Work

Multivariate unit root tests of the PPP hypothesis

Year: 1999

Type: article

Source: Journal of Empirical Finance

DOI: 10.1016/s0927-5398(99)00011-0

Authors: Renato Flôres, Philippe Jorion, Pierre-Yves Preumont, Ariane Szafarz

Institutions: Université Libre de Bruxelles, University of California, Irvine

Language: English

Topic: Monetary Policy and Economic Impact

Subfield: General Economics, Econometrics and Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1982806218

FWCI: 5.211

Cites: 34

Cited by: 49

Related to: 10