Interest parity, cointegration, and the term structure: Testing in an integrated framework-Reference-Cited by-同舟云学术

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Interest parity, cointegration, and the term structure: Testing in an integrated framework

Published:2016-07 Issue: Volume:46 Page:281-294
ISSN:1057-5219
Container-title:International Review of Financial Analysis
language:en
Short-container-title:International Review of Financial Analysis

Author:

Georgoutsos Dimitris A.,Kouretas Georgios P.

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference36 articles.

1. Regime switches in interest rates. NBER Working Paper 6508;Ang,1998

2. Uncovered interest rate parity and the term structure;Bekaert;Journal of International Money and Finance,2007

3. Monetary policy regimes and the international term structure of interest rates;Bisignano,1983

4. Interest parity, cointegration, and the term structure in Canada and the United States;Boothe;Canadian Journal of Economics,1991

5. Uncovered interest rate parity and the expectations hypothesis of the term structure. Empirical results for the U.S. and Europe;Brüggemann;Applied Economics Quarterly,2005

Cited by 2 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. Impact of Interest Rate Differential and Exchange Rate Movement on the Dynamics of Nigeria’s International Private Capital Flows;Central Bank of Nigeria Journal of Applied Statistics;2021-04-08

2. The Interaction between American and European IRS Interest Rates;Scientific Annals of Economics and Business;2018-03-01

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