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A panel study on real interest rate parity in East Asian countries: Pre- and post-liberalization era

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  • Baharumshah, Ahmad Zubaidi
  • Haw, Chan Tze
  • Fountas, Stilianos

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Bibliographic Info

Article provided by Elsevier in its journal Global Finance Journal.

Volume (Year): 16 (2005)
Issue (Month): 1 (August)
Pages: 69-85

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Handle: RePEc:eee:glofin:v:16:y:2005:i:1:p:69-85

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Web page: http://www.elsevier.com/locate/inca/620162

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References

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  1. Harris, Richard D. F. & Tzavalis, Elias, 1999. "Inference for unit roots in dynamic panels where the time dimension is fixed," Journal of Econometrics, Elsevier, Elsevier, vol. 91(2), pages 201-226, August.
  2. Holmes, Mark J., 2002. "Does long-run real interest parity hold among EU countries? Some new panel data evidence," The Quarterly Review of Economics and Finance, Elsevier, Elsevier, vol. 42(4), pages 733-746.
  3. Menzie D. Chinn & Jeffrey A. Frankel, 1995. "Who drives real interest rates around the Pacific Rim: the US or Japan?," Pacific Basin Working Paper Series, Federal Reserve Bank of San Francisco 95-02, Federal Reserve Bank of San Francisco.
  4. Wu, Jyh-Lin & Fountas, Stilianos, 2000. "Real Interest Rate Parity under Regime Shifts and Implications for Monetary Policy," Manchester School, University of Manchester, University of Manchester, vol. 68(6), pages 685-700, December.
  5. Jyh-Lin Wu & Show-Lin Chen, 1998. "A Re-examination of Real Interest Rate Parity," Canadian Journal of Economics, Canadian Economics Association, Canadian Economics Association, vol. 31(4), pages 837-851, November.
  6. Jens Larsen & Ben May & James Talbot, 2003. "Estimating real interest rates for the United Kingdom," Bank of England working papers, Bank of England 200, Bank of England.
  7. Frankel, Jeffrey A & Rose, Andrew K, 1998. "The Endogeneity of the Optimum Currency Area Criteria," Economic Journal, Royal Economic Society, Royal Economic Society, vol. 108(449), pages 1009-25, July.
  8. Goodwin, Barry K. & Grennes, Thomas J., 1994. "Real interest rate equalization and the integration of international financial markets," Journal of International Money and Finance, Elsevier, Elsevier, vol. 13(1), pages 107-124, February.
  9. Pierre Perron & Robert J. Shiller, 1984. "Testing the Random Walk Hypothesis: Power Versus Frequency of Observation," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University 732, Cowles Foundation for Research in Economics, Yale University.
  10. Maurice Obstfeld, 2000. "The Global Capital Market: Benefactor or Menace?," International Finance, EconWPA 0004001, EconWPA.
  11. Mundell, Robert, 2003. "Prospects for an Asian currency area," Journal of Asian Economics, Elsevier, Elsevier, vol. 14(1), pages 1-10, February.
  12. Im, Kyung So & Pesaran, M. Hashem & Shin, Yongcheol, 2003. "Testing for unit roots in heterogeneous panels," Journal of Econometrics, Elsevier, Elsevier, vol. 115(1), pages 53-74, July.
  13. Mishkin, Frederic S, 1984. " Are Real Interest Rates Equal across Countries? An Empirical Investigation of International Parity Conditions," Journal of Finance, American Finance Association, American Finance Association, vol. 39(5), pages 1345-57, December.
  14. Baxter, Marianne, 1994. "Real exchange rates and real interest differentials: Have we missed the business-cycle relationship?," Journal of Monetary Economics, Elsevier, Elsevier, vol. 33(1), pages 5-37, February.
  15. Chow, Hwee Kwan & Kim, Yoonbai, 2003. "A common currency peg in East Asia? Perspectives from Western Europe," Journal of Macroeconomics, Elsevier, Elsevier, vol. 25(3), pages 331-350, September.
  16. Bowles, Paul & MacLean, Brian, 1996. "Regional Trading Blocs: Will East Asia Be Next?," Cambridge Journal of Economics, Oxford University Press, Oxford University Press, vol. 20(4), pages 393-412, July.
  17. Mark, Nelson C., 1985. "Some evidence on the international inequality of real interest rates," Journal of International Money and Finance, Elsevier, Elsevier, vol. 4(2), pages 189-208, June.
  18. Phylaktis, Kate, 1997. "Capital market integration in the Pacific-Basin region: An analysis of real interest rate linkages," Pacific-Basin Finance Journal, Elsevier, Elsevier, vol. 5(2), pages 195-213, June.
  19. Steven Radelet & Jeffrey Sachs, 1998. "The Onset of the East Asian Financial Crisis," NBER Working Papers 6680, National Bureau of Economic Research, Inc.
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