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Krishnakumar, Jaya, Neto, David (2012) Testing Uncovered Interest Rate Parity and Term Structure Using a Three-regime Threshold Unit Root VECM: An Application to the Swiss ‘Isle’ of Interest Rates*. Oxford Bulletin of Economics and Statistics, 74. 180-202 doi:10.1111/j.1468-0084.2011.00644.x

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Reference TypeJournal (article/letter/editorial)
TitleTesting Uncovered Interest Rate Parity and Term Structure Using a Three-regime Threshold Unit Root VECM: An Application to the Swiss ‘Isle’ of Interest Rates*
JournalOxford Bulletin of Economics and Statistics
AuthorsKrishnakumar, JayaAuthor
Neto, DavidAuthor
Year2012 (April)Volume74
PublisherWiley
DOIdoi:10.1111/j.1468-0084.2011.00644.xSearch in ResearchGate
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Mindat Ref. ID11348289Long-form Identifiermindat:1:5:11348289:6
GUID0
Full ReferenceKrishnakumar, Jaya, Neto, David (2012) Testing Uncovered Interest Rate Parity and Term Structure Using a Three-regime Threshold Unit Root VECM: An Application to the Swiss ‘Isle’ of Interest Rates*. Oxford Bulletin of Economics and Statistics, 74. 180-202 doi:10.1111/j.1468-0084.2011.00644.x
Plain TextKrishnakumar, Jaya, Neto, David (2012) Testing Uncovered Interest Rate Parity and Term Structure Using a Three-regime Threshold Unit Root VECM: An Application to the Swiss ‘Isle’ of Interest Rates*. Oxford Bulletin of Economics and Statistics, 74. 180-202 doi:10.1111/j.1468-0084.2011.00644.x
In(n.d.) Oxford Bulletin of Economics and Statistics Vol. 74. Wiley

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Carriero, Andrea (2006) Explaining US-UK Interest Rate Differentials: A Reassessment of the Uncovered Interest Rate Parity in a Bayesian Framework*. Oxford Bulletin of Economics and Statistics, 68. 879-899 doi:10.1111/j.1468-0084.2006.00461.x
KARAKITSOS, ELIAS (2009) EXPECTATIONS AND THE TERM STRUCTURE OF INTEREST RATES. Oxford Bulletin of Economics and Statistics, 39. 139-151 doi:10.1111/j.1468-0084.1977.mp39002004.x
Spencer, Peter (2013) UK Macroeconomic Volatility and the Term Structure of Interest Rates*. Oxford Bulletin of Economics and Statistics, 75. 323-339 doi:10.1111/j.1468-0084.2012.00698.x
Li, Jing (2017) System-Equation ADL Test for Threshold Cointegration with an Application to the Term Structure of Interest Rates. Oxford Bulletin of Economics and Statistics, 79. 1-24 doi:10.1111/obes.12123
Iacone, Fabrizio (2009) A Semiparametric Analysis of the Term Structure of the US Interest Rates. Oxford Bulletin of Economics and Statistics, 71. 475-490 doi:10.1111/j.1468-0084.2008.00546.x
Bruneau, Catherine, Jondeau, Eric (1999) Long-run Causality, with an Application to International Links Between Long-term Interest Rates. Oxford Bulletin of Economics and Statistics, 61. 545-568 doi:10.1111/1468-0084.00143
Enders, Walter, Lee, Junsoo (2012) A Unit Root Test Using a Fourier Series to Approximate Smooth Breaks*. Oxford Bulletin of Economics and Statistics, 74. 574-599 doi:10.1111/j.1468-0084.2011.00662.x
FOSTER, JOHN (2009) INTEREST RATES AND INFLATION EXPECTATIONS: THE BRITISH EXPERIENCE*. Oxford Bulletin of Economics and Statistics, 41. 145-164 doi:10.1111/j.1468-0084.1979.mp41002003.x
Walsk, Brendan (2009) CREDIBILITY, INTEREST RATES AND THE ERM: THE IRISH EXPERIENCE. Oxford Bulletin of Economics and Statistics, 55. 439-452 doi:10.1111/j.1468-0084.1993.mp55004005.x
Gefang, Deborah (2012) Money-output Causality Revisited - A Bayesian Logistic Smooth Transition VECM Perspective*. Oxford Bulletin of Economics and Statistics, 74. 131-151 doi:10.1111/j.1468-0084.2011.00652.x
Kearney, Colm, MacDonald, Ronald (2009) PUBLIC SECTOR BORROWING, THE MONEY SUPPLY AND INTEREST RATES. Oxford Bulletin of Economics and Statistics, 47. 249-273 doi:10.1111/j.1468-0084.1985.mp47003005.x
 
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