Short-term eurocurrency rate behavior and specifications of cointegrating processes

International Review of Economics and Finance

Volumn 9, Issue 2, 2000, Pages 157-179

  Chiang, Thomas C ^a   Kim, Doseong ^a  

^a DREXEL UNIVERSITY   (United States)

Author keywords

E43; Error correction model; Eurocurrency rate; F3; J test; Term structure of interest rates

Indexed keywords

EID: 0041727556     PISSN: 10590560     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1059-0560(99)00045-3     Document Type: Article

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