Real interest rate parity in Asian countries: evidence from the quantile unit root test

Real Interest Rate Parity in the Northeast Asian Countries: Evidence from the Quantile Unit Root Test

SSRN Electronic Journal ◽

10.2139/ssrn.2898567 ◽

2016 ◽

Author(s):

Naranbaatar Batbayar

Keyword(s):

Interest Rate ◽

Unit Root ◽

Real Interest Rate ◽

Unit Root Test ◽

Asian Countries ◽

Interest Rate Parity ◽

Rate Parity ◽

Northeast Asian

Real interest rate parity in East Asian countries based on China with nonlinear threshold unit-root test

Applied Economics Letters ◽

10.1080/13504851.2011.637890 ◽

2012 ◽

Vol 19 (15) ◽

pp. 1531-1536 ◽

Cited By ~ 4

Author(s):

Chi-Wei Su ◽

Pei-Long Shen ◽

Hsu-Ling Chang ◽

Lin Liu

Keyword(s):

Interest Rate ◽

Unit Root ◽

Real Interest Rate ◽

East Asian ◽

Unit Root Test ◽

Asian Countries ◽

Interest Rate Parity ◽

REAL INTEREST RATE PARITY AND FOURIER QUANTILE UNIT ROOT TEST

Bulletin of Economic Research ◽

10.1111/boer.12177 ◽

2018 ◽

Vol 71 (3) ◽

pp. 348-358 ◽

Cited By ~ 1

Author(s):

Mohsen Bahmani‐Oskooee ◽

Tsangyao Chang ◽

Zahra (Mila) Elmi ◽

Omid Ranjbar

Keyword(s):

Interest Rate ◽

Unit Root ◽

Real Interest Rate ◽

Unit Root Test ◽

Interest Rate Parity ◽

A panel study on real interest rate parity in East Asian countries: Pre- and post-liberalization era

Global Finance Journal ◽

10.1016/j.gfj.2005.05.005 ◽

2005 ◽

Vol 16 (1) ◽

pp. 69-85 ◽

Cited By ~ 41

Author(s):

Ahmad Zubaidi Baharumshah ◽

Chan Tze Haw ◽

Stilianos Fountas

Keyword(s):

Interest Rate ◽

Real Interest Rate ◽

East Asian ◽

Panel Study ◽

Asian Countries ◽

Interest Rate Parity ◽

Re-examining the real interest rate parity hypothesis (RIPH) using panel unit root tests with asymmetry and cross-section dependence

Empirica ◽

10.1007/s10663-015-9312-4 ◽

2015 ◽

Vol 44 (1) ◽

pp. 91-120 ◽

Cited By ~ 6

Author(s):

Ayşegül Çorakcı ◽

Furkan Emirmahmutoglu ◽

Tolga Omay

Keyword(s):

Interest Rate ◽

Cross Section ◽

Unit Root ◽

Real Interest Rate ◽

Unit Root Tests ◽

Panel Unit Root Tests ◽

Interest Rate Parity ◽

Panel Unit Root ◽

Univariate and Multivariate Unit Root Tests with and Without Structural Break(s): An Empirical Examination Using Real Interest Rate Parity (RIRP) Relations

SSRN Electronic Journal ◽

10.2139/ssrn.2882675 ◽

2016 ◽

Author(s):

Jamaladeen Abubakar ◽

Nurudeen Ibrahim

Keyword(s):

Interest Rate ◽

Unit Root ◽

Real Interest Rate ◽

Structural Break ◽

Unit Root Tests ◽

Interest Rate Parity ◽

Empirical Examination ◽

New Evidence of the Real Interest Rate Parity for OECD Countries Using Panel Unit Root Tests with Breaks

SSRN Electronic Journal ◽

10.2139/ssrn.1852169 ◽

2006 ◽

Cited By ~ 4

Author(s):

Mariam Camarero ◽

Josep Lluís Lluís Carrion-i-Silvestre ◽

Cecilio R. Tamarit

Keyword(s):

Interest Rate ◽

Unit Root ◽

Real Interest Rate ◽

Unit Root Tests ◽

Panel Unit Root Tests ◽

Interest Rate Parity ◽

Panel Unit Root ◽

Rate Parity ◽

New Evidence

A revisit on real interest rate parity hypothesis – simulation evidence from efficient unit root tests

Applied Economics ◽

10.1080/00036846.2011.570717 ◽

2011 ◽

Vol 44 (24) ◽

pp. 3089-3099 ◽

Cited By ~ 2

Author(s):

Cheng-Feng Lee ◽

Ching-Chuan Tsong

Keyword(s):

Interest Rate ◽

Unit Root ◽

Real Interest Rate ◽

Unit Root Tests ◽

Interest Rate Parity ◽

Real interest rate parity in East Asian countries based on China with flexible Fourier stationary test

Japan and the World Economy ◽

10.1016/j.japwor.2013.01.003 ◽

2013 ◽

Vol 25-26 ◽

pp. 52-58 ◽

Cited By ~ 1

Author(s):

Lin Liu ◽

Hsu-Ling Chang ◽

Chi-Wei Su ◽

Chun Jiang

Keyword(s):

Interest Rate ◽

Real Interest Rate ◽

East Asian ◽

Asian Countries ◽

Interest Rate Parity ◽

Stationary Test ◽

Real interest rate parity hypothesis in post-Soviet countries: Evidence from unit root tests

Economic Modelling ◽

10.1016/j.econmod.2013.09.017 ◽

2014 ◽

Vol 36 ◽

pp. 120-129 ◽

Cited By ~ 6

Author(s):

Pelin Öge Güney ◽

Mübariz Hasanov

Keyword(s):

Interest Rate ◽

Unit Root ◽

Real Interest Rate ◽

Unit Root Tests ◽

Interest Rate Parity ◽