The EHTS and the persistence in the spread reconsidered. A fractional cointegration approach

  1. Vides, J.C.
  2. Golpe, A.A.
  3. Iglesias, J.
Journal:
International Review of Economics and Finance

ISSN: 1059-0560

Year of publication: 2020

Volume: 69

Pages: 124-137

Type: Article

DOI: 10.1016/J.IREF.2020.03.011 GOOGLE SCHOLAR
Data source: Scopus