Nonlinear dynamics in deviations from the law of one price: a broad-based empirical study

Author: Sarno L.   Taylor M.P.   Chowdhury I.  

Publisher: Elsevier

ISSN: 0261-5606

Source: Journal of International Money and Finance, Vol.23, Iss.1, 2004-02, pp. : 1-25

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