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Applied Economics Letters Volume 15, 2008 - Issue 6
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Original Articles

Real interest rate convergence under the euro

Michael A. Jenkins Department of Economics, St Lawrence University, Canton, NY 13617, USACorrespondence[email protected]
&
Petya Madzharova Economics Department, College of Business, University of Nevada, Las Vegas, 4505 Maryland Parkway, Las Vegas, NV 89154, USA
Pages 473-476 | Published online: 18 Apr 2008

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Abdullah Gulcu & Dilem Yildirim. (2019) Smooth breaks and nonlinear mean reversion in real interest parity: Evidence from East Asian countries. The Journal of International Trade & Economic Development 28:6, pages 668-685.
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Tobias Basse, Christoph Wegener & Frederik Kunze. (2018) Government bond yields in Germany and Spain—empirical evidence from better days. Quantitative Finance 18:5, pages 827-835.
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Alexander Ludwig. (2014) Credit risk-free sovereign bonds under Solvency II: a cointegration analysis with consistently estimated structural breaks. Applied Financial Economics 24:12, pages 811-823.
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George Magonis & Andreas Tsopanakis. (2013) Real interest rate parity in OECD countries: new evidence from time series and panel cointegration techniques. Applied Economics Letters 20:5, pages 476-479.
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Paolo Agnolucci & Andrew Venn. (2011) Industrial energy intensities in the UK: is there a deterministic or stochastic difference among sectors?. Applied Economics 43:12, pages 1447-1462.
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Articles from other publishers (10)

Mahdi Ghaemi Asl, Giorgio Canarella, Stephen M. Miller & Hamid Reza Tavakkoli. (2022) Does real interest rate parity really work? Historical evidence from a discrete wavelet perspective. Studies in Nonlinear Dynamics & Econometrics 0:0.
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Zixiong Xie, Shyh-Wei Chen & An-Chi Wu. (2022) Real interest rate parity in the Pacific Rim countries: new empirical evidence. Empirical Economics.
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Christoph Wegener, Robinson Kruse & Tobias Basse. (2019) The walking debt crisis. Journal of Economic Behavior & Organization 157, pages 382-402.
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Mario Gruppe, Tobias Basse, Meik Friedrich & Carsten Lange. (2017) Interest rate convergence, sovereign credit risk and the European debt crisis: a survey. The Journal of Risk Finance 18:4, pages 432-442.
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Christoph Wegener, Christian von Spreckelsen, Tobias Basse & Hans-Jörg von Mettenheim. (2016) Forecasting Government Bond Yields with Neural Networks Considering Cointegration. Journal of Forecasting 35:1, pages 86-92.
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Tobias Basse. (2014) Searching for the EMU core member countries. European Journal of Political Economy 34, pages S32-S39.
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Philipp Sibbertsen, Christoph Wegener & Tobias Basse. (2014) Testing for a break in the persistence in yield spreads of EMU government bonds. Journal of Banking & Finance 41, pages 109-118.
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Ahmad Zubaidi Baharumshah, Siew-Voon Soon & Darja Boršič. (2013) Real interest parity in Central and Eastern European countries: Evidence on integration into EU and the US markets. Journal of International Financial Markets, Institutions and Money 25, pages 163-180.
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Tobias Basse, Meik Friedrich & Anne Kleffner. (2012) Italian government debt and sovereign credit risk: an empirical exploration and some thoughts about consequences for European insurers. Zeitschrift für die gesamte Versicherungswissenschaft 101:5, pages 571-579.
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Giorgio Canarella, Stephen M. Miller & Stephen K. Pollard. (2011) The Global Financial Crisis and Stochastic Convergence in the Euro Area. International Advances in Economic Research 17:3, pages 315-333.
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