Real interest rate parity in the ASEAN-5 countries : a nonlinear perspective.

QR Code

Real interest rate parity in the ASEAN-5 countries : a nonlinear perspective.

This article aims at testing real interest parity (RIP) by using nonlinear unit root tests. The results from Kapetanios et al. (2003) 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...

Full description

Bibliographic Details
Main Authors:	Baharumshah, Ahmad Zubaidi, Liew, Venus Khim Sen, Hamzah, Nor Aishah
Format:	Article
Language:	English
Published:	Routledge 2008
Online Access:	http://psasir.upm.edu.my/id/eprint/16434/ http://psasir.upm.edu.my/id/eprint/16434/1/Real%20interest%20rate%20parity%20in%20the%20ASEAN.pdf

Similar Items

Real interest rate parity in the ASEAN-5 countries: a nonlinear perspective
by: Ahmad Zubaidi, Baharumshah, et al.
Published: (2008)

Nonlinear Adjustment towards Purchasing Power Parity in ASEAN Exchange Rates
by: Liew, Venus Khim-Sen, et al.
Published: (2004)

Non-linearities in Real Interest Rate Parity: Evidence from OECD and Asian Developing Economies
by: Ahmad Zubaidi, Baharumshah, et al.
Published: (2010)

Non-linearities in real interest rate parity : evidence from OECD and Asian developing economies.
by: Baharumshah, Ahmad Zubaidi, et al.
Published: (2010)

Nonlinear Adjustment of ASEAN−5 Real Exchange Rates: Symmetrical or Asymmetrical?
by: Liew, Venus Khim-Sen
Published: (2004)

Nonlinear Adjustment Of Real Exchange Rates Towards Purchasing Power Parity And The Asian Financial Crisis
by: Liew, Venus Khim-Sen, et al.
Published: (2005)

Nonlinear Mean Reversion In Real Exchange Rates: Evidence From The ASEAN-5
by: Ahmad Zubaidi, Baharumshah, et al.
Published: (2003)

ASEAN-5 Exchange Rate Determination In The Presence Of Nonlinearity
by: Venus Liew, Khim Sen, et al.
Published: (2011)

Asean-5 exchange rate determination in the presence of nonlinearity.
by: Liew, Venus Khim-Sen, et al.
Published: (2011)

Parity reversion in real interest rate in the Asian countries: further evidence based on local-persistent model
by: Baharumshah, Ahmad Zubaidi, et al.
Published: (2013)

Predictability of ASEAN-5 Exchange Rates in the Post-Crisis Era
by: Liew, Venus Khim-Sen, et al.
Published: (2003)

The Predibility of Asean-5 Exchange Rates
by: Ahmad Zubaidi, Baharumshah, et al.
Published: (2000)

The Predibility of Asean-5 Exchange Rates
by: Liew, Khim Sen, et al.
Published: (2000)

Beyond the purchasing power parity: exchange rates, prices and interest rates in ASEAN-5 countries
by: Noreha Halid,, et al.
Published: (2009)

A panel study on real interest rate parity in East Asian countries: pre- and post-liberalization era
by: Baharumshah, Ahmad Zubaidi, et al.
Published: (2005)

Predictability of ASEAN-5 exchange rates in the post-crisis era
by: Liew, Khim Sen, et al.
Published: (2003)

The Real Interest Rate Differential : International Evidence Based On Non-Linear Unit Root Tests
by: Ahmad Zubaidi, Baharumshah, et al.
Published: (2009)

The real interest rate differential : international evidence based on non-linear unit root tests.
by: Baharumshah, Ahmad Zubaidi, et al.
Published: (2009)

Real interest parity in Central and Eastern European countries: evidence on integration into EU and the US markets
by: Baharumshah, Ahmad Zubaidi, et al.
Published: (2013)

The Linearity Property Of Asean-5 Real Exchange Rates In Pre-Asian Currency Crisis Period
by: Venus, Khim-Sen Liew, et al.
Published: (2004)

On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity
by: Liew, Venus Khim-Sen, et al.
Published: (2004)

Is there a nonlinear long-run relation in the U.S. interest rate and inflation?
by: lee, Hwa-tae, et al.
Published: (2013)

Nonlinear Real Exchange Rate Behavior: Are the African Currencies Exceptional?
by: Anoruo, Emmanuel, et al.
Published: (2006)

Are Asian real exchange rates stationary?
by: Liew, Venus Khim-Sen, et al.
Published: (2004)

Are Asian real exchange rates stationary?
by: Liew, Venus Khim Sen, et al.
Published: (2004)

Asymmetry dynamics in real exchange rates: New results on East Asian currencies
by: Ahmad Zubaidi, Baharumshah, et al.
Published: (2010)

Asymmetry dynamics in real exchange rates: new results on East Asian currencies
by: Baharumshah, Ahmad Zubaidi, et al.
Published: (2010)

Real interest rates equalization: The case of Malaysia and Singapore
by: Ling, Tai-Hu, et al.
Published: (2006)

Exchange Rate And Trade Balance Relationship: The Experience Of Asean Countries
by: Liew, Venus Khim-Sen, et al.
Published: (2003)

Financial integration of East Asian economies : evidence from real interest parity
by: Ahmad Zubaidi, Baharumshah, et al.
Published: (2011)

Financial integration of East Asian economies: evidence from real interest parity
by: Evan, Lau, et al.
Published: (2011)

Financial integration of East Asian economies: evidence from real interest parity
by: Baharumshah, Ahmad Zubaidi, et al.
Published: (2011)

Non-Linearity In Monetary Models Of Exchange Rate In Five Asean Countries
by: Liew, Khim Sen
Published: (2008)

The linearity property of ASEAN-5 real exchange rates in pre-ASEAN currency crisis period
by: Liew, Venus Khim-Sen, et al.
Published: (2004)

Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen
by: Liew, Venus Khim-Sen
Published: (2009)

Purchasing Power Parity (PPP) in a Transition Economy - Cambodia: Empirical Evidence from Bilateral Exchange Rates
by: Tuck, Cheong Tang, et al.
Published: (2009)

Forecasting Performance of Exponential Smooth Transition Autoregressive Exchange Rate Models
by: Ahmad Zubaidi, Baharumshah, et al.
Published: (2006)

Forecasting performance of exponential smooth transition autoregressive exchange rate models
by: Baharumshah, Ahmad Zubaidi, et al.
Published: (2006)

Forecasting Performance of Logistic STAR Exchange Rate Model: The Original and Reparameterised Versions
by: Liew, Venus Khim-Sen, et al.
Published: (2002)

Purchasing power parity and efficiency of black market exchange rate in African countries
by: Baharumshah, Ahmad Zubaidi, et al.
Published: (2011)