Interest Rate Linkages in EMU Countries: A Rolling Threshold Vector Error-Correction Approach
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- An-Pin Wei & Wei-Ling Huang & Chih-Yuan Yang & Ming-Chi Chen, 2013. "The role of market imperfections in the relationship between housing prices and household credit: Evidence from Taiwan," Asian-Pacific Economic Literature, Asia Pacific School of Economics and Government, The Australian National University, vol. 27(2), pages 131-143, November.
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Keywordsinterest rate linkages; financial integration; EMU; threshold vector error-correction;
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