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Original Articles

The implications of cointegration in financial markets

Pages 263-265 | Published online: 05 Oct 2010

References

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  • Phylaktis , K. 1992 . Purchasing power parity and cointegration: the Greek evidence from the 1920s . Journal of International Money and Finance , 11 : 502 – 513 .
  • Sephton , P. S. and Larsen , H. K. 1991 . Tests of exchange market efficiency: fragile evidence from cointegration . Journal of International Money and Finance , 10 : 561 – 570 .

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