메뉴 건너뛰기




Volumn 11, Issue 1, 1997, Pages 51-67

Are asian markets integrated? evidence for six countries vis-a-vis Japan

Author keywords

[No Author keywords available]

Indexed keywords


EID: 33646056494     PISSN: 10168737     EISSN: 1743517X     Source Type: Journal    
DOI: 10.1080/10168739700000004     Document Type: Article
Times cited : (20)

References (37)
  • 1
    • 84977737410 scopus 로고
    • Purchasing Power Parity in the Long Run
    • March, and
    • Abuaf, N., and Jorion, P., 1990. Purchasing Power Parity in the Long Run. Journal of Finance, March: 157–174.
    • (1990) Journal of Finance , pp. 157-174
    • Abuaf, N.1    Jorion, P.2
  • 2
    • 84944835541 scopus 로고
    • Deviations from Purchasing Power Parity in the Long Run
    • December, and
    • Adler, M., and Lehman, B., 1983. Deviations from Purchasing Power Parity in the Long Run. Journal of Finance, December: 1471–1487.
    • (1983) Journal of Finance , pp. 1471-1487
    • Adler, M.1    Lehman, B.2
  • 3
    • 38249006444 scopus 로고
    • Cointegration among Southeast Asian and Japanese Currencies: Preliminary Evidence of a Yen Bloc?
    • February, and
    • Aggarwal, R., and Mougoue, M., 1993. Cointegration among Southeast Asian and Japanese Currencies: Preliminary Evidence of a Yen Bloc?. Economics Letters, February: 161–166.
    • (1993) Economics Letters , pp. 161-166
    • Aggarwal, R.1    Mougoue, M.2
  • 4
    • 84981600933 scopus 로고
    • Exploring Equilibrium Relationships in Econometrics through Static Models: Some Monte Carlo Evidence
    • August, and
    • Banerjee, A., Dolado, J. J., Hendry, D. F., and Smith, G. W., 1986. Exploring Equilibrium Relationships in Econometrics through Static Models: Some Monte Carlo Evidence. Oxford Bulletin of Economics and Statistics, August: 253–277.
    • (1986) Oxford Bulletin of Economics and Statistics , pp. 253-277
    • Banerjee, A.1    Dolado, J.J.2    Hendry, D.F.3    Smith, G.W.4
  • 5
    • 0001360823 scopus 로고
    • A New Approach to Testing ex ante Purchasing Power Parity
    • September, and
    • Bhatti, R. H., and Moosa, I. A., 1994. A New Approach to Testing ex ante Purchasing Power Parity. Applied Economics Letters, September: 148–151.
    • (1994) Applied Economics Letters , pp. 148-151
    • Bhatti, R.H.1    Moosa, I.A.2
  • 6
    • 85070136114 scopus 로고
    • An Alternative Approach to Testing Uncovered Interest Parity
    • September, forthcoming
    • Bhatti, R. H., and Moosa, I. A., 1994. An Alternative Approach to Testing Uncovered Interest Parity. Applied Economics Letters, September forthcoming
    • (1994) Applied Economics Letters
    • Bhatti, R.H.1    Moosa, I.A.2
  • 7
    • 0000219986 scopus 로고
    • Interest Parity, Cointegration and the Term Structure in Canada and the United States
    • August
    • Boothe, P., 1991. Interest Parity, Cointegration and the Term Structure in Canada and the United States. Canadian Journal of Economics, August: 595–603.
    • (1991) Canadian Journal of Economics , pp. 595-603
    • Boothe, P.1
  • 8
    • 28044439573 scopus 로고
    • National Savings and Domestic Investment in the Long Term: Some Time Series Evidence from the OECD
    • Summer
    • Bodman, P. M., 1995. National Savings and Domestic Investment in the Long Term: Some Time Series Evidence from the OECD. International Economic Journal, Summer: 37–60.
    • (1995) International Economic Journal , pp. 37-60
    • Bodman, P.M.1
  • 10
    • 85036258669 scopus 로고
    • Distribution of the Estimators for Autoregressive Time Series with a Unit Root
    • June, and
    • Dickey, D. A., and Fuller, W. A., 1979. Distribution of the Estimators for Autoregressive Time Series with a Unit Root. Journal of the American Statistical Association, June: 427–431.
    • (1979) Journal of the American Statistical Association , pp. 427-431
    • Dickey, D.A.1    Fuller, W.A.2
  • 11
    • 84936168759 scopus 로고
    • Real Exchange Rates under the Gold Standard
    • December, and
    • Diebold, F., Husted, S., and Rush, M., 1991. Real Exchange Rates under the Gold Standard. Journal of Political Economy, December: 1252–1271.
    • (1991) Journal of Political Economy , pp. 1252-1271
    • Diebold, F.1    Husted, S.2    Rush, M.3
