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ArticleNonlinear aspects of capital market integration and real interest rate equalization

Anthony J. Mancuso2003

Article2003

Nonlinear aspects of capital market integration and real interest rate equalization

Anthony J. Mancuso · Barry K. Goodwin · Thomas Grennes

59 citations·0/0 files stored·International Review of Economics & Finance

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Monetary Policy and Economic Impact Global Financial Crisis and Policies Financial Risk and Volatility Modeling

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References

1996Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis 1997Threshold Cointegration 1997Transactions Costs and Nonlinear Adjustment in Real Exchange Rates; An Empirical Investigation 1992Dynamic Equilibrium and the Real Exchange Rate in a Spatially Separated World 2001Potential Pitfalls for the Purchasing-Power-Parity Puzzle? Sampling and Specification Biases in Mean-Reversion Tests of the Law of One Price 2000Nonlinear adjustment, long-run equilibrium and exchange rate fundamentals 1975Covered Interest Arbitrage: Unexploited Profits?1984Are Real Interest Rates Equal Across Countries? An Empirical Investigation of International Parity Conditions

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2006Modelling trends in food market integration: Method and an application to Tanzanian maize markets 2006Local polynomial fitting and spatial price relationships: price transmission in EU pork markets 2008International financial integration through the law of one price: The role of liquidity and capital controls 2009A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation

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2003Asian real interest rates, nonlinear dynamics, and international parityarticle · 10 shared references 2007Real interest parity (RIP) over the 20th century: New evidence based on confidence intervals for the largest root and the half-lifearticle · 8 shared references 2009Are Real Interest Rates of EU Accession Countries Characterized by Non-Linear Convergence?article · 7 shared references 2015Re-examining the real interest rate parity hypothesis (RIPH) using panel unit root tests with asymmetry and cross-section dependencearticle · 6 shared references 2013Real interest rate parity hypothesis in post-Soviet countries: Evidence from unit root testsarticle · 6 shared references 2003Nonlinear dynamics in deviations from the law of one price: a broad-based empirical studyarticle · 5 shared references

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Year2003

Typearticle

Published2003-01-01

VenueInternational Review of Economics & Finance

ISSN-L1059-0560

Languageen

Citations59

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/s1059-0560(03)00019-4

openalex_workW2090182005

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2007

Mr. Wicksell and the Global Economy: What Drives Real Interest Rates?

2003Asian real interest rates, nonlinear dynamics, and international parity

2009TESTING FOR REAL INTEREST RATE PARITY USING PANEL STATIONARITY TESTS WITH DEPENDENCE: A NOTE*

2010Does the nominal exchange rate regime affect the real interest parity condition?