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: |
2014
|
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Authors: | Krishnakumar, Jaya |
Other Persons: | Neto, David (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Schweiz | Switzerland | Zinsparität | Interest rate parity | Zinsstruktur | Yield curve | Kointegration | Cointegration | Theorie | Theory | Zins | Interest rate | Schätzung | Estimation |
Extent: | 1 Online-Ressource (24 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Oxford Bulletin of Economics and Statistics, 74, 2 (2012) Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 2012 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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