Cheung, Yin-Wong; Chinn, Menzie David; Fujii, Eiji - 2003 - This Draft: June 16, 2003
The linkages between the People's Republic of China and the other Chinese economies of Hong Kong and Taiwan are assessed, and compared against those with Japan and the US. We first characterize the time series behavior of three criteria of integration, namely real interest parity, uncovered...