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Interest rate linkages : a Kalman filter approach to detecting structural change
Barassi, Marco R. (contributor);  … - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001726272
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Interest rate linkages : a Kalman filter approach to detecting structural change
Barassi, Marco R.; Caporale, Guglielmo Maria; Hall, … - 2001
Persistent link: https://www.econbiz.de/10001626094
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Are real interest rates cointegrated? : Further evidence based on paneleconometric methods
Dreger, Christian; Schumacher, Christian - In: Swiss journal of economics and statistics 139 (2003) 1, pp. 41-53
Persistent link: https://www.econbiz.de/10001741674
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Real interest rate parity : long-run and short-run analysis using wavelets
Shrestha, Keshab; Tan, Kok-hui - In: Review of quantitative finance and accounting 25 (2005) 2, pp. 139-157
Persistent link: https://www.econbiz.de/10003124778
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Long-term international capital mobility : new evidence from equilibrium real interest rate linkages
Hutchison, Michael M.; Singh, Nirvikar - 1993
Persistent link: https://www.econbiz.de/10000866624
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Common trends and common cycles among interest rates of the G7-countries
Lindenberg, Nannette; Westermann, Frank - 2009
operandi to analyze the time series characteristics of interest rates and to test for common features. We conduct cointegration … ; comovement ; cointegration ; serial correlation common feature ; codependence …
Persistent link: https://www.econbiz.de/10003807777
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Three essays on challenges in international trade and finance
Lindenberg, Nannette - 2011
Persistent link: https://www.econbiz.de/10009554661
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Common trends and common cycles among interest rates of the G7-countries
Lindenberg, Nannette; Westermann, Frank - 2009
operandi to analyze the time series characteristics of interest rates and to test for common features. We conduct cointegration … ; comovement ; cointegration ; serial correlation common feature ; code-pendence …
Persistent link: https://www.econbiz.de/10009660985
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Common trends and common cycles among interest rates on the G7-countries
Lindenberg, Nannette; Westermann, Frank - In: Journal of macroeconomics 34 (2012) 4, pp. 1125-1140
Persistent link: https://www.econbiz.de/10009703299
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Interest rate linkages : identifying structural relations
Barassi, Marco R.; Caporale, Guglielmo Maria; Hall, … - In: Applied financial economics 15 (2005) 14, pp. 977-986
Persistent link: https://www.econbiz.de/10003177472