Modelling real interest rates
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Banking & Finance.
Volume (Year): 18 (1994)
Issue (Month): 1 (January)
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- Calcagnini, Giorgio & Saltari, Enrico, 2000. "Real and Financial Uncertainty and Investment Decisions," Journal of Macroeconomics, Elsevier, Elsevier, vol. 22(3), pages 491-514, July.
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[Bank market competition in Hungary in the early nineties]," KÃ¶zgazdasÃ¡gi Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), KÃ¶zgazdasÃ¡gi Szemle AlapÃtvÃ¡ny (Economic Review Foundation), vol. 0(6), pages 534-557.
- Arghyrou, Michael G & Gregoriou, Andros & Kontonikas, Alexandros, 2007.
"Do real interest rates converge? Evidence from the European Union,"
Cardiff Economics Working Papers
E2007/26, Cardiff University, Cardiff Business School, Economics Section.
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"Does the real interest parity hypothesis hold? Evidence for developed and emerging markets,"
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Elsevier, vol. 26(3), pages 364-382, April.
- Alex Luiz Ferreira & Miguel LeÃ³n-Ledesma, 2003. "Does the Real Interest Parity Hypothesis Hold? Evidence for Developed and Emerging Markets," Studies in Economics, Department of Economics, University of Kent 0301, Department of Economics, University of Kent.
- Dahlquist, Magnus, 1996. "On alternative interest rate processes," Journal of Banking & Finance, Elsevier, Elsevier, vol. 20(6), pages 1093-1119, July.
- Malliaropulos, Dimitrios, 2000. "A note on nonstationarity, structural breaks, and the Fisher effect," Journal of Banking & Finance, Elsevier, Elsevier, vol. 24(5), pages 695-707, May.
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