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Interest Rates in East Asian Countries : Internal Financial Structures and International Linkages

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Author Info
Isabelle Bensidoun
Virginie Coudert
Laurence Nayman

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Abstract

The progress of financial liberalisation in East Asian countries has led to an abundant economic literature, especially as far as its external aspects are concerned. Without doubt, the main issue hinges on whether these countries participate in a monetary zone, as this has important implications for the role of the yen and the dollar in the international monetary system. Research generally suggests that the dollar is still the dominant currency in East Asia. The methods used to obtain such results are often based on interest rate parity tests, with the implicit assumption that the overall monetary stance of a country may be revealed by a single rate of interest. However, this assumption can be challenged for countries which have not yet completed internal financial liberalisation.

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Paper provided by CEPII research center in its series Working Papers with number 1997-02.

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Date of creation: Jan 1997
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Handle: RePEc:cii:cepidt:1997-02

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Related research
Keywords: Interest rate; international integration;

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Find related papers by JEL classification:
F36 - International Economics - - International Finance - - - Financial Aspects of Economic Integration

References listed on IDEAS
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  1. Carlo Cottarelli & Angeliki Kourelis, 1994. "Financial Structure, Bank Lending Rates, and the Transmission Mechanism of Monetary Policy," IMF Working Papers 94/39, International Monetary Fund.
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Cited by:
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  1. Agnes Benassy-Quere, 1997. "Optimal Pegs for Asian Currencies," Working Papers 1997-14, CEPII research center. [Downloadable!]
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