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Time series analysis for the interest rates relationships among China, Hong Kong, and Taiwan money markets

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  • Nieh, Chien-Chung
  • Yau, Hwey-Yun

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  • Nieh, Chien-Chung & Yau, Hwey-Yun, 2004. "Time series analysis for the interest rates relationships among China, Hong Kong, and Taiwan money markets," Journal of Asian Economics, Elsevier, vol. 15(1), pages 171-188, February.
    • Handle: RePEc:eee:asieco:v:15:y:2004:i:1:p:171-188
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    Cited by:

    1. Khan, Muhammad Arshad & Sajid, Muhammad Zubair, 2007. "Integration of Financial Markets in SAARC Countries: Evidence Based on Uncovered Interest rate Parity Hypothesis," MPRA Paper 6751, University Library of Munich, Germany.
    2. Johansson, Anders C., 2008. "Interdependencies among Asian bond markets," Journal of Asian Economics, Elsevier, vol. 19(2), pages 101-116, April.
    3. Holmes, Mark J. & Otero, Jesús & Panagiotidis, Theodore, 2011. "Real interest parity: A note on Asian countries using panel stationarity tests," Journal of Asian Economics, Elsevier, vol. 22(6), pages 550-557.
    4. Mougoue, Mbodja & Noula, Armand Gilbert & Ajayi, Richard A., 2008. "Maturities, Nonlinearities, and the International Transmission of Short-Term Interest Rates," Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, vol. 4(1-2), pages 1-20.

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