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- W2056501390 abstract "This article aims at testing real interest parity (RIP) by using nonlinear unit root tests. The results from Kapetanios et al. (2003 Kapetanios, G., Shin, Y. and Snell, A. 2003. Testing unit root in the nonlinear STAR framework. Journal of Econometrics, 112: 359–79. [Crossref], [Web of Science ®] , [Google Scholar]) demonstrated that the adjustment of ASEAN-5 real interest rates towards real interest rates in Japan and the US follows a nonlinear (stationary) process. Overall, the evidence is in favour of RIP." @default.
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- W2056501390 date "2008-10-10" @default.
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- W2056501390 title "Real interest rate parity in the ASEAN-5 countries: a nonlinear perspective" @default.
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- W2056501390 doi "https://doi.org/10.1080/13504850600949152" @default.
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