The persistence in international real interest rates

International Journal of Finance and Economics

Volumn 9, Issue 4, 2004, Pages 339-346

  Rapach, David E ^a   Wohar, Mark E ^b  

^a SAINT LOUIS UNIVERSITY   (United States)

^b UNIVERSITY OF NEBRASKA AT OMAHA   (United States)

Author keywords

Grid bootstrap; Half life; Persistence; Real interest rate; Subsampling

Indexed keywords

HISTORICAL PERSPECTIVE; INTEREST RATE; POST-WAR; REAL EXCHANGE RATE;

EID: 10844231142     PISSN: 10769307     EISSN: None     Source Type: Journal    
DOI: 10.1002/ijfe.254     Document Type: Article

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