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The performance of unit root t...
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1
Empirical evidence on interest rate dynamics : evidence from USD, DM, GBP and JPY interest rates
Lekkos, Ilias
-
1998
Persistent link: https://www.econbiz.de/10001403918
Saved in:
2
Effects of interest rate changes on the stock market in Taiwan
Huang, Ai-Chen
;
Chang, Hsiao-Fen
- In:
The empirical economics letters : a monthly …
14
(
2015
)
6
,
pp. 623-630
Persistent link: https://www.econbiz.de/10011419182
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3
The Libor rate : what does it look like during turmoil times?
Fouquau, Julien
;
Spieser, Philippe
- In:
Journal of quantitative economics : official journal of …
12
(
2014
)
2
,
pp. 110-120
Persistent link: https://www.econbiz.de/10011504458
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4
The power of the augmented Dickey-Fuller test to detect non-stationarity when there is a mix with a stationary variable
Azar, Samih Antoine
;
Nasr, Najoie I.
- In:
The empirical economics letters : a monthly …
14
(
2015
)
9
,
pp. 885-890
Persistent link: https://www.econbiz.de/10011459131
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5
Asymmetric adjustments in the spread of lending and deposit rates : evidence from extended threshold unit root tests
Lee, Junsoo
;
Strazicich, Mark
;
Yu, Byungchul
- In:
Review of financial economics : RFE
22
(
2013
)
4
,
pp. 187-193
Persistent link: https://www.econbiz.de/10010442728
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6
The fisher relationship in Nigeria
Balparda, Borja
;
Caporale, Guglielmo Maria
;
Gil-Alaña, …
-
2015
Persistent link: https://www.econbiz.de/10010527201
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7
The fisher relationship in Nigeria
Balparda, Borja
;
Caporale, Guglielmo Maria
;
Gil-Alaña, …
- In:
Journal of economics and finance
41
(
2017
)
2
,
pp. 343-353
Persistent link: https://www.econbiz.de/10011795723
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8
An alternative mean reversion test for interest rates
Özel, Özgür
;
Ilalan, Deniz
- In:
Central Bank review / The Central Bank of the Republic …
18
(
2018
)
1
,
pp. 35-39
Persistent link: https://www.econbiz.de/10011897379
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9
Spread corrigé des risques et dynamique du taux d'intérêt à long terme : une application aux marchés allemand, américain et italien
Paladino, Giovanna
;
Salsecci, Gianluca
- In:
Economie & prévision : EP
(
1999
)
4/5
,
pp. 45-62
Persistent link: https://www.econbiz.de/10001490913
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10
The Fisher effect revisited through an efficient non linear unit root testing procedure
Million, Nicolas
- In:
Applied economics letters
10
(
2003
)
15
,
pp. 951-954
Persistent link: https://www.econbiz.de/10001876642
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