducibility and Structural Cointegrating Relations: An Application to the G-7 Long-term Interest Rates
Barassi, M.R.
;
Caporale, G.M.
;
Hall, S.G.
- In:
International journal of finance & economics : IJFE
6
(
2001
)
2
,
pp. 127-138
Persistent link: https://www.econbiz.de/10007493392
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22
Testing for Causality-in-Variance: An Application to the East Asian Markets
Caporale, G.M.
;
Pittis, N.
;
Spagnolo, N.
- In:
International journal of finance & economics : IJFE
7
(
2002
)
3
,
pp. 235-246
Persistent link: https://www.econbiz.de/10007474525
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