Does real interest rate parity really work? Historical evidence from a discrete wavelet perspective

DOI10.1515/snde-2021-0067MaRDI QIDQ6553219

Hamid Reza Tavakkoli, Giorgio Canarella, Stephen Michael Miller, Mahdi Ghaemi Asl

Publication date: 11 June 2024

Published in: Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)

zbMATH Keywords

globalizationreal interest rate parityexchange rate regimesMODWT

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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