Smooth breaks and nonlinear mean reversion in real interest parity: Evidence from East Asian countries
Author:
Affiliation:
1. Department of Economics, Middle East Technical University, Ankara, Turkey
Publisher
Informa UK Limited
Subject
Aerospace Engineering,Development,Geography, Planning and Development
Link
https://www.tandfonline.com/doi/pdf/10.1080/09638199.2019.1582083
Reference49 articles.
1. Dynamic linkages among real interest rates in international capital markets
2. A New Test of the Real Interest Rate Parity Hypothesis: Bounds Approach and Structural Breaks
3. A panel study on real interest rate parity in East Asian countries: Pre- and post-liberalization era
4. Real interest rate parity in the ASEAN-5 countries: a nonlinear perspective
5. THE REAL INTEREST RATE DIFFERENTIAL: INTERNATIONAL EVIDENCE BASED ON NON-LINEAR UNIT ROOT TESTS
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