مرکز منطقه ای اطلاع رساني علوم و فناوري - Fractional cointegration and real exchange rates

Title of article :

Fractional cointegration and real exchange rates

Author/Authors :

Guglielmo Maria Caporale، نويسنده , , Luis A. Gil-Alana، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2004

Pages :

From page :

327

To page :

340

Keywords :

Fractional cointegration , Real exchange rates , Fractional integration

Journal title :

Review of Financial Economics

Serial Year :

2004

Journal title :

Review of Financial Economics

Record number :

231296

Link To Document :