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Dynamic capita mobility, capital market risk, and exchange rate misalignment : evidence from seven Asian Countries

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  • Hong G. Min

Abstract

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Suggested Citation

  • 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.
  • Handle: RePEc:wbk:wbrwps:2025
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    References listed on IDEAS

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    1. Domowitz, Ian & Hakkio, Craig S., 1985. "Conditional variance and the risk premium in the foreign exchange market," Journal of International Economics, Elsevier, vol. 19(1-2), pages 47-66, August.
    2. Moosa , Imad A., 1997. "Resolving the Feldstein-Horioka Puzzle," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 50(3), pages 437-458.
    3. Maurice Obstfeld, 1998. "The Global Capital Market: Benefactor or Menace?," Journal of Economic Perspectives, American Economic Association, vol. 12(4), pages 9-30, Fall.
    4. Akira Kohsaka, 1996. "Interdependence through Capital Flows in Pacific Asia and the Role of Japan," NBER Chapters,in: Financial Deregulation and Integration in East Asia, NBER-EASE Volume 5, pages 107-146 National Bureau of Economic Research, Inc.
    5. Feldstein, Martin & Horioka, Charles, 1980. "Domestic Saving and International Capital Flows," Economic Journal, Royal Economic Society, vol. 90(358), pages 314-329, June.
    6. Thomas H. McCurdy & Ieuan G. Morgan, 1991. "Tests for a Systematic Risk Component in Deviations From Uncovered Interest Rate Parity," Review of Economic Studies, Oxford University Press, vol. 58(3), pages 587-602.
    7. 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, NBER-EASE Volume 5, pages 335-357 National Bureau of Economic Research, Inc.
    8. Imad Moosa & Razzaque Bhatti, 1997. "Are Asian Markets Integrated? Evidence for Six Countries Vis-A-Vis Japan," International Economic Journal, Taylor & Francis Journals, vol. 11(1), pages 51-67.
    9. Hassapis, Christis, 1995. "Exchange Risk in the EMS: Some Evidence Based on a GARCH Model," Bulletin of Economic Research, Wiley Blackwell, vol. 47(4), pages 295-303, October.
    10. Krol, Robert, 1996. "International capital mobility: evidence from panel data," Journal of International Money and Finance, Elsevier, vol. 15(3), pages 467-474, June.
    11. Mark, Nelson C., 1985. "On time varying risk premia in the foreign exchange market: An econometric analysis," Journal of Monetary Economics, Elsevier, vol. 16(1), pages 3-18, July.
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    Cited by:

    1. Hong G. Min & McDonald, Judith A., 1999. "Does a thin foreign exchange market lead to destabilizing capital-market speculation in the Asian Crisis countries?," Policy Research Working Paper Series 2056, The World Bank.

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