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Efficacy Of China'S Capital Controls: Evidence From Price And Flow Data

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Author Info
Guonan Ma
RobertN McCauley

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Abstract

The paper argues that China's capital controls remain substantially binding. This has allowed the Chinese authorities to retain some degree of short-term monetary autonomy, despite the fixed exchange rate to July 2005. Although the Chinese capital controls have not been watertight, we find sustained and significant gaps between onshore and offshore renminbi interest rates and persistent dollar/renminbi interest rate differentials during the period of a de facto dollar peg. While some cross-border flows do respond to market expectations and relative yields, they have not been large enough to equalise onshore and offshore renminbi yields. Copyright 2008 The Authors
Journal compilation 2008 Blackwell Publishing Ltd

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File URL: http://www.blackwell-synergy.com/doi/abs/10.1111/j.1468-0106.2007.00392.x
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Publisher Info
Article provided by Blackwell Publishing in its journal Pacific Economic Review.

Volume (Year): 13 (2008)
Issue (Month): 1 (02)
Pages: 104-123
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Handle: RePEc:bla:pacecr:v:13:y:2008:i:1:p:104-123

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  1. George M. von Furstenberg, 2007. "Aspects, Models and Measures for Assessing the Competitiveness of International Financial Services in a Particular Location," Working Papers 182007, Hong Kong Institute for Monetary Research. [Downloadable!]
  2. George von Furstenberg, 2007. "Assessing the Competitiveness of International Financial Services in Particular Locations: A Survey of Methods and Perspectives," Caepr Working Papers 2007-024, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington. [Downloadable!]
  3. Roberta Colavecchio & Michael Funke, 2008. "Volatility Transmission between Renminbi and Asia-Pacific on-shore and off-shore U.S. dollar futures," Quantitative Macroeconomics Working Papers 20803, Hamburg University, Department of Economics. [Downloadable!]
    Other versions:
  4. Guonan Ma & Zhou Haiwen, 2009. "China’s evolving external wealth and rising creditor position," BIS Working Papers 286, Bank for International Settlements. [Downloadable!]
  5. Zhiwei Zhang & Wenlang Zhang & Gaofeng Han, 2009. "How Does the US Credit Crisis Affect the Asia-Pacific Economies? --- Analysis based on a General Equilibrium Model," Working Papers 0912, Hong Kong Monetary Authority. [Downloadable!]
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This page was last updated on 2009-11-25.


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