1998•Journal of International Money and FinanceRequires access

Cointegration and predictability of asset prices

Guglielmo Maria Caporale, Nikitas Pittis

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Key concepts: Predictability, Cointegration, Economics, Inefficiency, Econometrics, Asset (computer security), Bivariate analysis, Capital asset pricing model

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Cointegration and predictability of asset prices — Research Paper | ScholarLens