Unit-root tests and excess returns
By: by Marie-Josee Godbout and Simon van Norden.
Contributors: Van Norden, Simon.; Bank of Canada.
Series: Working paper -- 96-10; Working paper (Bank of Canada) -- 96-10
Publisher: Bank of Canada
Published: 1996
Place of publication: Ottawa
Language: eng
Number of pages: 28
Subjects: Banks and banking -- Canada -- Econometric models.; Foreign exchange -- Mathematical models.
Notes: Includes summary in French.

"FB3-2/96-10E"

Includes bibliographical references: p. 26-28.