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

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

ISSN: 1059-0560

Argitalpen urtea: 2020

Alea: 69

Orrialdeak: 124-137

Mota: Artikulua

DOI: 10.1016/J.IREF.2020.03.011 GOOGLE SCHOLAR
Datuen iturria: Scopus