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Applied Financial Economics Volume 20, 2010 - Issue 22
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Original Articles

An analysis of the time series properties of the UK ex-post real interest rate: fractional integration, breaks or nonlinear

David G. McMillan School of Management, University of St. Andrews, Fife KY16 9SS, Scotland, UKCorrespondence[email protected]
&
Mark E. Wohar Department of Economics, RH-512K, University of Nebraska at Omaha, Omaha, NE 68182-0286, USA
Pages 1697-1707 | Published online: 27 Oct 2010

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Gourishankar S. Hiremath, Kritarth Jha & Ankur Agarwal. (2019) Scaling behaviour of Treasury rates in India. Macroeconomics and Finance in Emerging Market Economies 12:1, pages 1-23.
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Articles from other publishers (2)

Giorgio Canarella, Luis A. Gil‐Alana, Rangan Gupta & Stephen M. Miller. (2022) The behaviour of real interest rates: New evidence from a 'suprasecular' perspective. International Finance 25:1, pages 46-64.
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ZEYNEL ABIDIN OZDEMIR, CAGDAS EKINCI & KORHAN GOKMENOGLU. (2015) INTERNATIONAL EVIDENCE ON REAL INTEREST RATE PERSISTENCE. The Singapore Economic Review 60:04, pages 1550087.
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