Cointegration analysis of the intensity of the ERM currencies under the European Monetary System

Journal of International Financial Markets, Institutions and Money

Volumn 9, Issue 4, 1999, Pages 393-405

  Woo, Kai Yin ^a  

^a Hong Kong Shue Yan College   (Hong Kong)

Author keywords

Intra zonal elasticity; Multivariate cointegration; Partial vector error correction

Indexed keywords

EID: 0033228137     PISSN: 10424431     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1042-4431(99)00016-5     Document Type: Article

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