Crisis, Capital Controls and Covered Interest Parity: Evidence from China in Transformation
Download full text from publisher
Other versions of this item:
- Jinzhao Chen, 2013. "Crisis, capital controls, and covered interest parity: Evidence from China in transformation," Post-Print halshs-00845630, HAL.
References listed on IDEAS
- Guonan Ma & Corrinne Ho & Robert N McCauley, 2004. "The markets for non-deliverable forwards in Asian currencies," BIS Quarterly Review, Bank for International Settlements, June.
- John C. Williams & John B. Taylor, 2009.
"A Black Swan in the Money Market,"
American Economic Journal: Macroeconomics,
American Economic Association, vol. 1(1), pages 58-83, January.
- Hutchison, Michael & Kendall, Jake & Pasricha, Gurnain & Singh, Nirvikar, 2009.
"Indian capital control liberalization: Evidence from NDF markets,"
09/60, National Institute of Public Finance and Policy.
- Michael Hutchison & Jake Kendall & Gurnain Pasricha & Nirvikar Singh, 2009. "Indian Capital Control Liberalization : Evidence from NDF Markets," Finance Working Papers 22971, East Asian Bureau of Economic Research.
- Hutchison, Michael & Kendall, Jake & Pasricha, Gurnain & Singh, Nirvikar, 2010. "Indian Capital Control Liberalization: Evidence from NDF Markets," MPRA Paper 21771, University Library of Munich, Germany.
- Hutchison, Michael & Kendall, Jake & Pasricha, Gurnain Kaur & Singh, Nirvikar, 2009. "Indian Capital Control Liberalization: Evidence from NDF Markets," MPRA Paper 13630, University Library of Munich, Germany.
- Valerie Mignon & Gilles Dufrenot, 2004. "Modeling the French Consumption Function Using SETAR Models," Economics Bulletin, AccessEcon, vol. 3(20), pages 1-16.
- Feldstein, Martin & Horioka, Charles, 1980. "Domestic Saving and International Capital Flows," Economic Journal, Royal Economic Society, vol. 90(358), pages 314-329, June.
- Chi-Young Choi & Young-Kyu Moh, 2007. "How useful are tests for unit-root in distinguishing unit-root processes from stationary but non-linear processes?," Econometrics Journal, Royal Economic Society, vol. 10(1), pages 82-112, March.
- Levy Yeyati, Eduardo & Schmukler, Sergio L. & Van Horen, Neeltje, 2009. "International financial integration through the law of one price: The role of liquidity and capital controls," Journal of Financial Intermediation, Elsevier, vol. 18(3), pages 432-463, July.
- Frederic Bec & Melika Ben Salem & Marine Carrasco, 2004. "Tests for Unit-Root versus Threshold Specification With an Application to the Purchasing Power Parity Relationship," Journal of Business & Economic Statistics, American Statistical Association, vol. 22, pages 382-395, October.
- Yin‐Wong Cheung & Guonan Ma & Robert N. McCauley, 2011.
"Renminbising China'S Foreign Assets,"
Pacific Economic Review,
Wiley Blackwell, vol. 16(1), pages 1-17, February.
- Yin-Wong Cheung & Guonan Ma & Robert N. McCauley, 2010. "Renminbising China's Foreign Assets," Working Papers 162010, Hong Kong Institute for Monetary Research.
- Yin-Wong Cheung & Guonan Ma & Robert N. McCauley, 2010. "Renminbising China's Foreign Assets," CESifo Working Paper Series 3009, CESifo Group Munich.
- Guonan Ma & RobertN McCauley, 2008. "Efficacy Of China'S Capital Controls: Evidence From Price And Flow Data," Pacific Economic Review, Wiley Blackwell, vol. 13(1), pages 104-123, February.
- Mark Holmes & Yangru Wu, 1997. "Capital controls and covered interest parity in the EU: Evidence from a panel-data unit root test," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 133(1), pages 76-89, March.
- Holmes, Mark J., 2001. "New Evidence on Real Exchange Rate Stationarity and Purchasing Power Parity in Less Developed Countries," Journal of Macroeconomics, Elsevier, vol. 23(4), pages 601-614, October.
- repec:ebl:ecbull:v:3:y:2004:i:20:p:1-16 is not listed on IDEAS
- Prachowny, Martin F J, 1970. "A Note on Interest Parity and the Supply of Arbitrage Funds," Journal of Political Economy, University of Chicago Press, vol. 78(3), pages 540-545, May-June.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Cheung, Yin-Wong & Steinkamp, Sven & Westermann, Frank, 2016.
"China's capital flight: Pre- and post-crisis experiences,"
Journal of International Money and Finance,
Elsevier, vol. 66(C), pages 88-112.
- Yin-Wong Cheung & Sven Steinkamp & Frank Westermann, 2015. "China's Capital Flight: Pre- and Post-Crisis Experiences," CESifo Working Paper Series 5584, CESifo Group Munich.
- Yin-Wong Cheung & Sven Steinkamp & Frank Westermann, 2015. "China's Capital Flight: Pre- and Post-Crisis Experiences," Working Papers 103, Institute of Empirical Economic Research, Osnabrueck University, revised 16 Dec 2015.
- George Verikios, 2015. "The implications for trade and FDI flows from liberalisation of China's capital account," Centre of Policy Studies/IMPACT Centre Working Papers g-251, Victoria University, Centre of Policy Studies/IMPACT Centre.
- Chen, Jinzhao & Qian, Xingwang, 2016.
"Measuring on-going changes in China's capital controls: A de jure and a hybrid index data set,"
China Economic Review,
Elsevier, vol. 38(C), pages 167-182.
- Jinzhao Chen & Xingwang Qian, 2015. "Measuring the On-Going Changes in China's Capital Flow Management: A De Jure and a Hybrid Index Data Set," Working Papers 112015, Hong Kong Institute for Monetary Research.
- Ma, Guonan & McCauley, Robert N., 2013. "Is China or India more financially open?," Journal of International Money and Finance, Elsevier, vol. 39(C), pages 6-27.
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;
NEP fieldsThis paper has been announced in the following NEP Reports:
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:hal:psewpa:halshs-00660654. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (CCSD). General contact details of provider: https://hal.archives-ouvertes.fr/ .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.