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Applied Economics Letters Volume 18, 2011 - Issue 3
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Original Articles

The impact of Asian crisis on market integration: evidence from East Asian real interest rates

Philip Inyeob Ji Department of Accounting and Finance, Monash University, Clayton, VIC, 3800, AustraliaCorrespondence[email protected]
Pages 245-249 | Published online: 19 Oct 2010

References

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  • Goodwin , B. K. and Grennes , T. J. 1994 . Real interest rate equalization and the integration of international financial markets . Journal of International Money and Finance , 13 : 107 – 24 .
  • Harvie , C. and Lee , H. 2003 . Korea's Economic Miracle: Fading or Reviving? , New York : Palgrave Macmillan .
  • Johansen , S. 1988 . Statistical analysis of cointegrating vectors . Journal of Economic Dynamics and Control , 12 : 231 – 54 .
  • Merrick , J. J. and Saunders , A. 1986 . International expected real interest rates: new tests of the parity hypothesis and US fiscal-policy effects . Journal of Monetary Economics , 18 : 313 – 22 .
  • Mishkin , F. 1984 . Are real interest rates equal across countries? An empirical investigation of international parity conditions . Journal of Finance , 39 : 1345 – 57 .
  • Phylaktis , K. 1999 . Capital market integration in the Pacific Basin region: an impulse response analysis . Journal of International Money and Finance , 19 : 267 – 87 .
  • Yamada , H. 2002 . Real interest rate equalization: some empirical evidence from the three major world financial markets . Applied Economics , 34 : 2069 – 73 .

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