Using a VECM to test exogeneity and forecastability in the PPP condition

Applied Financial Economics

Volumn 7, Issue 1, 1997, Pages 87-95

  Norrbin, Stefan C ^a   Reffett, Kevin L ^b   Yaohua, J I ^a  

^a FLORIDA STATE UNIVERSITY   (United States)

^b ARIZONA STATE UNIVERSITY   (United States)

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EID: 0001934306     PISSN: 09603107     EISSN: None     Source Type: Journal    
DOI: 10.1080/096031097333871     Document Type: Article

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