Arbitrage, cointegration and efficiency in financial markets in the presence of financial crises

Authors
Fedderke, J Joao, M
Citation
J. Fedderke et M. Joao, Arbitrage, cointegration and efficiency in financial markets in the presence of financial crises, S AFR J EC, 69(3), 2001, pp. 366-384
Citations number
30
Categorie Soggetti
Economics
Journal title
SOUTH AFRICAN JOURNAL OF ECONOMICS
ISSN journal
00382280 → ACNP
Volume
69
Issue
3
Year of publication
2001
Pages
366 - 384
Database
ISI
SICI code
0038-2280(200109)69:3<366:ACAEIF>2.0.ZU;2-F