Matches in SemOpenAlex for { <https://semopenalex.org/work/W6887623> ?p ?o ?g. }
Showing items 1 to 93 of
93
with 100 items per page.
- W6887623 abstract "This article provides empirical evidence on the dynamic linkages of real interest rates among the ASEAN-5 during the post-liberalisation era (1984-1997).The upshots of our findings are four-fold. Firstly, there were co-movement ofASEAN real rates in the long-run and dynamic causalities in the short-run,which explicitly indicated monetary inter-dependency among the ASEAN countries. Secondly, most of the forecast error variance of real interest rates in own country can be attributed to other ASEAN-4’s innovations (more than 50%), which partly explains the contagion effects during the Asia crisis of 1997/98. Thirdly, the real interest differentials are mean reverting over time,implying that RIP holds between ASEAN-Japan (except Singapore) and ASEAN-US. Forthly, the deviations from RIP have half-lives of around 6 to 11 months, meaning RIP adjustments change rapidly to its parity of equilibrium value. All in all, this finding supports the recent proposal of Currency Union with the Japanese yen taken as common currency." @default.
- W6887623 created "2016-06-24" @default.
- W6887623 creator A5027717351 @default.
- W6887623 creator A5029470196 @default.
- W6887623 creator A5064916030 @default.
- W6887623 date "2007-01-01" @default.
- W6887623 modified "2023-09-26" @default.
- W6887623 title "Dynamic financial linkages of Japan and ASEAN economies: Evidence based on real interest parity" @default.
- W6887623 cites W1509778357 @default.
- W6887623 cites W1510048707 @default.
- W6887623 cites W1535945810 @default.
- W6887623 cites W1605407613 @default.
- W6887623 cites W1896992559 @default.
- W6887623 cites W1963912781 @default.
- W6887623 cites W1991575371 @default.
- W6887623 cites W2009605828 @default.
- W6887623 cites W2010161599 @default.
- W6887623 cites W2063730222 @default.
- W6887623 cites W2064801849 @default.
- W6887623 cites W2072364757 @default.
- W6887623 cites W2075253158 @default.
- W6887623 cites W2078723687 @default.
- W6887623 cites W2137093057 @default.
- W6887623 cites W2153873215 @default.
- W6887623 cites W2158523515 @default.
- W6887623 cites W2469118036 @default.
- W6887623 cites W3122577271 @default.
- W6887623 cites W3122981110 @default.
- W6887623 cites W3123198673 @default.
- W6887623 cites W3123762482 @default.
- W6887623 hasPublicationYear "2007" @default.
- W6887623 type Work @default.
- W6887623 sameAs 6887623 @default.
- W6887623 citedByCount "0" @default.
- W6887623 crossrefType "journal-article" @default.
- W6887623 hasAuthorship W6887623A5027717351 @default.
- W6887623 hasAuthorship W6887623A5029470196 @default.
- W6887623 hasAuthorship W6887623A5064916030 @default.
- W6887623 hasConcept C109888216 @default.
- W6887623 hasConcept C139719470 @default.
- W6887623 hasConcept C141121606 @default.
- W6887623 hasConcept C149782125 @default.
- W6887623 hasConcept C154815372 @default.
- W6887623 hasConcept C162324750 @default.
- W6887623 hasConcept C174303752 @default.
- W6887623 hasConcept C175025494 @default.
- W6887623 hasConcept C18547055 @default.
- W6887623 hasConcept C2776218795 @default.
- W6887623 hasConcept C2776988154 @default.
- W6887623 hasConcept C2778300220 @default.
- W6887623 hasConcept C556758197 @default.
- W6887623 hasConcept C82843974 @default.
- W6887623 hasConceptScore W6887623C109888216 @default.
- W6887623 hasConceptScore W6887623C139719470 @default.
- W6887623 hasConceptScore W6887623C141121606 @default.
- W6887623 hasConceptScore W6887623C149782125 @default.
- W6887623 hasConceptScore W6887623C154815372 @default.
- W6887623 hasConceptScore W6887623C162324750 @default.
- W6887623 hasConceptScore W6887623C174303752 @default.
- W6887623 hasConceptScore W6887623C175025494 @default.
- W6887623 hasConceptScore W6887623C18547055 @default.
- W6887623 hasConceptScore W6887623C2776218795 @default.
- W6887623 hasConceptScore W6887623C2776988154 @default.
- W6887623 hasConceptScore W6887623C2778300220 @default.
- W6887623 hasConceptScore W6887623C556758197 @default.
- W6887623 hasConceptScore W6887623C82843974 @default.
- W6887623 hasLocation W68876231 @default.
- W6887623 hasOpenAccess W6887623 @default.
- W6887623 hasPrimaryLocation W68876231 @default.
- W6887623 hasRelatedWork W1496325893 @default.
- W6887623 hasRelatedWork W1535457580 @default.
- W6887623 hasRelatedWork W1566196480 @default.
- W6887623 hasRelatedWork W1791736158 @default.
- W6887623 hasRelatedWork W1812838435 @default.
- W6887623 hasRelatedWork W2043037647 @default.
- W6887623 hasRelatedWork W2066391112 @default.
- W6887623 hasRelatedWork W2113769594 @default.
- W6887623 hasRelatedWork W2138250435 @default.
- W6887623 hasRelatedWork W2163595616 @default.
- W6887623 hasRelatedWork W2203280043 @default.
- W6887623 hasRelatedWork W2268821635 @default.
- W6887623 hasRelatedWork W2291808221 @default.
- W6887623 hasRelatedWork W2310097970 @default.
- W6887623 hasRelatedWork W2983068599 @default.
- W6887623 hasRelatedWork W3122030094 @default.
- W6887623 hasRelatedWork W3122687100 @default.
- W6887623 hasRelatedWork W3125529706 @default.
- W6887623 hasRelatedWork W74185673 @default.
- W6887623 hasRelatedWork W1510987199 @default.
- W6887623 isParatext "false" @default.
- W6887623 isRetracted "false" @default.
- W6887623 magId "6887623" @default.
- W6887623 workType "article" @default.