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Testing Uncovered Interest Rate Parity and Term Structure Using a Three‐regime Threshold Unit Root VECM: An Application to the Swiss ‘Isle’ of Interest Rates
Krishnakumar, Jaya, (2012)
Testing the ‘Inaction Corridor’ in a Three‐Regime Threshold Error Correction Model with an Application to a Buffer‐Stock Model for US Money Demand
Krishnakumar, Jaya, (2011)
Partial Cointegration
Krishnakumar, Jaya, (2005)