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Asian real interest rates, nonlinear dynamics, and international parity · Study

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ArticleAsian real interest rates, nonlinear dynamics, and international parity

Mark J. Holmes2003

Article2003

Asian real interest rates, nonlinear dynamics, and international parity

Mark J. Holmes · Nabil Maghrebi

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

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Monetary Policy and Economic Impact Global Financial Crisis and Policies Market Dynamics and Volatility

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References

1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle 1997Further evidence on breaking trend functions in macroeconomic variables 1977A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence 1979On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials 1992Characterizing nonlinearities in business cycles using smooth transition autoregressive models 1976A Monetary Approach to the Exchange Rate: Doctrinal Aspects and Empirical Evidence 1997Transactions Costs and Nonlinear Adjustment in Real Exchange Rates; An Empirical Investigation 1992Dynamic Equilibrium and the Real Exchange Rate in a Spatially Separated World

Cited by

2015The market timing ability and return performance of Islamic equities: An empirical study 2009TESTING FOR REAL INTEREST RATE PARITY USING PANEL STATIONARITY TESTS WITH DEPENDENCE: A NOTE*2005Are international real interest rate linkages characterized by asymmetric adjustments?2010Interest differentials and extreme support for uncovered interest rate parity

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2005Are international real interest rate linkages characterized by asymmetric adjustments?article · 14 shared references 2009Are Real Interest Rates of EU Accession Countries Characterized by Non-Linear Convergence?article · 14 shared references 2013Real interest rate parity hypothesis in post-Soviet countries: Evidence from unit root testsarticle · 14 shared references 2002Does long-run real interest parity hold among EU countries? Some new panel data evidencearticle · 11 shared references 2003Nonlinear aspects of capital market integration and real interest rate equalizationarticle · 10 shared references 2009THE REAL INTEREST RATE DIFFERENTIAL: INTERNATIONAL EVIDENCE BASED ON NON‐LINEAR UNIT ROOT TESTSarticle · 10 shared references

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Year2003

Typearticle

Published2003-10-25

VenueInternational Review of Economics & Finance

ISSN-L1059-0560

Languageen

Citations49

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/j.iref.2003.06.001

openalex_workW2094562256

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2010

DOES REAL INTEREST RATE PARITY HOLD FOR OECD COUNTRIES? NEW EVIDENCE USING PANEL STATIONARITY TESTS WITH CROSS-SECTION DEPENDENCE AND STRUCTURAL BREAKS

2009THE REAL INTEREST RATE DIFFERENTIAL: INTERNATIONAL EVIDENCE BASED ON NON‐LINEAR UNIT ROOT TESTS

2010Asymmetry dynamics in real exchange rates: New results on East Asian currencies

2013Nonlinear convergence in Asian interest and inflation rates: evidence from Asian countries