Stochastic trends and cointegration in the market for equities

Journal of Economics and Business

Volumn 51, Issue 2, 1999, Pages 133-143

  Ackert, Lucy F ^a   Racine, M D ^b  

^a FEDERAL RESERVE BANK OF ATLANTA   (United States)

^b NONE

Author keywords

Cointegration; Cost of carry; Equity

Indexed keywords

EID: 15844377491     PISSN: 00129933     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0148-6195(98)00031-9     Document Type: Article

References (8)

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