Cointegration and joint efficiency of international commodity markets

Quarterly Review of Economics and Finance

Volumn 39, Issue 2, 1999, Pages 213-231

  Hassapis, Christis ^a   Kalyvitis, Sarantis ^a   Pittis, Nikitas ^a,b  

^a UNIVERSITY OF CYPRUS   (Cyprus)

^b Union Bank of Switzerland   (Switzerland)

Author keywords

Cointegration; Joint semi strong efficiency; Vector autoregression; Vector martingale

Indexed keywords

EID: 0043096902     PISSN: 10629769     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1062-9769(99)00012-5     Document Type: Article

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