Shrestha, Keshab; Tan, Kok - In: Review of Quantitative Finance and Accounting 25 (2005) 2, pp. 139-157
In this article, long-run and short-run relationships among real interest rates in G-7 countries are empirically analyzed. The evidence suggests the existence of long-run relationships among these real interest rates. However, the long-run relationship is not an equality relationship. Short-run...