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Citations for "The international linkage of real interest rates: The European-US connection"

by Cumby, Robert E. & Mishkin, Frederic S.

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  1. Ahmad Zubaidi Baharumshah & Venus Khim-Sen Liew & Ron Mittelhammer, 2010. "Non-linearities in Real Interest Rate Parity: Evidence from OECD and Asian Developing Economies," Global Economic Review, Taylor & Francis Journals, vol. 39(4), pages 351-364.
  2. Jeffrey A. Frankel, 1985. "International capital mobility and crowding-out in the U.S. economy: imperfect integration of financial markets or of goods markets?," Proceedings, Federal Reserve Bank of St. Louis, pages 33-74.
  3. Monadjemi, Mehdi S., 1997. "International interest rates linkages: Evidence from OECD countries," International Review of Financial Analysis, Elsevier, vol. 6(3), pages 229-240.
  4. Baharumshah, Ahmad Zubaidi & Chan, Tze-Haw & Masih, A. Mansur A., 2005. "Financial Integration of East Asian Economies: Evidence from Real Interest Parity," MPRA Paper 2210, University Library of Munich, Germany, revised 2007.
  5. Su, Chi-Wei & Chang, Hsu-Ling & Liu, Lin, 2012. "Real interest rate parity with Flexible Fourier stationary test for Central and Eastern European countries," Economic Modelling, Elsevier, vol. 29(6), pages 2719-2723.
  6. Cheung, Yin-Wong & Chinn, Menzie D. & Fujii, Eiji, 2003. "China, Hong Kong, and Taiwan: A quantitative assessment of real and financial integration," China Economic Review, Elsevier, vol. 14(3), pages 281-303.
  7. Ji, Philip Inyeob, 2003. "Real Interest Rate Equalisation: Some Evidence from East Asian Economi es," Working Papers 8, University of Sydney, School of Economics.
  8. Chan, Tze-Haw, 2012. "Assessing the international parity conditions and transmission mechanism for Malaysia-China," MPRA Paper 38930, University Library of Munich, Germany.
  9. Stefan Norrbin & Onsurang Pipatchaipoom, . "Reexamining Real Interest Rate Parity," EcoMod2006 272100068, EcoMod.
  10. Christian Dreger & Christian Schumacher, 2003. "Are Real Interest Rates Cointegrated? Further evidence based on paneleconometric methods," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 139(I), pages 41-53, March.
  11. repec:cup:cbooks:9780521121101 is not listed on IDEAS
  12. Cheung, Yin-Wong & Chinn, Menzie D. & Fujii, Eiji, 2006. "The Chinese economies in global context: The integration process and its determinants," Journal of the Japanese and International Economies, Elsevier, vol. 20(1), pages 128-153, March.
  13. Eiji Fujii & Menzie D. Chinn, 2000. "Fin de Siecle Real Interest Parity," NBER Working Papers 7880, National Bureau of Economic Research, Inc.
  14. 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.
  15. Riedel, Jana, 2013. "Real interest rate convergence among G7 countries," Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79928, Verein für Socialpolitik / German Economic Association.
  16. Carol L. Osler, 1987. "Portfolio Diversification, Real Interest Rates, and the Balance of Payments," NBER Working Papers 2441, National Bureau of Economic Research, Inc.
  17. Frederic S. Mishkin & John Simon, 1995. "An Empirical Examination of the Fisher Effect in Australia," NBER Working Papers 5080, National Bureau of Economic Research, Inc.
  18. Fujihara, Roger A. & Mougoue, Mbodja, 1996. "International linkages between short-term real interest rates," The Quarterly Review of Economics and Finance, Elsevier, vol. 36(4), pages 451-473.
  19. C. Bruneau & E. Jondeau, 1997. "Long-run causality, with an application to international links between long-term interest rates," THEMA Working Papers 97-26, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  20. Gordon, R.H. & Bovenberg, A.L., 1994. "Why is capital so immobile internationally? : Possible explanations and implications for capital income taxation," Discussion Paper 1994-63, Tilburg University, Center for Economic Research.
  21. Claudiu Tiberiu Albulescu & Dominique Pepin & Aviral Kumar Tiwari, 2014. "A re-examination of real interest parity in CEECs using old and new generations of panel unit root tests," Papers 1403.3627, arXiv.org.
  22. Öge Güney, Pelin & Hasanov, Mübariz, 2014. "Real interest rate parity hypothesis in post-Soviet countries: Evidence from unit root tests," Economic Modelling, Elsevier, vol. 36(C), pages 120-129.
