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

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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Bibliographic Details
Main Authors: Baharumshah, Ahmad Zubaidi, Soon, Siew Voon, Borsic, Darja
Format: Article
Language:English
Published: Elsevier 2013
Online Access:http://psasir.upm.edu.my/id/eprint/28299/1/Real%20interest%20parity%20in%20Central%20and%20Eastern%20European%20countries.pdf

Internet

http://psasir.upm.edu.my/id/eprint/28299/1/Real%20interest%20parity%20in%20Central%20and%20Eastern%20European%20countries.pdf

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