We are grateful to two anonymous referees and the associate editor for many valuable comments. This work was supported by a grant from the Swiss National Fund for Scientific Research.
Testing Uncovered Interest Rate Parity and Term Structure Using a Three-regime Threshold Unit Root VECM: An Application to the Swiss ‘Isle’ of Interest Rates*
Article first published online: 11 JUL 2011
© Blackwell Publishing Ltd and the Department of Economics, University of Oxford, 2011
Oxford Bulletin of Economics and Statistics
Volume 74, Issue 2, pages 180–202, April 2012
How to Cite
Krishnakumar, J. and Neto, D. (2012), Testing Uncovered Interest Rate Parity and Term Structure Using a Three-regime Threshold Unit Root VECM: An Application to the Swiss ‘Isle’ of Interest Rates. Oxford Bulletin of Economics and Statistics, 74: 180–202. doi: 10.1111/j.1468-0084.2011.00644.x
- Issue published online: 9 FEB 2012
- Article first published online: 11 JUL 2011
- Final Manuscript Received: January 2011.
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