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Structural change and long-run reversion in the ex ante real interest rate
Lai, Kon-sun - In: Applied economics letters 22 (2015) 16/18, pp. 1281-1286
Persistent link: https://www.econbiz.de/10011380146
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The puzzling unit root in the real interest rate and its inconsistency with intertemporal consumption behavior
Lai, Kon-sun - In: Journal of international money and finance 27 (2008) 1, pp. 140-155
Persistent link: https://www.econbiz.de/10003628276
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On structural shifts and stationarity of the ex ante real interest rate
Lai, Kon-sun - In: International review of economics & finance : IREF 13 (2004) 2, pp. 217-228
Persistent link: https://www.econbiz.de/10002030588
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Is the real interest rate unstable? : Some new evidence
Lai, Kon-sun - In: Applied economics 29 (1997) 3, pp. 359-364
Persistent link: https://www.econbiz.de/10001220897
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Long-term persistence in the real interest rate : some evidence of a fractional unit root
Lai, Kon-sun - In: International journal of finance & economics : IJFE 2 (1997) 3, pp. 225-235
Persistent link: https://www.econbiz.de/10001227633