Title of article
Term structure linkages surrounding the Plaza and Louvre accords: Evidence from Euro-rates and long-memory components
Author/Authors
Ajay Patel، نويسنده , , Gary L. Shoesmith، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2004
Pages
25
From page
2051
To page
2075
Keywords
Long-memory components , Common factors , cointegration , Error correction , Eurocurrencyrates
Journal title
Journal of Banking and Finance
Serial Year
2004
Journal title
Journal of Banking and Finance
Record number
193633
Link To Document