Dynamic linkages among real interest rates in international capital markets

Short-run and long-run dynamic linkages among weekly real interest rates for G-10 countries are examined using a variety of time-series tests. These tests give special attention to the time-series properties of nominal interest rates, ex-ante expected rates of inflation and real interest rates. Term...

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Bibliographic details
Volume: 17
Main Author: Al Awad, Mouawiya
Goodwin, Barry K
Format: Journal Article
Language: English
Zielgruppe: Professional
Academic
Place of publication: OXFORD Elsevier Ltd 01.12.1998
ELSEVIER SCI LTD
Elsevier
Elsevier B.V
Butterworth Scientific Ltd
published in: Journal of international money and finance Vol. 17; no. 6; pp. 881 - 907
Data of publication: 1998-12-01
ISSN: 0261-5606
1873-0639
EISSN: 1873-0639
Discipline: Business
Series: Journal of International Money and Finance
Subjects:
F36
F21
Online Access: Fulltext
Database: Web of Science - Social Sciences Citation Index - 1998
Social Sciences Citation Index
Web of Knowledge
Web of Science
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