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About this Economics, Econometrics and Finance article
Cointegration Tests of the Fisher Hypothesis with Variable Trends in the World Real Interest Rate by Jack Strauss and Dek Terrell is a Economics, Econometrics and Finance article available to read on EtoBox.
It is typically read by researchers, students, and practitioners in Economics, Econometrics and Finance.
- Author
- Jack Strauss and Dek Terrell
- Publisher
- Southern Economic Assocation; Wiley (Blackwell Publishing); Wiley-Blackwell; Wiley; JSTOR (ISSN 0038-4038)
- Published
- 1995
- Language
- EN
- Field
- Economics, Econometrics and Finance (Social Sciences)