Dynamic linkages among real interest rates in international capital markets
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Bibliographic Info
Article provided by Elsevier in its journal Journal of International Money and Finance.
Volume (Year): 17 (1998)
Issue (Month): 6 (December)
Pages: 881-907
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Handle: RePEc:eee:jimfin:v:17:y:1998:i:6:p:881-907
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Web page: http://www.elsevier.com/locate/inca/30443
For corrections or technical questions regarding this item, or to correct its listing, contact: (Jeroen Loos).
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Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.Cited by:
- Francis X. Diebold & Canlin Li & Vivian Z. Yue, 2007.
"Global Yield Curve Dynamics and Interactions: A Dynamic Nelson-Siegel Approach,"
PIER Working Paper Archive
07-030, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Diebold, Francis X. & Li, Canlin & Yue, Vivian Z., 2008. "Global yield curve dynamics and interactions: A dynamic Nelson-Siegel approach," Journal of Econometrics, Elsevier, vol. 146(2), pages 351-363, October.
- Francis X. Diebold & Canlin Li & Vivian Z. Yue, 2007. "Global Yield Curve Dynamics and Interactions: A Dynamic Nelson-Siegel Approach," NBER Working Papers 13588, National Bureau of Economic Research, Inc.
- Christian Upper & Andreas Worms, 2003. "Real long-term interest rates and monetary policy: a cross-country perspective," BIS Papers chapters, in: Bank for International Settlements (ed.), Monetary policy in a changing environment, volume 19, pages 234-257 Bank for International Settlements.
- Angelos Kanas & Georgios Tsiotas, 2005. "Real interest rates linkages between the USA and the UK in the postwar period," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 10(3), pages 251-262.
- Martin O'Brien, 2007. "Real Interest Parity in the EU and the Consequences for Euro Area Membership: Panel Data Evidence, 1979-2005," Papers WP183, Economic and Social Research Institute (ESRI).
- Chan, Tze-Haw, 2002.
"Dynamic financial linkages among the Asia Pacific economies: an empirical assessment of real interest parity condition
[Dynamic Financial Linkages among the Asia Pacific Economies: An Empirical Ass," MPRA Paper 34642, University Library of Munich, Germany. - Mardi Dungey & Vance L Martin & Adrian R Pagan, 2000. "A multivariate latent factor decomposition of international bond yield spreads," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(6), pages 697-715.
- Rashid, Abdul & Ling, Jeffrey, 2009. "Fundamentals and Exchange Rates: Evidence from ASEAN-5," MPRA Paper 22451, University Library of Munich, Germany.
- 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.
- Arghyrou, Michael G. & Gregoriou, Andros & Kontonikas, Alexandros, 2009. "Do real interest rates converge? Evidence from the European union," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(3), pages 447-460, July.
- Michael G. Arghyrou & Andros Gregoriou & Alexandros Kontonikas, 2007. "Do real interest rates converge? Evidence from the European Union," Working Papers 2007_21, Business School - Economics, University of Glasgow.
- Chan, Tze-Haw, 2008. "International Parities among China and Her Major Trading Partners in Asia Pacific," MPRA Paper 15504, University Library of Munich, Germany, revised 06 Apr 2009.
- Ippei Fujiwara & Koji Takahashi, 2011. "Asian financial linkage: macro-finance dissonance," Globalization and Monetary Policy Institute Working Paper 92, Federal Reserve Bank of Dallas.
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