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Testing uncovered interest rate parity and term structure using three-regime threshold unit root VECM: an application to the Swiss “Isle” of interest rates

Published inOxford bulletin of economics and statistics, vol. 74, no. 2, p. 180-202
Publication date2012
Citation (ISO format)
KRISHNAKUMAR, Jaya, NETO, David. Testing uncovered interest rate parity and term structure using three-regime threshold unit root VECM: an application to the Swiss “Isle” of interest rates. In: Oxford bulletin of economics and statistics, 2012, vol. 74, n° 2, p. 180–202. doi: 10.1111/j.1468-0084.2011.00644.x
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