International real interest rate differentials, purchasing power parity and the behaviour of real exchange rates : the resolution of a conundrum
Year of publication: |
2004
|
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Authors: | Taylor, Mark P. ; Sarno, Lucio |
Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 1324693-8. - Vol. 9.2004, 1, p. 15-23
|
Subject: | Kaufkraftparität | Purchasing power parity | Realzins | Real interest rate | Zinsstruktur | Yield curve | International | Schätzung | Estimation | Random Walk | Random walk |
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