The EHTS and the persistence in the spread reconsidered. A fractional cointegration approach
- Vides, J.C.
- Golpe, A.A.
- Iglesias, J.
Revue:
International Review of Economics and Finance
ISSN: 1059-0560
Année de publication: 2020
Volumen: 69
Pages: 124-137
Type: Article