A panel study on real interest rate parity in East Asian countries: pre- and post-liberalization era

A panel study on real interest rate parity in East Asian countries: pre- and post-liberalization era

This study examines the mean reverting behavior of real interest differentials in ten Asian economies using Japan as the base country. We obtain a number of interesting results: first, the conventional ADF test fails to support Real Interest Parity (RIP) for at least half of the countries, even for...

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Bibliographic Details
Main Authors: Baharumshah, Ahmad Zubaidi, Chan, Tze Haw, Fountas, Stilianos
Format: Article
Language:English
Published: Elsevier 2005
Online Access:http://psasir.upm.edu.my/id/eprint/40297/
http://psasir.upm.edu.my/id/eprint/40297/1/A%20panel%20study%20on%20real%20interest%20rate%20parity%20in%20East%20Asian%20countries%20pre-%20and%20post-liberalization%20era.pdf

Internet

http://psasir.upm.edu.my/id/eprint/40297/
http://psasir.upm.edu.my/id/eprint/40297/1/A%20panel%20study%20on%20real%20interest%20rate%20parity%20in%20East%20Asian%20countries%20pre-%20and%20post-liberalization%20era.pdf

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