Real interest rate parity in Asian countries: evidence from the quantile unit root test-Reference-Cited by-同舟云学术

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

Published:2015-11-20 Issue:12 Volume:23 Page:844-848
ISSN:1350-4851
Container-title:Applied Economics Letters
language:en
Short-container-title:Applied Economics Letters

Author:

Fu Yunjie,Li Haiqi,Ma Wei

Funder

National Natural Science Foundation of China

Natural Science Foundation of Hunan province in China

Publisher

Informa UK Limited

Subject

Economics and Econometrics

Link

http://www.tandfonline.com/doi/pdf/10.1080/13504851.2015.1114569

Reference14 articles.

1. Do real interest rates converge? Evidence from the European union

2. Financial integration of East Asian economies: evidence from real interest parity

3. Real interest rate parity in the ASEAN-5 countries: a nonlinear perspective

4. Does the real interest parity hypothesis hold? Evidence for developed and emerging markets

5. Real interest rate equalization and the integration of international financial markets

Cited by 7 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Financial market integration of emerging markets: Heavy tails, structural shifts, nonlinearity, and asymmetric persistence;Research in International Business and Finance;2022-12

2. Real interest rate parity in the Pacific Rim countries: new empirical evidence;Empirical Economics;2022-08-02

3. Re-Investigating the degree of persistence of U.S. economic policy uncertainty using the Fourier non-linear quantile unit root test;Applied Economics;2022-02-02

4. REAL INTEREST RATE PARITY AND FOURIER QUANTILE UNIT ROOT TEST;Bulletin of Economic Research;2018-11-20

5. International capital mobility in West Africa: A panel cointegration approach;Cogent Economics & Finance;2016-11-21

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