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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Tác giả chính: Phylaktis, Kate
Định dạng: Tạp chí
Ngôn ngữ:English
Được phát hành: Washington, D.C. : International Monetary Fund, 1995.
Loạt:IMF Working Papers; Working Paper ; No. 1995/133
Truy cập trực tuyến:Full text available on IMF