Testing uncovered interest rate parity and term structure using three-regime threshold unit root VECM
Jaya Krishnakumar and David Neto
| Year of publication: |
2009
|
|---|---|
| Authors: | Krishnakumar, Jayalakshmi ; Neto, David |
| Publisher: |
Genève : Univ., Faculté des Sciences Economiques et Sociales, Dép. d'Econométrie |
| Subject: | Zinsparität | Interest rate parity | Kointegration | Cointegration | Zinsstruktur | Yield curve | Theorie | Theory | USA | United States | Schweiz | Switzerland |
| Extent: | Online-Ressource (PDF-Datei: 19, [1] S.) graph. Darst. |
|---|---|
| Series: | Cahiers du Département d'Econométrie. - Genève, ZDB-ID 2133885-1. - Vol. 2009,06 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | VECM = Vector error correction model Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003926957