  • 12
    • 84990172291 scopus 로고
    • Domestic Saving and International Capital Flows
    • June, and
    • Feldstein, M., and Horioka, C., 1980. Domestic Saving and International Capital Flows. Economic Journal, June: 314–329.
    • (1980) Economic Journal , pp. 314-329
    • Feldstein, M.1    Horioka, C.2
  • 13
    • 33751160760 scopus 로고
    • Domestic Savings and International Capital Movements in the Long-Run and the Short-Run
    • March-April
    • Feldstein, M., 1983. Domestic Savings and International Capital Movements in the Long-Run and the Short-Run. European Economic Review, March-April: 139–151.
    • (1983) European Economic Review , pp. 139-151
    • Feldstein, M.1
  • 15
    • 0040385170 scopus 로고
    • Quantifying International Capital Mobility in the 1980s
    • D. K. D., (ed), New York: Routledge,. Edited by
    • Frankel, J. A., 1993. “ Quantifying International Capital Mobility in the 1980s ”. In International Finance: Contemporary Issues, Edited by: D. K., Das. New York: Routledge.
    • (1993) International Finance: Contemporary Issues
    • Frankel, J.A.1
  • 16
    • 0040461479 scopus 로고
    • On Some International Parity Conditions: an Empirical Investigation
    • June, and
    • Gaab, W., Granziol, M. J., and Horner, M., 1986. On Some International Parity Conditions: an Empirical Investigation. European Economic Review, June: 683–713.
    • (1986) European Economic Review , pp. 683-713
    • Gaab, W.1    Granziol, M.J.2    Horner, M.3
  • 18
    • 0001328302 scopus 로고
    • Critical Values for the Ẑα Phillips-Ouliaris Test for Cointegration
    • August
    • Haug, A., 1992. Critical Values for the Ẑα Phillips-Ouliaris Test for Cointegration. Oxford Bulletin of Economics and Statistics, August: 473–480.
    • (1992) Oxford Bulletin of Economics and Statistics , pp. 473-480
    • Haug, A.1
  • 19
    • 0345510809 scopus 로고
    • Statistical Analysis of Cointegrating Vectors
    • June-September
    • Johansen, S., 1988. Statistical Analysis of Cointegrating Vectors. Journal of Economic Dynamics and Control, June-September: 231–254.
    • (1988) Journal of Economic Dynamics and Control , pp. 231-254
    • Johansen, S.1
  • 20
    • 0042032009 scopus 로고
    • Regression Based Cointegration Estimators with Applications
    • June-September, and
    • Lim, G. C., and Martin, V. L., 1995. Regression Based Cointegration Estimators with Applications. Journal of Economic Studies, 22 (1) June-September: 3–22.
    • (1995) Journal of Economic Studies , vol.22 , Issue.1 , pp. 3-22
    • Lim, G.C.1    Martin, V.L.2
  • 21
    • 38249010421 scopus 로고
    • Interest Rate Parity and the Exchange Risk Premium: Evidence from Panel Data
    • November, and
    • Mayfield, E. S., and Murphy, R. G., 1992. Interest Rate Parity and the Exchange Risk Premium: Evidence from Panel Data. Economics Letters, November: 319–324.
    • (1992) Economics Letters , pp. 319-324
    • Mayfield, E.S.1    Murphy, R.G.2
  • 22
    • 24144485234 scopus 로고
    • An Empirical Investigation into the International Real Interest Rate Linkages
    • November
    • Modjtahedi, B., 1987. An Empirical Investigation into the International Real Interest Rate Linkages. Canadian Journal of Economics, November: 832–854.
    • (1987) Canadian Journal of Economics , pp. 832-854
    • Modjtahedi, B.1
  • 23
    • 85070136635 scopus 로고
    • International Parity Conditions as Measures of Regional Market Integration: a Case Study of Australia and New Zealand
    • Tower G., (ed),. Edited by
    • Moosa, I. A., 1995. “ International Parity Conditions as Measures of Regional Market Integration: a Case Study of Australia and New Zealand ”. In Proceedings of the Academy of International Business, Southeast Asia Regional Conference (Addendum) Edited by: Tower, G., 1–9.
    • (1995) Proceedings of the Academy of International Business, Southeast Asia Regional Conference (Addendum) , pp. 1-9
    • Moosa, I.A.1
  • 24
    • 43949156968 scopus 로고
    • Cross-Sectional Efficiency in the Crude Oil Market
    • Winter, and
    • Moosa, I. A., and Al-Loughani, N. E., 1994. Cross-Sectional Efficiency in the Crude Oil Market. OPEC Review, Winter: 445–452.
    • (1994) OPEC Review , pp. 445-452
