Search Results - subject:"Real interest rate parity"

Revisiting real interest rate parity in Central and Eastern European countries : the Sequential Panel Selection Method

Chang, Hsu-Ling - In: Acta oeconomica : periodical of the Hungarian Academy … 64 (2014) 2, pp. 181-196

Persistent link: https://www.econbiz.de/10010438933

Real interest rate parity hypothesis in post-Soviet countries : evidence from unit root tests

Güney, Pelin Öge; Hasanov, Mübariz - In: Economic modelling 36 (2014), pp. 120-129

Persistent link: https://www.econbiz.de/10010412434

Do real interest rates converge across Latin american countries?

Zhang, Wen; Chang, Hsu-Ling; Su, Chi-Wei - In: Portuguese Economic Journal 13 (2014) 2, pp. 117-130

-stationary properties of the real interest rate parity (RIRP) for fourteen Latin American countries. Utilizing the SPSM, we can classify the …

Persistent link: https://www.econbiz.de/10011002309

Real interest rate parity hypothesis in post-Soviet countries: Evidence from unit root tests

Öge Güney, Pelin; Hasanov, Mübariz - In: Economic Modelling 36 (2014) C, pp. 120-129

interest rate parity for most of the series, especially when possible nonlinearities in the adjustment process are taken into … of the transition countries vis-à-vis Russia, the USA, and Germany. The results provide evidence in favor of real …

Persistent link: https://www.econbiz.de/10011048798

Do real interest rates converge? Evidence from the European Union

Arghyrou, Michael; gregoriou, andros; Kontonikas, Alexandros - Economics Section, Cardiff Business School - 2007

We test for real interest parity (RIP) in the EU25 area. Our contribution is two-fold: First, we account for the previously overlooked effects of structural breaks on real interest rate differentials. Second, we test for RIP against the EMU average. For the majority of our sample countries we...

Persistent link: https://www.econbiz.de/10005002713

Do real interest rates converge? Evidence from the European Union

Arghyrou, Michael G.; Gregoriou, Andros; Kontonikas, … - Department of Economics, Adam Smith Business School - 2007

the progress new EU members have achieved towards joining the euro. Keywords: real interest rate parity; convergence …. (1993), “Real interest rate parity: new measures and tests”, Journal of International Money and Finance, 14, pp. 801 …

Persistent link: https://www.econbiz.de/10005549023

Do real interest rates converge across East Asian countries based on China?

Liu, Yan; Chang, Hsu-Ling; Su, Chi-Wei - In: Economic modelling 31 (2013), pp. 467-473

Persistent link: https://www.econbiz.de/10009730812

Real interest parity in Central and Eastern European countries : evidence on integration into EU and the US markets

Baharumshah, Ahmad Zubaidi; Soon, Siew-voon; … - In: Journal of international financial markets, … 25 (2013), pp. 163-180

Persistent link: https://www.econbiz.de/10009762796

Parity reversion in real interest rate in the Asian countries : further evidence based on local-persistent model

Baharumshah, Ahmad Zubaidi; Soon, Siew-voon; Hamzah, … - In: Economic modelling 35 (2013), pp. 634-642

Persistent link: https://www.econbiz.de/10010336732

Real interest rate parity in East Asian countries based on China with flexible Fourier stationary test

Liu, Lin; Chang, Hsu-Ling; Su, Chi-Wei; Jiang, Chun - In: Japan and the World Economy 25-26 (2013), pp. 52-58

validity of long-run real interest rate parity (RIRP) to assess the non-stationary properties of the real interest rate …

Persistent link: https://www.econbiz.de/10010666168