A New Test of the Real Interest Rate Parity Hypothesis: Bounds Approach and Structural Breaks
Year of publication: |
2009-05
|
---|---|
Authors: | Bagdatoglou, George ; Kontonikas, Alexandros |
Institutions: | Department of Economics, Adam Smith Business School |
Subject: | real interest rates parity | bounds test | structural breaks |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | F21 - International Investment; Long-Term Capital Movements ; F32 - Current Account Adjustment; Short-Term Capital Movements ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C22 - Time-Series Models |
Source: |
-
Do real interest rates converge? Evidence from the European Union
Arghyrou, Michael, (2007)
-
Do real interest rates converge? Evidence from the European Union
Arghyrou, Michael G., (2007)
-
Do real interest rates converge? Evidence from the European Union
Arghyrou, Michael G., (2007)
- More ...
-
On the time-varying relationship between EMU sovereign spreads and their determinants
Afonso, António, (2013)
-
Fernandes, Filipa, (2014)
-
The determinants of sovereign bond yield spreads in the EMU
Afonso, António, (2012)
- More ...