• Title of article

    Cointegration and predictability of asset prices

  • Author/Authors

    G. M. Caporale، نويسنده , , N. Pittis، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 1998
  • Pages
    13
  • From page
    441
  • To page
    453
  • Keywords
    Cointegration , Market efficiency , Unprcdictability , Granger causality , Long-runcausality
  • Journal title
    Journal of International Money and Finance
  • Serial Year
    1998
  • Journal title
    Journal of International Money and Finance
  • Record number

    191154