Examining real interest parity: Which component reverts quickest and in which regime?
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference26 articles.
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4. Smooth breaks and nonlinear mean reversion in real interest parity: Evidence from East Asian countries;The Journal of International Trade & Economic Development;2019-03
5. REAL INTEREST RATE PARITY AND FOURIER QUANTILE UNIT ROOT TEST;Bulletin of Economic Research;2018-11-20
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