Are international real interest rate linkages characterized by asymmetric adjustments?

Journal of International Financial Markets, Institutions and Money

Volumn 16, Issue 4, 2006, Pages 384-396

  Holmes, Mark J ^a   Maghrebi, Nabil ^b  

^a UNIVERSITY OF WAIKATO   (New Zealand)

^b WAKAYAMA UNIVERSITY   (Japan)

Author keywords

Asymmetries; Cointegration; Real interest parity

Indexed keywords

EID: 33747846200     PISSN: 10424431     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.intfin.2005.06.001     Document Type: Article

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