Threshold cointegration and nonlinear adjustment to the law of one price

Macroeconomic Dynamics

Volumn 5, Issue 4, 2001, Pages 533-576

  Lo, Ming Chien ^a   Zivot, Eric ^b  

^a UNIVERSITY OF VIRGINIA   (United States)

^b NONE

Author keywords

Cointegration; Law of One Price; Nonlinearities; Threshold Models

Indexed keywords

EID: 0035604461     PISSN: 13651005     EISSN: None     Source Type: Journal    
DOI: 10.1017/s1365100501023057     Document Type: Article

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