REAL INTEREST RATE PARITY AND FOURIER QUANTILE UNIT ROOT TEST
Author:
Affiliation:
1. The University of Wisconsin‐Milwaukee Milwaukee USA
2. Feng Chia University Taichung Taiwan
3. Mazandaran University Mazandaran Iran
4. Allameh Tabataba'i University and Trade Promotion Organization Tehran Iran
Publisher
Wiley
Subject
Economics and Econometrics
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1111/boer.12177
Reference45 articles.
1. Real interest parity in Central and Eastern European countries: Evidence on integration into EU and the US markets
2. A RE-EXAMINATION OF REAL INTEREST PARITY IN CEECs USING ‘OLD’ AND ‘NEW’ SECOND-GENERATION PANEL UNIT ROOT TESTS
3. Do real interest rates converge? Evidence from the European union
4. The effect of nominal exchange rate volatility on real macroeconomic performance in the CEE countries
5. Dynamic linkages among real interest rates in international capital markets
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