An encompassing test of real interest rate equalization
Year of publication: |
2008
|
---|---|
Authors: | Smallwood, Aaron D. ; Norrbin, Stefan C. |
Published in: |
Review of international economics. - Oxford : Wiley-Blackwell, ISSN 0965-7576, ZDB-ID 1161757-3. - Vol. 16.2008, 1, p. 114-126
|
Subject: | Realzins | Real interest rate | Zinsparität | Interest rate parity | ARMA-Modell | ARMA model | USA | United States | Kanada | Canada | Europa | Europe |
-
Real interest rate parity new measures and tests
Miller Dutton, Marilyn, (1993)
-
International linkages between short-term real interest rates
Fujihara, Roger Arnold, (1996)
-
Has international financial integration increased?
Goldberg, Lawrence G., (2003)
- More ...
-
Generalized long memory processes, failure of cointegration tests and exchange rate dynamics
Norrbin, Stefan C., (2006)
-
Estimating cointegrating vectors using near unit root variables
Smallwood, Aaron D., (2004)
-
Generalized long memory and mean reversion of the real exchange rate
Norrbin, Stefan C., (2010)
- More ...