REAL INTEREST RATE PARITY AND FOURIER QUANTILE UNIT ROOT TEST (Q5213465): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1111/boer.12177 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2901091463 / rank | |||
Normal rank |
Latest revision as of 22:01, 19 March 2024
scientific article; zbMATH DE number 7162071
Language | Label | Description | Also known as |
---|---|---|---|
English | REAL INTEREST RATE PARITY AND FOURIER QUANTILE UNIT ROOT TEST |
scientific article; zbMATH DE number 7162071 |
Statements
REAL INTEREST RATE PARITY AND FOURIER QUANTILE UNIT ROOT TEST (English)
0 references
3 February 2020
0 references
asymmetric dynamics
0 references
breaks
0 references
Fourier expansion
0 references
quantile regression
0 references
real interest rate parity
0 references
sharp breaks
0 references