Financial systems integration in East-Asia: the uncovered interest parity condition

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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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Bibliographic Details
Main Authors:	Hassan, Ibrahim Bakari, Mohamed, Azali, Lee, Chin
Format:	Conference or Workshop Item
Language:	English
Published:	2014
Online Access:	http://psasir.upm.edu.my/id/eprint/67079/ http://psasir.upm.edu.my/id/eprint/67079/1/TeSSHI_2014-1.pdf

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