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...
| Main Authors: | , , |
|---|---|
| Format: | Conference or Workshop Item |
| Language: | English |
| Published: |
2014
|
| Subjects: | |
| Online Access: | https://ir.uitm.edu.my/id/eprint/35469/ |