A RE-EXAMINATION OF REAL INTEREST PARITY IN CEECs USING ‘OLD’ AND ‘NEW’ SECOND-GENERATION PANEL UNIT ROOT TESTS
Author:
Affiliation:
1. Management Department; Politehnica University of Timisoara; Timisoara Romania
2. CRIEF; University of Poitiers; Poitiers France
3. IFHE University; Dontanpalli Hyderabad India
Publisher
Wiley
Subject
Economics and Econometrics
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/boer.12052/fullpdf
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3. ‘Interpreting deviations from covered interest parity during the financial market turmoil of 2007-08;Baba;Journal of Banking & Finance,2009
4. ‘Financial integration of east Asian economies: evidence from real interest parity;Baharumshah;Applied Economics,2011
5. ‘A panel study on real interest rate parity in east Asian countries: pre and post-liberalization era;Baharumshah;Global Finance Journal,2005
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