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Volumn 15, Issue 12, 2008, Pages 955-958

Real interest rate parity in the ASEAN-5 countries: A nonlinear perspective

Author keywords

[No Author keywords available]

Indexed keywords

ADJUSTMENT MECHANISM; ASEAN; CAPITAL FLOW; CAPITAL MARKET; INTEREST RATE; NONLINEARITY;

EID: 53749091582     PISSN: 13504851     EISSN: 14664291     Source Type: Journal    
DOI: 10.1080/13504850600949152     Document Type: Article
Times cited : (11)

References (9)
  • 1
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    • BNM (Bank Negara Malaysia) BNM Kuala Lumpur
    • BNM (Bank Negara Malaysia) (1999) Annual report of the board of directors for year ended 31 December 1999, BNM Kuala Lumpur
    • (1999)
  • 2
    • 58149212970 scopus 로고
    • Who drives real interest rates around the Pacific Rim: The USA or Japan?
    • Chinn, M. D. and Frankel, J. A. (1995) Who drives real interest rates around the Pacific Rim: The USA or Japan?. Journal of International Money and Finance, 14, pp. 801-821.
    • (1995) Journal of International Money and Finance , vol.14 , pp. 801-821
    • Chinn, M.D.1    Frankel, J.A.2
  • 3
    • 4344576389 scopus 로고    scopus 로고
    • Asian real interest rates, nonlinear dynamics, and international parity
    • Holmes, M. J. and Maghrebi, N. (2004) Asian real interest rates, nonlinear dynamics, and international parity. International Review of Economics and Finance, 13, pp. 387-405.
    • (2004) International Review of Economics and Finance , vol.13 , pp. 387-405
    • Holmes, M.J.1    Maghrebi, N.2
  • 4
    • 0346724400 scopus 로고    scopus 로고
    • Testing unit root in the nonlinear STAR framework
    • Kapetanios, G., Shin, Y. and Snell, A. (2003) Testing unit root in the nonlinear STAR framework. Journal of Econometrics, 112, pp. 359-379.
    • (2003) Journal of Econometrics , vol.112 , pp. 359-379
    • Kapetanios, G.1    Shin, Y.2    Snell, A.3
  • 5
    • 32844465016 scopus 로고    scopus 로고
    • Nonlinear adjustment towards purchasing power parity: Empirical evidence from ASEAN exchange rates
    • Liew, V. K. S., Baharumshah, A. Z. and Lau, E. (2004) Nonlinear adjustment towards purchasing power parity: Empirical evidence from ASEAN exchange rates. ICFAI Journal of Applied Economics, 3, pp. 7-18.
    • (2004) ICFAI Journal of Applied Economics , vol.3 , pp. 7-18
    • Liew, V.K.S.1    Baharumshah, A.Z.2    Lau, E.3
  • 6
    • 0000894103 scopus 로고
    • Testing linearity against smooth transition autoregressive models
    • Luukkonen, R., Saikkonen, P. and Terasvirta, T. (1988) Testing linearity against smooth transition autoregressive models. Biometrika, 75, pp. 491-499.
    • (1988) Biometrika , vol.75 , pp. 491-499
    • Luukkonen, R.1    Saikkonen, P.2    Terasvirta, T.3
  • 7
    • 84923053681 scopus 로고
    • Specification, estimation, and evaluation of smooth transition autoregressive models
    • Terasvirta, T. (1994) Specification, estimation, and evaluation of smooth transition autoregressive models. Journal of the American Statistical Association, 89, pp. 208-218.
    • (1994) Journal of the American Statistical Association , vol.89 , pp. 208-218
    • Terasvirta, T.1
  • 8
    • 0034135003 scopus 로고    scopus 로고
    • Nonlinear adjustment, long-run equilibrium and exchange rate fundamentals
    • Taylor, M. P. and Peel, D. A. (2000) Nonlinear adjustment, long-run equilibrium and exchange rate fundamentals. Journal of International Money and Finance, 19, pp. 33-53.
    • (2000) Journal of International Money and Finance , vol.19 , pp. 33-53
    • Taylor, M.P.1    Peel, D.A.2
  • 9
    • 0003045718 scopus 로고    scopus 로고
    • Nonlinear mean-reversion in real exchange rates: Toward a solution to the purchasing power parity puzzles
    • Taylor, M. F., Peel, D. and Sarno, L. (2001) Nonlinear mean-reversion in real exchange rates: Toward a solution to the purchasing power parity puzzles. International Economic Review, 42, pp. 1015-1042.
    • (2001) International Economic Review , vol.42 , pp. 1015-1042
    • Taylor, M.F.1    Peel, D.2    Sarno, L.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.