Does the real interest parity hypothesis hold? : Evidence for developed and emerging markets
Year of publication: |
2007
|
---|---|
Authors: | Ferreira, Alex Luiz ; León-Ledesma, Miguel A. |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 26.2007, 3, p. 364-382
|
Subject: | Zinsparität | Interest rate parity | Realzins | Real interest rate | Marktintegration | Market integration | Einheitswurzeltest | Unit root test | Vergleich | Comparison | Industrieländer | Industrialized countries | Schwellenländer | Emerging economies | 1995-2002 |
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