REAL INTEREST RATE PARITY AND FOURIER QUANTILE UNIT ROOT TEST (Q5213465)
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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 |
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REAL INTEREST RATE PARITY AND FOURIER QUANTILE UNIT ROOT TEST (English)
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3 February 2020
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asymmetric dynamics
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breaks
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Fourier expansion
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quantile regression
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real interest rate parity
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sharp breaks
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