Showing 1 - 7 of 7
Persistent link: https://www.econbiz.de/10003669639
Persistent link: https://www.econbiz.de/10003598669
Persistent link: https://www.econbiz.de/10003926954
Persistent link: https://www.econbiz.de/10003926957
Persistent link: https://www.econbiz.de/10009526760
Persistent link: https://www.econbiz.de/10003288732
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