Parity reversion in real interest rate in the Asian countries: Further evidence based on local-persistent model
Year of publication: |
2013
|
---|---|
Authors: | Baharumshah, Ahmad Zubaidi ; Soon, Siew-Voon ; Hamzah, Nor Aishah |
Published in: |
Economic Modelling. - Elsevier, ISSN 0264-9993. - Vol. 35.2013, C, p. 634-642
|
Publisher: |
Elsevier |
Subject: | Real interest rate parity | Structural breaks | Half-lives | Local-persistent model |
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