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...

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Detaylı Bibliyografya
Yazar: Phylaktis, Kate
Materyal Türü: Dergi
Dil:English
Baskı/Yayın Bilgisi: Washington, D.C. : International Monetary Fund, 1995.
Seri Bilgileri:IMF Working Papers; Working Paper ; No. 1995/133
Online Erişim:Full text available on IMF