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
| Year of publication: |
2012
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|---|---|
| Authors: | Krishnakumar, Jaya ; Neto, David |
| Published in: |
Oxford Bulletin of Economics and Statistics. - Department of Economics, ISSN 0305-9049. - Vol. 74.2012, 2, p. 180-202
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| Publisher: |
Department of Economics |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10011031945