UNIGE document Scientific Article
previous document  unige:41669  next document
add to browser collection
Title

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

Authors
Neto, David
Published in Oxford bulletin of economics and statistics. 2012, vol. 74, no. 2, p. 180-202
Identifiers
Full text
Article (Published version) (433 Kb) - public document Free access
Structures
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. https://archive-ouverte.unige.ch/unige:41669

366 hits

78 downloads

Update

Deposited on : 2014-11-11

Export document
Format :
Citation style :