Parity reversion in real interest rate in the Asian countries : further evidence based on local-persistent model
Ahmad Zubaidi Baharumshah; Siew-Voon Soon; Nor Aishah Hamzah
| Year of publication: |
2013
|
|---|---|
| Authors: | Baharumshah, Ahmad Zubaidi ; Soon, Siew-voon ; Hamzah, Nor Aishah |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 35.2013, p. 634-642
|
| Subject: | Real interest rate parity | Structural breaks | Half-lives | Local-persistent model | Realzins | Real interest rate | Zinsparität | Interest rate parity | Strukturbruch | Structural break | Zeitreihenanalyse | Time series analysis | Asien | Asia | Großbritannien | United Kingdom | Schätzung | Estimation | Kaufkraftparität | Purchasing power parity | Südkorea | South Korea | Japan |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010336732