Financial integration of East Asian economies: evidence from real interest parity
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DOI: 10.1080/00036840902902243
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- Baharumshah, Ahmad Zubaidi & Chan, Tze-Haw & Masih, A. Mansur A., 2005. "Financial Integration of East Asian Economies: Evidence from Real Interest Parity," MPRA Paper 2210, University Library of Munich, Germany, revised 2007.
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Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Boubakri, Salem & Guillaumin, Cyriac, 2015.
"Regional integration of the East Asian stock markets: An empirical assessment,"
Journal of International Money and Finance, Elsevier, vol. 57(C), pages 136-160.
- Salem Boubakri & Cyriac Guillaumin, 2015. "Regional integration of the East Asian stock markets : an empirical assessment," Post-Print halshs-01195916, HAL.
- Gan, Pei-Tha, 2014. "The precise form of financial integration: Empirical evidence for selected Asian countries," Economic Modelling, Elsevier, vol. 42(C), pages 208-219.
- Mohsen Bahmani‐Oskooee & Tsangyao Chang & Zahra (Mila) Elmi & Omid Ranjbar, 2019. "Real Interest Rate Parity And Fourier Quantile Unit Root Test," Bulletin of Economic Research, Wiley Blackwell, vol. 71(3), pages 348-358, July.
- Liu, Lin & Chang, Hsu-Ling & Su, Chi-Wei & Jiang, Chun, 2013. "Real interest rate parity in East Asian countries based on China with flexible Fourier stationary test," Japan and the World Economy, Elsevier, vol. 25, pages 52-58.
- Chan, Tze-Haw, 2012. "Assessing the international parity conditions and transmission mechanism for Malaysia-China," MPRA Paper 38930, University Library of Munich, Germany.
- Zixiong Xie & Shyh-Wei Chen & An-Chi Wu, 2023. "Real interest rate parity in the Pacific Rim countries: new empirical evidence," Empirical Economics, Springer, vol. 64(3), pages 1471-1515, March.
- Baharumshah, Ahmad Zubaidi & Soon, Siew-Voon & Boršič, Darja, 2013. "Real interest parity in Central and Eastern European countries: Evidence on integration into EU and the US markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 25(C), pages 163-180.
- Glick, Reuven & Hutchison, Michael, 2013.
"China's financial linkages with Asia and the global financial crisis,"
Journal of International Money and Finance, Elsevier, vol. 39(C), pages 186-206.
- Reuven Glick & Michael M. Hutchison, 2013. "China’s Financial Linkages with Asia and the Global Financial Crisis," Working Paper Series 2013-12, Federal Reserve Bank of San Francisco.
- Komatsubara, Tadaaki & Okimoto, Tatsuyoshi & Tatsumi, Ken-ichi, 2017.
"Dynamics of integration in East Asian equity markets,"
Journal of the Japanese and International Economies, Elsevier, vol. 45(C), pages 37-50.
- KOMATSUBARA Tadaaki & OKIMOTO Tatsuyoshi & TATSUMI Ken-ichi, 2016. "Dynamics of Integration in East Asian Equity Markets," Discussion papers 16084, Research Institute of Economy, Trade and Industry (RIETI).
- Chan, Tze-Haw & Baharumshah, Ahmad Zubaidi, 2012. "Financial Integration between China and Asia Pacific Trading Partners: Parities Evidence from the First- and Second-generation Panel Tests," MPRA Paper 37801, University Library of Munich, Germany.
- Claudiu Tiberiu Albulescu & Dominique Pépin & Aviral Kumar Tiwari, 2016.
"A RE-EXAMINATION OF REAL INTEREST PARITY IN CEECs USING ‘OLD’ AND ‘NEW’ SECOND-GENERATION PANEL UNIT ROOT TESTS,"
Bulletin of Economic Research, Wiley Blackwell, vol. 68(2), pages 133-150, April.
- Claudiu Tiberiu Albulescu & Dominique Pépin & Aviral Kumar Tiwari, 2014. "A RE-EXAMINATION OF REAL INTEREST PARITY IN CEECs USING 'OLD' AND 'NEW' SECOND GENERATION PANEL UNIT ROOT TESTS," Working Papers hal-01089380, HAL.
- Claudiu Tiberiu Albulescu & Dominique Pépin & Aviral Kumar Tiwaric, 2016. "A re-examination of real interest parity in CEECs using 'old' and 'new' second-generation panel unit root tests," Post-Print halshs-01388921, HAL.
- Claudiu Tiberiu Albulescu & Dominique Pepin & Aviral Kumar Tiwari, 2014.
"A re-examination of real interest parity in CEECs using old and new generations of panel unit root tests,"
Papers
1403.3627, arXiv.org.
- Claudiu Tiberiu Albulescu & Dominique Pepin & Aviral Kumar Tiwari, 2014. "A RE-EXAMINATION OF REAL INTEREST PARITY IN CEECs USING OLD AND NEW GENERATIONS OF PANEL UNIT ROOT TESTS," Working Papers hal-00959475, HAL.
- Su, Chi-Wei & Chang, Hsu-Ling & Chang, Tsangyao & Yin, Kedong, 2014. "Monetary convergence in East Asian countries relative to China," International Review of Economics & Finance, Elsevier, vol. 33(C), pages 228-237.
- Liu, Yan & Chang, Hsu-Ling & Su, Chi-Wei, 2013. "Do real interest rates converge across East Asian countries based on China?," Economic Modelling, Elsevier, vol. 31(C), pages 467-473.
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More about this item
JEL classification:
- F02 - International Economics - - General - - - International Economic Order and Integration
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
- F36 - International Economics - - International Finance - - - Financial Aspects of Economic Integration
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