Showing 1 - 10 of 13
Persistent link: https://www.econbiz.de/10003800457
Persistent link: https://www.econbiz.de/10003791134
Persistent link: https://www.econbiz.de/10008824903
Persistent link: https://www.econbiz.de/10011348409
Persistent link: https://www.econbiz.de/10010342786
Persistent link: https://www.econbiz.de/10011854492
Persistent link: https://www.econbiz.de/10011893181
Persistent link: https://www.econbiz.de/10012176263
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/10009759226