Is the adjustment to real interest rate parity asymmetric?
| Year of publication: |
2009
|
|---|---|
| Authors: | Cooray, Arusha |
| Published in: |
Empirica. - Springer, ISSN 0340-8744. - Vol. 36.2009, 4, p. 407-418
|
| Publisher: |
Springer |
| Subject: | Real interest parity | Threshold cointegration | Threshold error correction | Asymmetric adjustment | Non-linear adjustment |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008491912