A revisit on real interest rate parity hypothesis : simulation evidence from efficient unit root tests
Year of publication: |
2012
|
---|---|
Authors: | Lee, Cheng-feng ; Tsong, Ching-chuan |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 44.2012, 22/24, p. 3089-3099
|
Subject: | Realzins | Real interest rate | Zinsparität | Interest rate parity | Einheitswurzeltest | Unit root test | Industrieländer | Industrialized countries | 1971-2007 |
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