Showing 1 - 10 of 2,662
This paper aims at testing international parity conditions by using non-linear unit root tests advocated by Kapetanios et al. (2003, KSS). Results from the KSS tests based on 17 countries (G7 and 10 Asian countries) overwhelmingly show that the adjustment of real interest rates towards real...
Persistent link: https://www.econbiz.de/10014211409
Persistent link: https://www.econbiz.de/10011481817
Persistent link: https://www.econbiz.de/10010471648
Persistent link: https://www.econbiz.de/10001437504
Persistent link: https://www.econbiz.de/10012438082
Persistent link: https://www.econbiz.de/10012170984
Persistent link: https://www.econbiz.de/10011527086
Persistent link: https://www.econbiz.de/10003800457
Persistent link: https://www.econbiz.de/10003324124
Persistent link: https://www.econbiz.de/10003325448