Browsing School of Business and Economics by Author "Wu, Jyh-Lin"
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Real interest-rate parity under regime shifts: evidence for industrial countries.
Fountas, Stilianos; Wu, Jyh-Lin (National University of Ireland, Galway, 1998-10)We use recently developed cointegration tests that determine endogenously the regime shift to test for bilateral real interest rate convergence (real interest rate parity) in the G7 against the US in the 1974-1995 period. ...