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Who drives real interest rates around the Pacific Rim : the USA or Japan?

Chinn, Menzie David - In: Journal of international money and finance 14 (1995) 6, pp. 801-821

Persistent link: https://www.econbiz.de/10001194450

Revisiting real interest rate parity in BRICS countries using ADL test for threshold cointegration

Bahmani-Oskooee, Mohsen; Chang, Tsangyao; Yang, Ming-Hsien - In: Economic analysis and policy : EAP ; journal of the … 51 (2016), pp. 86-89

Persistent link: https://www.econbiz.de/10011529613

A new unit root test against asymmetric ESTAR nonlinearity with smooth breaks

Ranjbar, Omid; Chang, Tsangyao; Elmi, Zahra Mila; Lee, … - In: Iranian economic review : journal of University of Tehran 22 (2018) 1, pp. 51-62

Persistent link: https://www.econbiz.de/10011977114

The "real" explanation of the PPP puzzle

Ford, Nicholas; Horioka, Charles - In: Applied economics letters 24 (2017) 4/6, pp. 325-328

Persistent link: https://www.econbiz.de/10011704598

Real interest rate parity in the G7 countries : evidence from the quantile unit root test

Lou, Tienwei; Chang, Yu-Cheng; Chang, Tsangyao - In: The empirical economics letters : a monthly … 16 (2017) 9, pp. 929-939

Persistent link: https://www.econbiz.de/10011907048

A re-examination of real interest parity in ceecs using "old" and "new" second-generation panel unit root tests

Albulescu, Claudiu Tiberiu; Pépin, Dominique; Tiwari, … - In: Bulletin of economic research 68 (2016) 2, pp. 133-150

Persistent link: https://www.econbiz.de/10011496421

Parity reversion in real interest rate in the Asian countries : further evidence based on local-persistent model

Baharumshah, Ahmad Zubaidi; Soon, Siew-voon; Hamzah, … - In: Economic modelling 35 (2013), pp. 634-642

Persistent link: https://www.econbiz.de/10010336732

The puzzle of the Swiss interest rate island : stylized facts and a new interpretation

Kugler, Peter; Weder, Beatrice - 2002

Persistent link: https://www.econbiz.de/10001650995

The puzzle of the Swiss Interest Rate Island : stylized facts and a new interpretation

Kugler, Peter; Weder, Beatrice - In: Aussenwirtschaft : schweizerische Zeitschrift für … 57 (2002) 1, pp. 49-63

Persistent link: https://www.econbiz.de/10001656558

Are real interest differentials caused by frictions in goods or assets markets, real or nominal shocks?

Ferreira, Alex Luiz (contributor) - 2004 - [Elektronische Ressource]

The variance of real interest rate differentials (rids) is decomposed between ex post deviations from relative purchasing power parity and uncovered interest rate parity (UIRP) for a set of emerging markets from 1995M5 to 2004M3. The results point out to nominal interest rate differentials and...

Persistent link: https://www.econbiz.de/10002163288