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Assessing Bond Market Integration in Asia

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Author Info
Ip-wing Yu (Research Department, Hong Kong Monetary Authority)
Laurence Fung (Research Department, Hong Kong Monetary Authority)
Chi-sang Tam (Research Department, Hong Kong Monetary Authority)
Abstract

Development of the local bond markets has been a top priority for financial reforms in the region after the Asian financial crisis. Various initiatives have also been taken to foster the development of the regional bond market. This paper looks into the degree of integration of sovereign (government) bond markets in Asia. It provides a survey of indicators and measures to monitor the development, measure progress and assess the state of bond market integration in the region. Our empirical results broadly show that there is only weak bond market integration in the region and very little progress has taken place since 2003. The apparent lack of progress may be due to the "local" or "idiosyncratic" factors in some Asian economies.

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File URL: http://www.info.gov.hk/hkma/eng/research/working/pdf/HKMAWP07_10_full.pdf
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Publisher Info
Paper provided by Hong Kong Monetary Authority in its series Working Papers with number 0710.

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Length: 35 pages
Date of creation: Jun 2007
Date of revision:
Handle: RePEc:hkg:wpaper:0710

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Related research
Keywords: Financial integration; Kalman filter; Cointegration; Synchronisation; Dynamic correlation;

Find related papers by JEL classification:
C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Estimation
C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions
F36 - International Economics - - International Finance - - - Financial Aspects of Economic Integration
G15 - Financial Economics - - General Financial Markets - - - International Financial Markets

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This page was last updated on 2009-12-17.


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