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The Renminbi and Exchange Rate Regimes in East Asia
Kawai, Masahiro; Pontines, Victor - East Asian Bureau of Economic Research (EABER) - 2014
With the rise of the People’s Republic of China (PRC) as the world’s largest trading nation (measured by trade value) and second largest economic power (measured by GDP), its economic influence over the neighboring emerging economies in East Asia has also risen. The PRC introduced...
Persistent link: https://www.econbiz.de/10011134348
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The Renminbi and Exchange Rate Regimes in East Asia
Kawai, Masahiro; Pontines, Victor - East Asian Bureau of Economic Research (EABER) - 2014
With the rise of the People’s Republic of China (PRC) as the world’s largest trading nation (measured by trade value) and second largest economic power (measured by GDP), its economic influence over the neighboring emerging economies in East Asia has also risen. The PRC introduced...
Persistent link: https://www.econbiz.de/10011134381
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Modeling dynamic causalities between the Indonesian Rupiah and Forex markets of ASEAN, Japan and Europe
Sofyan, Hizir; Majid, Muhammad Shabri Abdul; Rahmanda, … - In: Contemporary economics 13 (2019) 1, pp. 35-48
run between the IDR and the forex markets of ASEAN (Association of South East Asian Nations), Japan and Europe. The study … utilizes the daily nominal exchange rates of Indonesia, Thailand, Malaysia, Singapore, the Philippines, Japan, the U.S., and … error correction (VECM) techniques. The study found that the IDR was cointegrated with the forex markets of ASEAN, Japan …
Persistent link: https://www.econbiz.de/10012176208
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International financial integration through the law of one price : the role of liquidity and capital controls /
Levy Yeyati, Eduardo (contributor);  … - 2008
This paper takes advantage of the fact that some stocks trade both in domestic and international markets to characterize the degree of international financial integration. The paper argues that the cross-market premium (the ratio between the domestic and the international market price of...
Persistent link: https://www.econbiz.de/10003719146
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International financial integration through the law of one price : the role of liquidity and capital controls
Levy Yeyati, Eduardo; Schmukler, Sergio L.; Horen, … - In: Journal of financial intermediation 18 (2009) 3, pp. 432-463
Persistent link: https://www.econbiz.de/10003878953
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Stock market integration between three CEECs, Russia and the UK
Caporale, Guglielmo Maria; Spagnolo, Nicola - 2010
This paper estimates a tri-variate VAR-GARCH(1,1)-in-mean model to examine linkages between the stock markets of three Central and Eastern European countries (CEECs), specifically the Czech Republic, Hungary, and Poland, and both the UK and Russia. The adopted framework allows to analyse...
Persistent link: https://www.econbiz.de/10003942221
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Cross-border price differentials and goods market integration in East Asia
Mun, U-sik - 2013
As cross-border movements of goods, capital, and labor are intensifying, it is likely that goods markets in East Asia will become increasingly integrated. This study investigates the current state of goods market integration in East Asia by measuring the extent of cross-border price...
Persistent link: https://www.econbiz.de/10009758531
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Rethinking stock market integration : globalization, valuation and convergence
Tam, Pui Sun; Tam, Pui I. - 2012
This paper aims to study the extent of integration among developed and emerging stock markets in the onset of globalization through the formulation of a unified conceptual framework that synthesizes the stock valuation model and the convergence hypothesis. Market integration manifests in the...
Persistent link: https://www.econbiz.de/10009583196
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Global production linkages and stock market comovement
Auer, Raphael A.; Iwadate, Bruce Muneaki; Schrimpf, Andreas - 2022
Although real integration conceptually plays an important role for the comovement of international equity markets, documenting this link empirically has proven challenging. We construct a new dataset of theory-guided, relevant measures of bilateral trade in final and intermediate goods and...
Persistent link: https://www.econbiz.de/10013169023
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Cross-Border Price Differentials and Goods Market Integration in East Asia
Moon, Woosik - 2013
As cross-border movements of goods, capital, and labor are intensifying, it is likely that goods markets in East Asia will become increasingly integrated. This study investigates the current state of goods market integration in East Asia by measuring the extent of cross-border price...
Persistent link: https://www.econbiz.de/10013079825