Real interest rate parity in the Pacific Rim countries: new empirical evidence
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More about this item
Keywords
Real interest rate parity; Real interest rate differential; Structural break; Unit root;All these keywords.
JEL classification:
- F36 - International Economics - - International Finance - - - Financial Aspects of Economic Integration
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
Statistics
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