A panel study on real interest rate parity in East Asian countries: Pre- and post-liberalization era

Global Finance Journal

Volumn 16, Issue 1, 2005, Pages 69-85

  Baharumshah, Ahmad Zubaidi ^a   Haw, Chan Tze ^a,b   Fountas, Stilianos ^c  

^a UNIVERSITY PUTRA MALAYSIA   (Malaysia)

^b INTERNATIONAL MEDICAL UNIVERSITY   (Malaysia)

^c UNIVERSITY OF MACEDONIA   (Greece)

Author keywords

Half life; Mean reversion; Panel unit root tests; Real interest differentials

Indexed keywords

EID: 23844523843     PISSN: 10440283     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.gfj.2005.05.005     Document Type: Article

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