Open AccessCausal relationship testing with applications to exchange rates
Author(s) -
Tim Brailsford,
Jack H.W. Penm,
R. Deane Terrell
Publication year - 2008
Publication title -
international journal of electronic finance
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.109
H-Index - 18
eISSN - 1746-0077
pISSN - 1746-0069
DOI - 10.1504/ijef.2008.016884
Subject(s) - purchasing power parity , error correction model , econometrics , economics , exchange rate , causality (physics) , series (stratigraphy) , cointegration , monetary economics , quantum mechanics , physics , paleontology , biology
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