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Modelling the FF/MM rate by threshold cointegration analysis.

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Bibliographic Details
Title: Modelling the FF/MM rate by threshold cointegration analysis.
Authors: Baghli, Mustapha1 (AUTHOR) baghli@ehess.univ-mrs.fr
Source: Applied Economics. 4/10/2004, Vol. 36 Issue 6, p533-548. 16p. 8 Charts, 13 Graphs.
Database: Business Source Ultimate
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Description
ISSN:00036846
DOI:10.1080/0003684042000217580