Showing 1 - 10 of 3,276
Persistent link: https://www.econbiz.de/10014341070
Persistent link: https://www.econbiz.de/10012127664
In this paper, the capital market relations between the Euro area and the USA are subject to investigation. Formally based on the uncovered interest rate parity (UIP), first a longrun equilibrium between Euro and US government bond yields is established in backward recursively estimated vector...
Persistent link: https://www.econbiz.de/10003375781
Persistent link: https://www.econbiz.de/10008904984
Persistent link: https://www.econbiz.de/10009690228
Persistent link: https://www.econbiz.de/10010411925
Persistent link: https://www.econbiz.de/10009613856
cointegration tests and estimators that account for both cross-section dependence in the data and discontinuities in the …
Persistent link: https://www.econbiz.de/10012890063
Persistent link: https://www.econbiz.de/10009738607