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Nonlinear adjustment in the forward premium: evidence from a threshold unit root test

✍ Scribed by Sofiane H. Sekioua

Book ID: 113664115
Publisher: Elsevier Science
Year: 2006
Tongue: English
Weight: 198 KB
Volume: 15
Category: Article
ISSN: 1059-0560
DOI: 10.1016/j.iref.2004.08.002

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