Resuscitating real interest rate parity : new evidence from panels
Year of publication: |
2018
|
---|---|
Authors: | Chortareas, Georgios E. ; Kapetanios, George ; Magkonis, Georgios |
Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 24.2018, 14, p. 1176-1189
|
Subject: | real interest rate parity | panel unit-root tests | cross-sectional dependence | inflation expectations | Markov regime switching | half-lives | Realzins | Real interest rate | Zinsparität | Interest rate parity | Einheitswurzeltest | Unit root test | Panel | Panel study | Schätzung | Estimation | Inflationserwartung | Inflation expectations | Markov-Kette | Markov chain |
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