Are international real interest rate linkages characterized by asymmetric adjustments?
Mark J. Holmes, Nabil Maghrebi
Year of publication: |
2006
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Authors: | Holmes, Mark J. ; Maghrebi, Nabil |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 16.2006, 4, p. 384-396
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Subject: | Zinsparität | Interest rate parity | Realzins | Real interest rate | Kointegration | Cointegration | USA | United States | OECD-Staaten | OECD countries | 1973-2004 |
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