Smooth breaks and nonlinear mean reversion in real interest parity : evidence from East Asian countries
Abdullah Gulcu and Dilem Yildirim
| Year of publication: |
2019
|
|---|---|
| Authors: | Gulcu, Abdullah ; Yildirim, Dilem |
| Published in: |
Journal of international trade & economic development : an international and comparative review. - London : Routledge, ISSN 1469-9559, ZDB-ID 2020043-2. - Vol. 28.2019, 6, p. 668-685
|
| Subject: | East Asian countries | financial integration | nonlinearity | Real interest rate parity | smooth structural breaks | Zinsparität | Interest rate parity | Realzins | Real interest rate | Ostasien | East Asia | Strukturbruch | Structural break | Einheitswurzeltest | Unit root test | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Mean Reversion | Mean reversion | Südkorea | South Korea |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/09638199.2019.1582083 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012203625