A semi-parametric study on dynamic linkages among international real interest rates
Year of publication: |
2023
|
---|---|
Authors: | You, Zhongyuan ; Goodwin, Barry K. ; Guney, Selin |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 86.2023, p. 215-229
|
Subject: | Generalized additive models | Real interest parity | Semi-parametric | Zinsparität | Interest rate parity | Realzins | Real interest rate | Nichtparametrisches Verfahren | Nonparametric statistics | Großbritannien | United Kingdom | Schätzung | Estimation | Deutschland | Germany | Japan | Zins | Interest rate | Schätztheorie | Estimation theory |
-
Nonlinear aspects of capital market integration and real interest rate equalization
Mancuso, Anthony J., (2003)
-
Simple vs. Generalized Interest Rate and Purchasing Power Parity Models of Exchange Rates
Mahdavi, Saeid, (1998)
-
Breitenbach, Marthinus C., (2020)
- More ...
-
Semi-Parametric generalized additive vector autoregressive models of spatial basis dynamics
Guney, Selin, (2019)
-
Goodwin, Barry K., (1996)
-
Multivariate cointegration tests and the law of one price in international wheat markets
Goodwin, Barry K., (1992)
- More ...