Financial systems integration in East-Asia: the uncovered interest parity condition / Ibrahim Bakari Hassan ... [et al.]

• Main Authors: Bakari Hassan, Ibrahim, Mohamed, Azali, Lee, Chin
• 格式: Conference or Workshop Item
• 语言: English
• 出版: 2014
• 主题: Financial engineering; Financial management. Business finance. Corporation finance
• 在线阅读: https://ir.uitm.edu.my/id/eprint/35469/1/35469.pdf; https://ir.uitm.edu.my/id/eprint/35469/

The paper investigates financial system integration in selected East-Asian countries (ASEAN5+3) under the Uncovered Interest Parity (UIP) hypothesis. The global vector autoregressive Model (GVAR) is used on the quarterly data of interest rate, exchange rate; real outputs, prices and equity prices ov...