Nonlinear dynamics and covered interest rate parity

Empirical Economics

Volumn 23, Issue 4, 1998, Pages 535-559

  Balke, Nathan S ^a   Wohar, Mark E ^b  

^a SOUTHERN METHODIST UNIVERSITY   (United States)

^b UNIVERSITY OF NEBRASKA AT OMAHA   (United States)

Author keywords

Covered interest parity; Impulse response; Threshold autoregression

Indexed keywords

EXCHANGE RATE; INTEREST RATE;

UNITED KINGDOM; UNITED STATES;

EID: 0032413513     PISSN: 03777332     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF01205993     Document Type: Article

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