Crisis, Capital Controls and Covered Interest Parity: Evidence from China in Transformation
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- Jinzhao Chen, 2013. "Crisis, capital controls, and covered interest parity: Evidence from China in transformation," Post-Print halshs-00845630, HAL.
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More about this item
KeywordsCovered Interest Parity; Capital Control; China; Threshold Autoregressive model; GARCH effect; Financial Crisis; Contrôle de capitaux; Parité de taux d'intérêt couvert; Chine; Modèles autorégressifs à transition brutale; Effet GARCH; Crise financière;
- F0 - International Economics - - General
- M2 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - Business Economics
- N0 - Economic History - - General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-01-25 (All new papers)
- NEP-IFN-2012-01-25 (International Finance)
- NEP-TRA-2012-01-25 (Transition Economics)
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