Is the adjustment to real interest rate parity asymmetric?
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Bibliographic InfoArticle provided by Springer in its journal Empirica.
Volume (Year): 36 (2009)
Issue (Month): 4 (November)
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Web page: http://www.springerlink.com/link.asp?id=100261
E43; F36; F41; Real interest parity; Threshold cointegration; Threshold error correction; Asymmetric adjustment; Non-linear adjustment;
Find related papers by JEL classification:
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- F36 - International Economics - - International Finance - - - Financial Aspects of Economic Integration
- F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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