FURTHER RESULTS ON UNIT ROOTS AND THE COINTEGRABILITY OF DAILY SPOT AND FORWARD EXCHANGE RATES

Richard Baillie and Tim Bollerslev

Working Papers from Michigan State - Econometrics and Economic Theory

Keywords: exchange rate; testing (search for similar items in EconPapers)
Pages: 26 pages
Date: 1988
References: Add references at CitEc
Citations: View citations in EconPapers (1)

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:fth:mistet:8715

Access Statistics for this paper

More papers in Working Papers from Michigan State - Econometrics and Economic Theory MICHIGAN STATE UNIVERSITY, DEPARTMENT OF ECONOMICS, EAST LANSING MICHIGAN 48824 U.S.A.. Contact information at EDIRC.
Bibliographic data for series maintained by Thomas Krichel ().