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Financial Turmoil in the Banking Sector and the Asian Lamfalussy Process : The Case of Four Economies
Hsu, Chen-Min; Liao, Chih-Feng - East Asian Bureau of Economic Research (EABER) - 2010
banking performance in four Asian economies : the People's Republic of China (PRC); Hong Kong, China; Singapore; and Taipei,China …. Both the PRC and Hong Kong, China operate under a fragmented financial regulatory structure, while Singapore and Taipei,China …
Persistent link: https://www.econbiz.de/10009363823
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Financial Liberalization and Monetary Policy Cooperation in East Asia1
Chow, Hwee Kwan; Kriz, Peter N.; Mariano, Roberto S.; … - East Asian Bureau of Economic Research (EABER) - 2007
As the countries in East Asia embark on financial liberalization, a key issue that confronts policymakers is the greater complexity of risks that is injected into the financial system. In particular, capital account liberalization may potentially increase the vulnerability of individual...
Persistent link: https://www.econbiz.de/10009363869
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Implications of an RP-US FTA on the Philippine Financial Services Industry and the Philippine Economy
Calderon-Kabigting, Leila; Patiu, Liberty S. - East Asian Bureau of Economic Research (EABER) - 2006
The paper discusses financial liberalization in the context of a proposed RP-US FTA. It discusses the state of the financial industry, in general, and also reviewed the US-Chile and US-Singapore FTAs to be able to arrive at the proposed provisions for the RPUS FTA. It also tackles the reforms...
Persistent link: https://www.econbiz.de/10009365441
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Has Financial Liberalization Improved Economic Efficiency in the Republic of Korea? Evidence from Firm-Level and Industry-Level Data
Park, Jungsoo; Park, Yung Chul - East Asian Bureau of Economic Research (EABER) - 2014
This study analyzes the effects of financial liberalization on the lending behavior of banks and non-bank financial institutions (NBFIs) before and after the 1997 Asian financial crisis, using panel regressions on Republic of Korea firm-level and industry-level data of the period...
Persistent link: https://www.econbiz.de/10011134330
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Has Financial Liberalization Improved Economic Efficiency in the Republic of Korea? Evidence from Firm-Level and Industry-Level Data
Park, Jungsoo; Park, Yung Chul - East Asian Bureau of Economic Research (EABER) - 2014
This study analyzes the effects of financial liberalization on the lending behavior of banks and non-bank financial institutions (NBFIs) before and after the 1997 Asian financial crisis, using panel regressions on Republic of Korea firm-level and industry-level data of the period...
Persistent link: https://www.econbiz.de/10011134338
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Forecasting Realized Volatility Using A Nonnegative Semiparametric Model
Preve, Daniel; Eriksson, Anders; Yu, Jun - East Asian Bureau of Economic Research (EABER) - 2009
This paper introduces a parsimonious and yet flexible nonnegative semiparametric model to forecast financial volatility …
Persistent link: https://www.econbiz.de/10009363893
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Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance
Phillips, Peter C. B.; Yu, Jun - East Asian Bureau of Economic Research (EABER) - 2006
This paper overviews maximum likelihood and Gaussian methods of estimating continuous time models used in finance. Since the exact likelihood can be constructed only in special cases, much attention has been devoted to the development of methods designed to approximate the likelihood. These...
Persistent link: https://www.econbiz.de/10009365186
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A Two-Stage Realized Volatility Approach to Estimation of Diffusion Processes with Discrete
Phillips, Peter C. B.; Yu, Jun - East Asian Bureau of Economic Research (EABER) - 2006
observations. In the first stage we make use of the feasible central limit theory for realized volatility, as developed in Jacod …
Persistent link: https://www.econbiz.de/10009365479
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Environment Pollution Control : Advantage or Disadvantage for Latecomer's Economies in East Asia?
Taguchi, Hiroyuki; Yoshida, Takashi - East Asian Bureau of Economic Research (EABER) - 2010
Using the analytical framework of the environmental Kuznets curve, this study examines whether the latecomers economies in East Asia enjoy technological spillover effects (latecomers advantage) or suffer pollution haven damages (latecomers disadvantage) in their environmental pollution...
Persistent link: https://www.econbiz.de/10009363718
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Volatility Spillover between the Stock Market and the Foreign Market in Pakistan
Qayyum, Abdul; Kemal, A. R. - East Asian Bureau of Economic Research (EABER) - 2006
Our paper examines the volatility spillover between the stock market and the foreign exchange market in Pakistan. For … the longrun relationship we use the Engle Granger two-step procedure and the volatility spillover is modelled through the … the two markets. The results from the volatility modelling show that the behaviours of both the stock exchange and the …
Persistent link: https://www.econbiz.de/10009365411