مرکز منطقه ای اطلاع رساني علوم و فناوري - Term structure linkages surrounding the Plaza and Louvre accords: Evidence from Euro-rates and long-memory components

Title of article :

Term structure linkages surrounding the Plaza and Louvre accords: Evidence from Euro-rates and long-memory components

Author/Authors :

Ajay Patel، نويسنده , , Gary L. Shoesmith، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2004

Pages :

From page :

2051

To page :

2075

Keywords :

Long-memory components , Common factors , cointegration , Error correction , Eurocurrencyrates

Journal title :

Journal of Banking and Finance

Serial Year :

2004

Journal title :

Journal of Banking and Finance

Record number :

193633

Link To Document :