  23. Dreger, Christian, 2010. "Does the nominal exchange rate regime affect the real interest parity condition?," The North American Journal of Economics and Finance, Elsevier, vol. 21(3), pages 274-285, December.
  24. Ling, Tai-Hu & Liew, Venus Khim-Sen & Syed Khalid Wafa, Syed Azizi Wafa, 2006. "Real interest rates equalization: The case of Malaysia and Singapore," MPRA Paper 515, University Library of Munich, Germany.
  25. Byun, Jong-Cook & Chen, Son-Nan, 1996. "International real interest rate parity with error correction models," Global Finance Journal, Elsevier, vol. 7(2), pages 129-151.
  26. 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.
  27. Frederic S. Mishkin, 1988. "Understanding Real Interest Rates," NBER Working Papers 2691, National Bureau of Economic Research, Inc.
  28. Ji, Philip Inyeob & Kim, Jae H., 2009. "Real interest rate linkages in the Pacific-Basin region," International Review of Economics & Finance, Elsevier, vol. 18(3), pages 440-448, June.
  29. Amornthum, Somchai & Bonham, Carl S., 2011. "Financial integration in the pacific basin region: RIP by PANIC attack?," Journal of International Money and Finance, Elsevier, vol. 30(6), pages 1019-1033, October.
  30. Andrew Swiston & Tamim Bayoumi, 2007. "The Ties That Bind: Measuring International Bond Spillovers Using the Inflation-Indexed Bond Yields," IMF Working Papers 07/128, International Monetary Fund.
  31. Salah A. Nusair, 2006. "Real Interest Rate Parity: Evidence from Industrialized Countries," Annals of Economics and Finance, Society for AEF, vol. 7(2), pages 425-457, November.
  32. Kate Phylaktis, 1995. "Capital Market Integration in the Pacific Basin Region: An Analysis of Real Interest Rate Linkages," IMF Working Papers 95/133, International Monetary Fund.
  33. Devine, Máiréad, 1997. "The Cointegration of International Interest rates," Research Technical Papers 1/RT/97, Central Bank of Ireland.
  34. Juan Carlos Cuestas & Barry Harrison, 2009. "Further evidence on the Real Interest Rate Parity hypothesis in Central and Eastern European Countries: unit roots and nonlinearities," Working Papers 2009/1, Nottingham Trent University, Nottingham Business School, Economics Division.
  35. Holmes, Mark J. & Maghrebi, Nabil, 2006. "Are international real interest rate linkages characterized by asymmetric adjustments?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 16(4), pages 384-396, October.
  36. Andrew G Haldane & Mahmood Pradhan, 1992. "Testing real interest parity in the European Monetary System," Bank of England working papers 2, Bank of England.
  37. Jane Marrinan & Eva Ventura, 1995. "Efectos del gasto publico sobre el ahorro y la inversión en una economía abierta," Investigaciones Economicas, Fundación SEPI, vol. 19(3), pages 349-370, September.
  38. Chan, Tze-Haw, 2002. "Dynamic financial linkages among the Asia Pacific economies: an empirical assessment of real interest parity condition," MPRA Paper 34642, University Library of Munich, Germany.
  39. Maveyraud-Tricoire, Samuel & Rous, Philippe, 2009. "RIP and the shift toward a monetary union: Looking for a "euro effect" by a structural break analysis with panel data," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(2), pages 336-350, April.
  40. Evans, Paul & Karras, Georgios, 1997. "International integration of capital markets and the cross-country divergence of per capita consumption," Journal of International Money and Finance, Elsevier, vol. 16(5), pages 681-697, September.
  41. Johannes Groeneveld & Kees Koedijk & Clemens Kool, 1998. "Credibility of European economic convergence," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 134(1), pages 1-24, March.
  42. Keshab Shrestha & Kok Tan, 2005. "Real Interest Rate Parity: Long-Run and Short-Run Analysis Using Wavelets," Review of Quantitative Finance and Accounting, Springer, vol. 25(2), pages 139-157, September.
  43. 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).
  44. Adrian Blundell-Wignall & Frank Browne, 1992. "Real Exchange Rates and the Globalisation of Financial Markets," RBA Research Discussion Papers rdp9203, Reserve Bank of Australia.
  45. Sofiane H. Sekioua, 2004. "Real interest parity (RIP) over the 20th century: New evidence based on confidence intervals for the dominant root and half-lives of shocks," Money Macro and Finance (MMF) Research Group Conference 2004 91, Money Macro and Finance Research Group.
  46. Phylaktis, Kate, 1999. "Capital market integration in the Pacific Basin region: an impulse response analysis," Journal of International Money and Finance, Elsevier, vol. 18(2), pages 267-287, February.
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