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
Volume: 16
Main Author: Baharumshah, Ahmad Zubaidi
Haw, Chan Tze
Fountas, Stilianos
Format: Journal Article
Language: English
Zielgruppe: Academic
Place of publication: Greenwich Elsevier Inc 2005
Elsevier
Elsevier B.V
Elsevier Science Ltd
published in: Global finance journal Vol. 16; no. 1; pp. 69 - 85
Data of publication: 2005
ISSN: 1044-0283
1873-5665
EISSN: 1873-5665
Discipline: Business
Series: Global Finance Journal
Subjects:
F32
F31
F36
Online Access: available in Bonn?
Database: RePEc IDEAS
RePEc
CrossRef
Academic OneFile (A&I only)
ProQuest One Business
ProQuest One Business (Alumni)
Database information Databases - DBIS