Capital Market Integration in the Pacific Basin Region : An Analysis of Real Interest Rate Linkages /
This paper investigates the extent to which financial markets in the Pacific Basin Region have become more integrated, by analyzing the comovements of real interest rates. The paper uses cointegration and error correction models and draws inferences on the degree of capital market integration by loo...
| Главный автор: | |
|---|---|
| Формат: | Журнал |
| Язык: | English |
| Опубликовано: |
Washington, D.C. :
International Monetary Fund,
1995.
|
| Серии: | IMF Working Papers; Working Paper ;
No. 1995/133 |
| Online-ссылка: | Full text available on IMF |