On cointegration and exchange rate dynamics
By: Francis X. Diebold, Javier Gardeazabal, Kamil Yilmaz.
Contributors: Gardeazabal, Javier.; Yilmaz, Kamil.
Series: Economic research working paper series / Federal Reserve Bank of Philadelphia, Economic Research Division -- no.2; Economic research working paper (Federal Reserve Bank of Philadephia, Economic Research Division) -- no.2.
Publisher: Federal Reserve Bank of Philadelphia, Economic Research Division
Published: 1993
Place of publication: Philadelphia
Language: eng