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Interest Parity and Dynamic Capital Mobility: The Experience of Singapore

In: Financial Deregulation and Integration in East Asia

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  • Tse Yiu Kuen
  • Tan Kim Song

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  • Tse Yiu Kuen & Tan Kim Song, 1996. "Interest Parity and Dynamic Capital Mobility: The Experience of Singapore," NBER Chapters, in: Financial Deregulation and Integration in East Asia, pages 335-357, National Bureau of Economic Research, Inc.
    • Handle: RePEc:nbr:nberch:8568
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    References listed on IDEAS

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    1. Reisen, Helmut & Yeches, Helene, 1993. "Time-varying estimates on the openness of the capital account in Korea and Taiwan," Journal of Development Economics, Elsevier, vol. 41(2), pages 285-305, August.
    2. Jeffrey A. Frankel, 1991. "Quantifying International Capital Mobility in the 1980s," NBER Chapters, in: National Saving and Economic Performance, pages 227-270, National Bureau of Economic Research, Inc.
    3. Sebastian Edwards & Mohsin S. Khan, 1985. "Interest Rate Determination in Developing Countries: A Conceptual Framework," NBER Working Papers 1531, National Bureau of Economic Research, Inc.
    4. Teh Kok Peng & Tharman Shanmugaratnam, 1992. "Exchange rate policy in Singapore: philosophy and conduct over the past decade," Proceedings, Federal Reserve Bank of San Francisco, issue Sep.
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    Cited by:

    1. Min, Hong-Ghi & McDonald, Judith A. & Choung, Jaeyong, 2003. "Dynamic capital mobility, capital-market risk, and contagion: evidence from seven Asian countries," Japan and the World Economy, Elsevier, vol. 15(2), pages 161-183, April.
    2. Chul Park, Yung & Song, Chi-Young, 2001. "Institutional Investors, Trade Linkage, Macroeconomic Similarities, and Contagion of the Thai Crisis," Journal of the Japanese and International Economies, Elsevier, vol. 15(2), pages 199-224, June.
    3. Bhatta, Guna Raj & Nepal, Rabindra & Harvie, Charles & Jayanthakumaran, Kankesu, 2022. "Testing for the uncovered interest parity condition in a small open economy: A state space modelling approach," Journal of Asian Economics, Elsevier, vol. 82(C).
    4. Hong G. Min, 1998. "Dynamic capita mobility, capital market risk, and exchange rate misalignment : evidence from seven Asian Countries," Policy Research Working Paper Series 2025, The World Bank.
    5. Soo Khoon Goh & Guay Lim & Nilss Olekalns, 2006. "Deviations from uncovered interest parity in Malaysia," Applied Financial Economics, Taylor & Francis Journals, vol. 16(10), pages 745-759.

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