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Exchange rate and foreign interest rate linkages for Sub-Saharan Africa floaters
Thomas, Alun - 2012
rate regimes. The determinants are based on the law of one price and interest parity conditions. Results indicate that the …
Persistent link: https://www.econbiz.de/10009621648
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State-Dependent Exchange Rate Pass-Through
Carriere-Swallow, Yan - 2023
We estimate how the rate of pass-through from the exchange rate to domestic prices varies across states of the economy and depending on the shocks that drive fluctuations in the exchange rate. We confirm several results from the literature and uncover new facts. Drawing on the experience of a...
Persistent link: https://www.econbiz.de/10015059492
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Mexico's Integration into NAFTA Markets : A View from Sectoral Real Exchange Rates and Transaction Costs
Juvenal, Luciana - 2008
A self-exciting threshold autoregressive model is used to measure transaction costs that may explain relative price … price threshold bands as transactions costs, we find evidence that Mexico still face higher transaction costs than their … developed counterparts, even though trade liberalization lowers relative price differentials between countries. The distance …
Persistent link: https://www.econbiz.de/10014409023
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Sub-Saharan Africa's Integration in the Global Financial Markets
Deléchat, Corinne - 2009
The paper uses a unique database covering 44 countries in sub-Saharan Africa (SSA) countries between 2000 and 2007 to study the determinants of the allocation and composition of flows across countries, as well as channels through which private capital flows could affect growth. In our sample,...
Persistent link: https://www.econbiz.de/10012677784
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Regional Financial Integration in the Caribbean
Kwon, Goohoon - 2009
importance of regional banking groups: price differentials of cross-listed stocks reach an average of 5 percent. Auto …-Regressive models suggest that these price differentials are only slowly arbitraged away, with half-lives exceeding 7 wo …
Persistent link: https://www.econbiz.de/10012677806
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Financial Integration and Risk-Adjusted Growth Opportunities
Ivaschenko, Iryna V. - 2008
This paper documents the evolution of measures of financial integration for major advanced and emerging markets economies, assesses whether advances in integration have had a significant positive impact on countries' risk-adjusted growth opportunities, and identifies some of the channels through...
Persistent link: https://www.econbiz.de/10012677595
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Financial Integration: A New Methodology and an Illustration
Flood, Robert P. - 2004
Persistent link: https://www.econbiz.de/10014275662
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Financial Integration in Asia : Recent Developments and Next Steps
Cowen, David - 2006
Intro -- Contents -- I. GLOBALIZATION OF PRODUCTION AND FINANCIAL INTEGRATION IN ASIA -- II. ROLE OF INSTITUTIONS AND MARKETS TO FOSTER FINANCIAL INTEGRATION AND ECONOMIC STABILITY12 A. Introduction -- APPENDIX II. 1. KEY FINANCIAL MARKET INDICATORS -- APPENDIX II. 2. REGULATIONS ON CROSS-...
Persistent link: https://www.econbiz.de/10012690976
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Financial Integration in Asia : Estimating the Risk-Sharing Gains for Australia and Other Nations
Mercereau, Benoît - 2006
Intro -- Contents -- I. INTRODUCTION -- II. FINANCIAL INTEGRATION REDUCES RISK -- III. ESTIMATION METHODOLOGY AND DATA -- IV. RESULTS -- V. CONCLUSION -- Appendix. Data Sources and Construction -- References.
Persistent link: https://www.econbiz.de/10012690982
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Financial Integration in the West African Economic and Monetary Union.
Sy, Amadou N. R - 2006
Persistent link: https://www.econbiz.de/10012691003