Examining real interest parity : which component reverts quickest and in which regime?
Kavita Sirichand, Andrew Vivian, Mark E. Wohar
| Year of publication: |
May 2015
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| Authors: | Sirichand, Kavita ; Vivian, Andrew ; Wohar, Mark E. |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 39.2015, p. 72-83
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| Subject: | Comovement | Real interest rate parity | Inflation differential | Nominal interest rate differential | Fisher effect | Gold Standard | Floating exchange rate | Zinsparität | Interest rate parity | Realzins | Real interest rate | Inflation | Goldstandard | Gold standard | Schätzung | Estimation | Großbritannien | United Kingdom | Fisher-Effekt | Wechselkurs | Exchange rate | Theorie | Theory | Kaufkraftparität | Purchasing power parity | Zinsstruktur | Yield curve |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2015.01.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011573075