Interest rate linkages : identifying structural relations
Year of publication: |
2000
|
---|---|
Authors: | Barassi, Marco R. ; Caporale, Guglielmo Maria ; Hall, Stephen G. |
Publisher: |
London : Univ. of East London |
Subject: | Zinsparität | Interest rate parity | Kointegration | Cointegration | G7-Staaten | G7 countries | 1977-1998 |
-
Interest rate linkages : identifying structural relations
Barassi, Marco R., (2001)
-
Interest rates linkages : identifying structural relations
Barassi, Marco R., (2000)
-
Interest rate linkages : identifying structural relations
Barassi, Marco R., (2005)
- More ...
-
A COMPARISON BETWEEN TESTS FOR CHANGES IN THE ADJUSTMENT COEFFICIENTS IN COINTEGRATED SYSTEMS
Barassi, Marco R., (2007)
-
Interest rate linkages: a Kalman filter approach to detecting structural change
Barassi, Marco R., (2005)
-
A COMPARISON BETWEEN TESTS FOR CHANGES IN THE ADJUSTMENT COEFFICIENTS IN COINTEGRATED SYSTEMS
Barassi, Marco R., (2006)
- More ...