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On Cointegration and Exchange Rate Dynamics
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Publications
On Cointegration and Exchange Rate Dynamics
On Cointegration and Exchange Rate Dynamics
FD
Francis X. Diebold
Francis X. Diebold
Javier Gardeazabal
Javier Gardeazabal
Kamil Yilmaz
Kamil Yilmaz
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1 June 1994
journal article
Published by
JSTOR
in
The Journal of Finance
Vol. 49
(2)
,
727-735
https://doi.org/10.2307/2329171
Abstract
No abstract available
Keywords
COINTEGRATION
EXERCISE
BATTERY
FORECASTING
BOLLERSLEV
DYNAMICS BAILLIE
MARTINGALE
EXCHANGE RATE
RATE DYNAMICS
Cited by 79 articles