Further Evidence on the Real Interest Rate Parity Hypothesis in Central and East European Countries: Unit Roots and Nonlinearities-Reference-Cited by-同舟云学术

Further Evidence on the Real Interest Rate Parity Hypothesis in Central and East European Countries: Unit Roots and Nonlinearities

Published:2010-11 Issue:6 Volume:46 Page:22-39
ISSN:1540-496X
Container-title:Emerging Markets Finance and Trade
language:en
Short-container-title:Emerging Markets Finance and Trade

Author:

Cuestas Juan Carlos¹,Harrison Barry²

Affiliation:

1. a University of Sheffield

2. b Nottingham Trent University

Publisher

Informa UK Limited

Subject

General Economics, Econometrics and Finance,Finance

Link

https://www.tandfonline.com/doi/pdf/10.2753/REE1540-496X460602

Reference27 articles.

1. Do Real Interest Rates Converge? Evidence from the European Union;M. Arghyrou;Journal of International Financial Markets, Institutions and Money,2009

2. A Panel Study on Real Interest Rate Parity in East Asian Countries: Pre and Post-Liberalization Era;A. Baharumshah;Global Finance Journal,2005

3. Baharumshah, A. Z.; V. K.-S. Liew; and T.-H. Chan. 2007. "The Real Interest Rate Differential: International Evidence Based on Nonlinear Unit Root Tests." Munich Personal RePEc (Research Papers in Economics) Archive Paper 7300, University Library of Munich, Germany.

4. Real and Nominal Effective Exchange Rates for African Countries;M. Bahmani-Oskooee;Applied Economics,2007

5. Testing PPP in the Non-Linear STAR Framework;M. Bahmani-Oskooee;Economics Letters,2007

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