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Real interest rate convergence among G7 countries : conference paper
Riedel, Jana - 2013
We analyze real interest rate convergence among six industrialized countries in between 1975M1-2011M3 within a multi-country framework by means of a dynamic latent factor model. The real interest rates are decomposed into permanent and transitory factors, and country-specific components....
Persistent link: https://www.econbiz.de/10010339303
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Long-term international capital mobility : new evidence from equilibrium real interest rate linkages
Hutchison, Michael M.; Singh, Nirvikar - 1993
Persistent link: https://www.econbiz.de/10000866624
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Exchange risk premiums, real interest rate differentials, and ex ante purchasing power parity
Longworth, David J. - 1986
Persistent link: https://www.econbiz.de/10000868698
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The ambiguous source of international real interest differentials in integrated financial markets
Fausten, Dietrich K. - 1991
Persistent link: https://www.econbiz.de/10000829909
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Interest rates in open economies : real interest rate parity, exchange rates and country risk in industrial and developing countries
Dasgupta, Dipak; DasGupta, Bejoy - 1994
Persistent link: https://www.econbiz.de/10000143445
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Internationale Realzinsunterschiede: eine portfoliotheoretische Analyse finanzieller, monetärer und realer Determinanten
Brühl, Volker - 1994
Persistent link: https://www.econbiz.de/10000167782
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International financial integration : a study of interest differentials between the major industrial countries
Marston, Richard C. - 1995
Persistent link: https://www.econbiz.de/10000531686
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Der transatlantische Realzinsverbund : eine Untersuchung des US-Einflusses auf die deutsche Zinsstrukturkurve
Bottermann, Jan - 2008 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003726779
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Real interest rate convergence under the euro
Jenkins, Michael A.; Madzharova, Petya - In: Applied economics letters 15 (2008) 4/6, pp. 473-476
Persistent link: https://www.econbiz.de/10003727506
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Is there a connection between monetary unification and real economic integration? Evidence from regime-switching stationary tests
Holmes, Mark J.; Maghrebi, Nabil - In: Journal of international money and finance 27 (2008) 6, pp. 958-970
Persistent link: https://www.econbiz.de/10003758301