scholarly journals South East Asian Monetary Integration: New Evidences from Fractional Cointegration of Real Exchange Rates

2012 ◽  
Author(s):  
Gilles de Truchis ◽  
Benjamin Keddad
Keyword(s):  
Exchange Rates ◽  
Real Exchange Rates ◽  
East Asian ◽  
Monetary Integration ◽  
Fractional Cointegration

scholarly journals Asymmetry dynamics in real exchange rates: New results on East Asian currencies

2010 ◽  
Vol 19 (4) ◽  
pp. 648-661 ◽  
Author(s):  
Ahmad Zubaidi Baharumshah ◽  
Venus Khim-Sen Liew ◽  
Ibrahim Chowdhury
Keyword(s):  
Exchange Rates ◽  
Real Exchange Rates ◽  
East Asian

scholarly journals East Asian Real Exchange Rates and PPP: New Evidence from Panel-data Tests

2007 ◽  
Vol 36 (2) ◽  
pp. 103-119 ◽  
Author(s):  
Ahmad Zubaidi Baharumshah ◽  
Raj Aggarwal ◽  
Chan Tze Haw
Keyword(s):  
Panel Data ◽  
Exchange Rates ◽  
Real Exchange Rates ◽  
East Asian ◽  
New Evidence

The Real Effects of Capital Inflows on Emerging Markets

2001 ◽  
Vol 04 (02) ◽  
pp. 165-202
Author(s):  
Robert Dekle ◽  
Cheng Hsiao ◽  
Siyan Wang
Keyword(s):  
Exchange Rates ◽  
Interest Rates ◽  
Latin American ◽  
Real Exchange Rates ◽  
East Asian ◽  
Capital Inflows ◽  
Real Output ◽  
The Real ◽  
Real Effects ◽  
The Impact

We employ vector autoregression and cointegration estimation to examine the impact of net capital inflows on real exchange rates, output and real interest rates in several East Asian and Latin American economies during the 1990s. We find that increases in net capital inflows leads to appreciations of the real exchange rates in all the countries but have no impact on real output except for Thailand.

scholarly journals Fractional cointegration and real exchange rates

2004 ◽  
Vol 13 (4) ◽  
pp. 327-340 ◽  
Author(s):  
Guglielmo Maria Caporale ◽  
Luis A. Gil-Alana
Keyword(s):  
Exchange Rates ◽  
Real Exchange Rates ◽  
Fractional Cointegration
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