Cointegration and predictability of asset prices

Journal of International Money and Finance

Volumn 17, Issue 3, 1998, Pages 441-453

  Caporale, G M ^a   Pittis, N ^b,c  

^a LONDON BUSINESS SCHOOL   (United Kingdom)

^b UNIVERSITY OF CYPRUS   (Cyprus)

^c Union Bank of Switzerland   (Switzerland)

Author keywords

C32; Cointegration; F31; Granger causality; Long run causality; Market efficiency; Unpredictability

Indexed keywords

EID: 0032089264     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0261-5606(98)00015-1     Document Type: Article

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