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Does Fisher hypothesis hold for the East Asian economies? : an application of panel unit root tests

Ling, Tai-hu; Liew, Venus Khim-sen; Syed Azizi Wafa … - In: Comparative economic studies 52 (2010) 2, pp. 273-285

Persistent link: https://www.econbiz.de/10008842441

Non-linearities in real interest rate parity : evidence from OECD and Asian developing economies

Baharumshah, Ahmad Zubaidi; Liew, Venus Khim-sen; … - In: Global economic review 39 (2010) 4, pp. 351-364

Persistent link: https://www.econbiz.de/10008936707

The real interest rate differential : international evidence based on non-linear unit root tests

Baharumshah, Ahmad Zubaidi; Liew, Venus Khim-sen; Haw, … - In: Bulletin of economic research 61 (2009) 1, pp. 83-94

Persistent link: https://www.econbiz.de/10003800457

Real interest rate parity in the ASEAN-5 countries : a nonlinear perspective

Baharumshah, Ahmad Zubaidi; Liew, Venus Khim-sen; … - In: Applied economics letters 15 (2008) 10/12, pp. 955-958

Persistent link: https://www.econbiz.de/10003785990

The Real Interest Rate Differential : International Evidence Based on Non-Linear Unit Root Tests

Baharumshah, Ahmad Zubaidi; Liew, Venus Khim-sen; Haw, … - 2009

This paper aims at testing international parity conditions by using non-linear unit root tests advocated by Kapetanios et al. (2003, KSS). Results from the KSS tests based on 17 countries (G7 and 10 Asian countries) overwhelmingly show that the adjustment of real interest rates towards real...

Persistent link: https://www.econbiz.de/10014211409