The EHTS and the persistence in the spread reconsidered. A fractional cointegration approach
- Vides, J.C.
- Golpe, A.A.
- Iglesias, J.
Revista:
International Review of Economics and Finance
ISSN: 1059-0560
Ano de publicación: 2020
Volume: 69
Páxinas: 124-137
Tipo: Artigo