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    Title :

    Threshold Cointegration and Nonlinear Adjustment to the Law of One Price


    Contributors:
    Lo, M. C. (author) / Zivot, E. (author)

    Published in:

    Publication date :

    2001-01-01


    Size :

    44 pages



    Type of media :

    Article (Journal)


    Type of material :

    Print


    Language :

    English


    Classification :

    DDC:    339



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