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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Taylor & Francis Group
2008
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| 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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my.unimas.ir.186572017-11-20T07:00:34Z http://ir.unimas.my/id/eprint/18657/ Real interest rate parity in the ASEAN-5 countries: a nonlinear perspective Ahmad Zubaidi, Baharumshah Liew, Venus Khim-Sen Nor Aishah, Hamzah HB Economic Theory 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 evidence is in favour of RIP. Taylor & Francis Group 2008 E-Article PeerReviewed text en http://ir.unimas.my/id/eprint/18657/8/Real%20interest%20rate%20parity%20in%20the%20ASEAN-5%20%28abstract%29.pdf Ahmad Zubaidi, Baharumshah and Liew, Venus Khim-Sen and Nor Aishah, Hamzah (2008) Real interest rate parity in the ASEAN-5 countries: a nonlinear perspective. Applied Economics Letters, 15. pp. 955-958. ISSN 1350–4851 http://www.tandfonline.com/doi/abs/10.1080/13504850600949152 DOI: 10.1080/13504850600949152 |
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HB Economic Theory Ahmad Zubaidi, Baharumshah Liew, Venus Khim-Sen Nor Aishah, Hamzah Real interest rate parity in the ASEAN-5 countries: a nonlinear perspective |
| description |
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 evidence is in favour of RIP. |
| format |
E-Article |
| author |
Ahmad Zubaidi, Baharumshah Liew, Venus Khim-Sen Nor Aishah, Hamzah |
| author_facet |
Ahmad Zubaidi, Baharumshah Liew, Venus Khim-Sen Nor Aishah, Hamzah |
| author_sort |
Ahmad Zubaidi, Baharumshah |
| title |
Real interest rate parity in the ASEAN-5 countries: a
nonlinear perspective |
| title_short |
Real interest rate parity in the ASEAN-5 countries: a
nonlinear perspective |
| title_full |
Real interest rate parity in the ASEAN-5 countries: a
nonlinear perspective |
| title_fullStr |
Real interest rate parity in the ASEAN-5 countries: a
nonlinear perspective |
| title_full_unstemmed |
Real interest rate parity in the ASEAN-5 countries: a
nonlinear perspective |
| title_sort |
real interest rate parity in the asean-5 countries: a
nonlinear perspective |
| publisher |
Taylor & Francis Group |
| publishDate |
2008 |
| url |
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 |
| _version_ |
1644512904438874112 |
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13.209306 |