Title :
Non-Linear Aspects of Capital Market Integration
Author :
Daniel Hallstrom استاد مشاور , John Lapp استاد مشاور , Matt Holt استاد مشاور , Thomas Grennes استاد راهنما
University :
Raleigh North carolina state university
Keyword :
Nonparametric regression , real interest parity , structural instability , capital market integration , threshold autoregression
