Showing 1 - 10 of 25
Persistent link: https://www.econbiz.de/10001346134
Persistent link: https://www.econbiz.de/10001411823
Persistent link: https://www.econbiz.de/10001037839
This paper analyses the stochastic properties of and the bilateral linkages between the central bank policy rates of the US, the Eurozone, Australia, Canada, Japan and the UK using fractional integration and cointegration techniques respectively. The univariate analysis suggests a high degree of...
Persistent link: https://www.econbiz.de/10012958879
Persistent link: https://www.econbiz.de/10012168819
Persistent link: https://www.econbiz.de/10003848772
Persistent link: https://www.econbiz.de/10008810133
Persistent link: https://www.econbiz.de/10001345218
Persistent link: https://www.econbiz.de/10001347964
Persistent link: https://www.econbiz.de/10003369492