The Interest Rate Parity in Fragile Five Countries: Evidence from Unit Root Tests with Breaks
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DOI: 10.26650/JEPR.937488
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Keywords
Interest rate parity; The Fragile Five Countries; Unit root tests; Financial integration; Emerging market countries JEL Classification : B26 ; C22 ; F31;All these keywords.
JEL classification:
- B26 - Schools of Economic Thought and Methodology - - History of Economic Thought since 1925 - - - Financial Economics
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- F31 - International Economics - - International Finance - - - Foreign Exchange
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