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Who drives real interest rates around the Pacific Rim: the USA or Japan?

  • Published:1995-12 Issue:6 Volume:14 Page:801-821
  • ISSN:0261-5606
  • Container-title:Journal of International Money and Finance
  • language:en
  • Short-container-title:Journal of International Money and Finance

Author:

Chinn Menzie D.,Frankel Jeffrey A.

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference25 articles.

1. Finite-sample sizes of Johansen's likelihood ratio for cointegration;Cheung;Oxford Bulletin of Economics and Statistics,1993

2. Financial linkages around the Pacific Rim: 1982–1992;Chinn,1994

3. Capital barriers in the Pacific Basin: 1982–1992;Chinn;Journal of Economic Integration,1994

4. The international linkage of real interest rates: The European-US connection;Cumby;Journal of International Money and Finance,1986

5. International interest-rate and price-linkages under flexible exchange rates;Cumby,1984

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1. Re-examining the real interest rate parity hypothesis under temporary gradual breaks and nonlinear convergence;Portuguese Economic Journal;2023-12-29

2. A semi-parametric study on dynamic linkages among international real interest rates;International Review of Economics & Finance;2023-07

3. International Yield Spillovers;Journal of Financial and Quantitative Analysis;2022-12-14

4. Economic integration and exchange market pressure in a policy uncertain world;Journal of International Money and Finance;2022-11

5. Does real interest rate parity really work? Historical evidence from a discrete wavelet perspective;Studies in Nonlinear Dynamics & Econometrics;2022-09-28
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