    • Moosa, I.A.1    Al-Loughani, N.E.2
  • 26
    • 0001361632 scopus 로고
    • Capital Mobility and the Relationship between Saving and Investment Rates in OECD Countries
    • December
    • Murphy, R. G., 1984. Capital Mobility and the Relationship between Saving and Investment Rates in OECD Countries. Journal of International Money and Finance, December: 327–342.
    • (1984) Journal of International Money and Finance , pp. 327-342
    • Murphy, R.G.1
  • 27
    • 0000899296 scopus 로고
    • The Great Crash, the Oil Price Shock and the Unit Root Hypothesis
    • November
    • Perron, P., 1989. The Great Crash, the Oil Price Shock and the Unit Root Hypothesis. Econometrica, November: 1361–1401.
    • (1989) Econometrica , pp. 1361-1401
    • Perron, P.1
  • 28
    • 0000308535 scopus 로고
    • Time Series Regression with a Unit Root
    • March
    • Phillips, P. C. B., 1987. Time Series Regression with a Unit Root. Econometrica, March: 277–301.
    • (1987) Econometrica , pp. 277-301
    • Phillips, P.C.B.1
  • 29
    • 0000784320 scopus 로고
    • Asymptotic Properties of Residual Based Tests for Cointegration
    • January, and
    • Phillips, P. C. B., and Ouliaris, S., 1990. Asymptotic Properties of Residual Based Tests for Cointegration. Econometrica, January: 165–193.
    • (1990) Econometrica , pp. 165-193
    • Phillips, P.C.B.1    Ouliaris, S.2
  • 30
    • 84981566396 scopus 로고
    • A Note on the Empirical Power of Unit Root Tests under Threshold Processes
    • November, and
    • Pippenger, M. K., and Goering, G. E., 1993. A Note on the Empirical Power of Unit Root Tests under Threshold Processes. Oxford Bulletin of Economics and Statistics, November: 473–481.
    • (1993) Oxford Bulletin of Economics and Statistics , pp. 473-481
    • Pippenger, M.K.1    Goering, G.E.2
  • 31
    • 0002679349 scopus 로고
    • Violations of Purchasing Power Parity and Their Implications for Efficient International Commodity Markets
    • M. S., G. P. S., (eds), Cambridge, MA: Ballinger,. Edited by
    • Roll, R., 1979. “ Violations of Purchasing Power Parity and Their Implications for Efficient International Commodity Markets ”. In International Finance and Trade, Edited by: M., Sarnat, and G. P., Szego. 133–176. Cambridge, MA: Ballinger.
    • (1979) International Finance and Trade , pp. 133-176
    • Roll, R.1
  • 32
    • 51249178769 scopus 로고
    • Risk Premia and Foreign Exchange: a Multiple Time Series Approach to Testing Uncovered Interest Rate Parity
    • Taylor, M. P., 1987. Risk Premia and Foreign Exchange: a Multiple Time Series Approach to Testing Uncovered Interest Rate Parity. Weltwritschaftliches Archiv, 123 (4): 579–591.
    • (1987) Weltwritschaftliches Archiv , vol.123 , Issue.4 , pp. 579-591
    • Taylor, M.P.1
  • 33
    • 84948866113 scopus 로고
    • An Empirical Examination of Long Run Purchasing Power Parity Using Cointegration Techniques
    • October
    • Taylor, M. P., 1988. An Empirical Examination of Long Run Purchasing Power Parity Using Cointegration Techniques. Applied Economics, October: 1369–1382.
    • (1988) Applied Economics , pp. 1369-1382
    • Taylor, M.P.1
  • 34
    • 84984038367 scopus 로고
    • Vector Autoregressive Tests of Uncovered Interest Rate Parity with Allowance for Conditional Heteroscedasticity
    • August
    • Taylor, M. P., 1989. Vector Autoregressive Tests of Uncovered Interest Rate Parity with Allowance for Conditional Heteroscedasticity. Scottish Journal of Political Economy, August: 238–252.
    • (1989) Scottish Journal of Political Economy , pp. 238-252
    • Taylor, M.P.1
  • 36
    • 0010059486 scopus 로고
    • Domestic Saving and International Capital Movements in the Long Run and the Short Run by M. Feldstein: Comment
    • March–April
    • Tobin, J., 1983. Domestic Saving and International Capital Movements in the Long Run and the Short Run by M. Feldstein: Comment. European Economic Review, March–April: 153–156.
    • (1983) European Economic Review , pp. 153-156
    • Tobin, J.1
  • 37
    • 85070125237 scopus 로고
    • November
    • West, K. D., 1988. Econometrica, November: 1397–1417.
    • (1988) Econometrica , pp. 1397-1417
    • West, K.D.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.