Nonlinear aspects of capital market integration and real interest rate equalization

International Review of Economics and Finance

Volumn 12, Issue 3, 2003, Pages 283-303

  Mancuso, Anthony J ^a   Goodwin, Barry K ^b   Grennes, Thomas J ^a  

^a NORTH CAROLINA STATE UNIVERSITY   (United States)

^b OHIO STATE UNIVERSITY   (United States)

Author keywords

Capital market integration; Interest rate parity; Nonparametric regression; Threshold autoregression models

Indexed keywords

EID: 0038035891     PISSN: 10590560     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1059-0560(03)00019-4     Document Type: Article

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