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Testing uncovered interest rate parity and term structure using multivariate threshold cointegration

Krishnakumar, Jayalakshmi; Neto, David - In: Computational methods in financial engineering : essays …, (pp. 191-210). 2008

Persistent link: https://www.econbiz.de/10003669639

Testing uncovered interest rate parity and term structure using three-regime threshold unit root VECM

Krishnakumar, Jayalakshmi; Neto, David - 2009

Persistent link: https://www.econbiz.de/10003926957

Testing uncovered interest rate parity and term structure using a three-regime threshold unit root VECM : an application to the Swiss "Isle" of interest rates

Krishnakumar, Jayalakshmi; Neto, David - In: Oxford bulletin of economics and statistics 74 (2012) 2, pp. 180-202

Persistent link: https://www.econbiz.de/10009526760

Participation and voting behavior in a direct democracy : a structural model of migration policy in Switzerland

Krishnakumar, Jayalakshmi (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003598624

Explaining fiscal balances with a simultaneous equation model of revenue and expenditure : a case study of Swiss Cantons using panel data

Krishnakumar, Jayalakshmi; Martin, Marc-Jean; Soguel, Nils - In: Public budgeting & finance 30 (2010) 2, pp. 69-94

Persistent link: https://www.econbiz.de/10003984526

The political economy of immigration in a direct democracy : the case of Switzerland

Krishnakumar, Jayalakshmi - In: European economic review : EER 56 (2012) 2, pp. 174-189

Persistent link: https://www.econbiz.de/10009521693

Application of Granger causality tests to revenue and expenditure of Swiss cantons

Martin, Marc-Jean (contributor); … - 2004

Persistent link: https://www.econbiz.de/10002592559

An application of an error correction model with higher order cointegrated variables to the demand for money in Switzerland

Krishnakumar, Jayalakshmi; Gueye, El-hadji - 1998

Persistent link: https://www.econbiz.de/10000995186

Testing Uncovered Interest Rate Parity and Term Structure Using a Three-Regime Threshold Unit Root VECM : An Application to the Swiss 'Isle' of Interest Rates

Krishnakumar, Jaya - 2014

In this article, a three-regime multivariate threshold vector error correction model with a ‘band of inaction' is formulated to examine uncovered interest rate parity (UIRP) and expectation hypothesis of the term structure (EHTS) of interest rates for Switzerland. Combining both UIRP and EHTS...

Persistent link: https://www.econbiz.de/10013043901

Testing and estimating time-varying elasticities of Swiss gasoline demand

Neto, David - In: Energy economics 34 (2012) 6, pp. 1755-1762

Persistent link: https://www.econbiz.de/10009687888