Real interest rate parity in the ASEAN-5 countries: a nonlinear perspective
This article aims at testing real interest parity (RIP) by using nonlinear unit root tests. The results from Kapetanios et al. (2003) demonstrated that the adjustment of ASEAN-5 real interest rates towards real interest rates in Japan and the US follows a nonlinear (stationary) process. Overall, the...
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| Main Authors: | , , |
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| Format: | E-Article |
| Language: | English |
| Published: |
Taylor & Francis Group
2008
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| Subjects: | |
| Online Access: | http://ir.unimas.my/id/eprint/18657/8/Real%20interest%20rate%20parity%20in%20the%20ASEAN-5%20%28abstract%29.pdf http://ir.unimas.my/id/eprint/18657/ http://www.tandfonline.com/doi/abs/10.1080/13504850600949152 |
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