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ARBITRAGE, COINTEGRATION AND EFFICIENCY IN FINANCIAL MARKETS IN THE PRESENCE OF FINANCIAL CRISES
Author(s) -
Fedderke J,
Joao Michelle
Publication year - 2001
Publication title -
south african journal of economics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.502
H-Index - 31
eISSN - 1813-6982
pISSN - 0038-2280
DOI - 10.1111/j.1813-6982.2001.tb00018.x
Subject(s) - cointegration , arbitrage , citation , financial services , econometric analysis , analytics , economics , econometric model , financial market , finance , library science , political science , law , econometrics , computer science , data science