SSRN Electronic Journal · 1998 · 144 citations · 13 references
Social SciencesEconomicsFinanceEconometricsFinancial EconometricsFinancial EconomicsCausal ForecastingCointegration AnalysisTime Series EconometricsCointegration In Interest RatesCointegration Rank DeterminationLong-run CausalityTime-varying Cointegration
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DERIVATIVE ASSET PRICING WITH TRANSACTION COSTS<sup>1</sup>
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