Financial systems integration in East-Asia: the uncovered interest parity condition
The paper investigates financial system integration in selected East-Asian countries (ASEAN5+3) under the Uncovered Interest Parity (UIP) hypothesis. The global vector autoregressive Model (GVAR) is used on the quarterly data of interest rate, exchange rate; real outputs, prices and equity prices ov...
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| Main Authors: | , , |
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| Format: | Conference or Workshop Item |
| Language: | English |
| Published: |
2014
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| Online Access: | http://psasir.upm.edu.my/id/eprint/67079/1/TeSSHI_2014-1.pdf http://psasir.upm.edu.my/id/eprint/67079/ |
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