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Foreign Capital in Latin America : A Long-Run Structural Global VAR Perspective

Boschi, Melisso - 2007

I study the determinants of capital flows to Argentina, Brazil, and Mexico, assessing the relative importance of domestic and global factors. I estimate six VECM models, one for each Latin American country plus the Euro Area, Japan, and USA, and then embed them in a multi-country Global VAR. The...

Persistent link: https://www.econbiz.de/10012728441

Real interest rate convergence among G7 countries : conference paper

Riedel, Jana - 2013

We analyze real interest rate convergence among six industrialized countries in between 1975M1-2011M3 within a multi-country framework by means of a dynamic latent factor model. The real interest rates are decomposed into permanent and transitory factors, and country-specific components....

Persistent link: https://www.econbiz.de/10010339303

Alternative approaches to real exchange rates and real interest rates : three up and three down

Edison, Hali J.; Melick, William Robert - In: International journal of finance & economics : IJFE 4 (1999) 2, pp. 93-111

Persistent link: https://www.econbiz.de/10001434282

Further evidence from the real interest rate parity hypothesis in Central and East European countries : unit roots and nonlinearities

Cuestas, Juan Carlos; Harrison, Barry - In: Emerging markets finance & trade : a journal of the … 46 (2010) 6, pp. 22-39

Persistent link: https://www.econbiz.de/10009238985

Parity reversion in real interest rate in the Asian countries : further evidence based on local-persistent model

Baharumshah, Ahmad Zubaidi; Soon, Siew-voon; Hamzah, … - In: Economic modelling 35 (2013), pp. 634-642

Persistent link: https://www.econbiz.de/10010336732

Examining the underlying parity conditions sufficient for real interest parity for Asian countries

Nusair, Salah A. - In: The Singapore economic review : journal of the Economic … 58 (2013) 1, pp. 1-26

Persistent link: https://www.econbiz.de/10009786056

Real interest rate parity in the G7 countries : evidence from the quantile unit root test

Lou, Tienwei; Chang, Yu-Cheng; Chang, Tsangyao - In: The empirical economics letters : a monthly … 16 (2017) 9, pp. 929-939

Persistent link: https://www.econbiz.de/10011907048

Real interest rate parity in the G7 countries : evidence from the quantile unit root test

Lou, Tienwei; Hsu, Chen-min; Chang, Tsangyao - In: The empirical economics letters : a monthly … 19 (2020) 3, pp. 179-190

Persistent link: https://www.econbiz.de/10012596213

Globalization, long memory, and real interest rate convergence : a historical perspective

Canarella, Giorgio; Gil-Alaña, Luis A.; Gupta, Rangan; … - In: Empirical economics : a quarterly journal of the … 63 (2022) 5, pp. 2331-2355

Persistent link: https://www.econbiz.de/10013440481

Financial market integration of emerging markets : heavy tails, structural shifts, nonlinearity, and asymmetric persistence

Nazlıoğlu, Şaban; Kucukkaplan, Ilhan; Kilic, Emre; … - In: Research in international business and finance 62 (2022), pp. 1-13

Persistent link: https://www.econbiz.de/10014248566