Financial systems integration in East-Asia: the uncovered interest parity condition / Ibrahim Bakari Hassan ... [et al.]

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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Bibliographic Details

Main Authors:	Bakari Hassan, Ibrahim, Mohamed, Azali, Lee, Chin
Format:	Conference or Workshop Item
Language:	en
Published:	2014
Subjects:	Financial engineering Financial management. Business finance. Corporation finance
Online Access:	https://ir.uitm.edu.my/id/eprint/35469/1/35469.pdf https://ir.uitm.edu.my/id/eprint/35469/
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