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Real interest parity in Central and Eastern European countries: evidence on integration into EU and the US markets

We investigate the validity of real interest parity (RIP) for the 13 Central and Eastern European countries, over the period 1996–2011. We consider a panel stationarity test that allows for multiple breaks advocated by Carrion-i-Silvestre et al. (2005) and confirmed the strong version of RIP. We fou...

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Main Authors:	Baharumshah, Ahmad Zubaidi, Soon, Siew Voon, Borsic, Darja
格式:	Article
語言:	English
出版:	Elsevier 2013
在線閱讀:	http://psasir.upm.edu.my/id/eprint/28299/1/Real%20interest%20parity%20in%20Central%20and%20Eastern%20European%20countries.pdf http://psasir.upm.edu.my/id/eprint/28299/ http://www.sciencedirect.com/science/article/pii/S1042443113000188
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