• Title of article

    Fractional cointegration and real exchange rates

  • Author/Authors

    Guglielmo Maria Caporale، نويسنده , , Luis A. Gil-Alana، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2004
  • Pages
    14
  • From page
    327
  • To page
    340
  • Keywords
    Fractional cointegration , Real exchange rates , Fractional integration
  • Journal title
    Review of Financial Economics
  • Serial Year
    2004
  • Journal title
    Review of Financial Economics
  • Record number

    231296