Re-examination of real interest rate parity
碩士 === 國立東華大學 === 經濟學系 === 102 === In this paper we employ monthly interest rate data over the 1973-2013 period to examine the interest linkages across U.S., Japan and eight countries in Asia region, as well as to investigate whether cointegration vector is time-varying or not. We use the Johansen (...
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| Format: | Others |
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2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/23z4d2 |