Narrow search
Showing 1 - 10 of 125,049
Cover Image
Financial market integration of emerging markets : heavy tails, structural shifts, nonlinearity, and asymmetric persistence
Nazlıoğlu, Şaban; Kucukkaplan, Ilhan; Kilic, Emre; … - In: Research in international business and finance 62 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10014248566
Cover Image
Resuscitating real interest rate parity : new evidence from panels
Chortareas, Georgios E.; Kapetanios, George; Magkonis, … - In: The European journal of finance 24 (2018) 14, pp. 1176-1189
Persistent link: https://www.econbiz.de/10012258881
Cover Image
Does the nominal exchange rate regime affect the real interest parity condition?
Dreger, Christian - 2010 - Postprint
system and the current managed float. Panel integration techniques are applied to increase the power of the tests, where …
Persistent link: https://www.econbiz.de/10011518866
Cover Image
On real interest rate convergence among G7 countries
Riedel, Jana - In: Empirical economics : a journal of the Institute for … 59 (2020) 2, pp. 599-626
Persistent link: https://www.econbiz.de/10012258791
Cover Image
Evidence of real interest rate parity in Asian countries : unit root test by sequential panel selection method
Chang, Chih-kai; Chang, Tsangyao - In: The empirical economics letters : a monthly … 11 (2012) 2, pp. 187-196
Persistent link: https://www.econbiz.de/10009758242
Cover Image
A re-examination of real interest parity in ceecs using "old" and "new" second-generation panel unit root tests
Albulescu, Claudiu Tiberiu; Pépin, Dominique; Tiwari, … - In: Bulletin of economic research 68 (2016) 2, pp. 133-150
Persistent link: https://www.econbiz.de/10011496421
Cover Image
New Evidence of the Real Interest Rate Parity for OECD Countries Using Panel Unit Root Tests with Breaks
Camarero, Mariam - 2011
This paper tests for real interest parity (RIRP) among the nineteen major OECD countries over the period 1978:Q2-1998:Q4. The econometric methods applied consist of combining the use of several unit root or stationarity tests designed for panels valid under cross-section dependence and presence...
Persistent link: https://www.econbiz.de/10013124651
Cover Image
Further evidence from the real interest rate parity hypothesis in Central and East European countries : unit roots and nonlinearities
Cuestas, Juan Carlos; Harrison, Barry - In: Emerging markets finance & trade : a journal of the … 46 (2010) 6, pp. 22-39
Persistent link: https://www.econbiz.de/10009238985
Cover Image
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
Cover Image
Real interest rate parity for Central and Eastern European countries : a new unit root test with two structural breaks
Su, Chi-Wei; Jiang, Xia; Chang, Hsu-Ling - In: Ekonomický časopis : časopis pre ekonomickú … 62 (2014) 1, pp. 3-18
Persistent link: https://www.econbiz.de/10010371903