Testing uncovered interest rate parity and term structure using a three-regime threshold unit root VECM : an application to the Swiss "Isle" of interest rates
Year of publication: |
2012
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Authors: | Krishnakumar, Jayalakshmi ; Neto, David |
Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 215159-5. - Vol. 74.2012, 2, p. 180-202
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Subject: | Zinsparität | Interest rate parity | Zinsstruktur | Yield curve | Kointegration | Cointegration | Schweiz | Switzerland |
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