Reconsidering cointegration in international finance : three case studies of size distortion in finite samples / Marie-Josée Godbout and Simon van Norden. (Working paper)

Reconsidering cointegration in international finance : three case studies of size distortion in finite samples / Marie-Josée Godbout and Simon van Norden.

(Working paper)

Call No. (NDL): DE146-A50
Bibliographic ID of National Diet Library: 000003254242

Material type: 図書

Author: Godbout, Marie-Josée.ほか

Publisher: Bank of Canada

Publication date: 1997.

Material Format: Paper

Capacity, size, etc.: 27 p. : ill. ; 28 cm.

NDC: -

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Notes on use

Note (General)：: Abstract in English and French.Bibliography: p. 25-27.

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Paper

Material Type: 図書
ISBN: 0662253140
ISSN (series): 1192-5434
Title: Reconsidering cointegration in international finance : three case studies of size distortion in finite samples / Marie-Josée Godbout and Simon van Norden.
Series Title: Working paper
Author/Editor (Series Title): Banque du Canada
97-1
Author Heading: Godbout, Marie-Josée.
Norden, Simon van.
Bank of Canada.
Publication, Distribution, etc.: Ottawa : Bank of Canada
Publication Date: 1997.
Publication Date (W3CDTF): 1997
Extent: 27 p. : ill. ; 28 cm.
Place of Publication (Country Code): CA
Text Language Code: eng
Subject Heading: 外国為替. Gaikokukawase.
変動為替相場. Hendokawasesoba.
経済モデル. Keizaimoderu.
NDLC: DE146
Note (General): Abstract in English and French.
Bibliography: p. 25-27.
Holding library: 国立国会図書館
Call No.: DE146-A50
Data Provider (Database): 国立国会図書館 : 国立国会図書館蔵書
https://ndlsearch.ndl.go.jp
Bibliographic ID (NDL): 000003254242
http://id.ndl.go.jp/bib/000003254242
Cataloging Rule: Anglo-American Cataloging Rules
Bibliographic Record Category (NDL): 211