In this article, we investigate the financial linkages between the East Asian economies with
Japan and the United States. We test for long-run Real Interest-rate Parity (RIP) using an …

The growing interdependency among East Asian countries means that there is concern not
only on the way their macroeconomic variables are linked across borders, but also on the …

This paper revisits the real interest rate parity (RIP) hypothesis for the Pacific Rim countries
under considerations of structural breaks in the auxiliary regression. To this end, we make …

Interest rates play an important role, not only in attracting capital inflow, but also in
macroeconomic stabilization and determining asset prices. Given the interdependent nature …

To testify RIP, this study scrutinizes the mean-reversion behavior of bilateral real interest
differentials (RIDs) in eight East Asian economies. We incorporate the ASEAN-5, South …

This paper is focused on the relationship between exchange rate (MYR/RMB) and trade
balance. Malaysia is used as a case study. Share price, money supply and exports to China …

China appears as the biggest trading partner for ASEAN economies, but it is inconclusive
whether the complementarities between China and regional economies offset China's …

We construct a structural system that jointly examines Purchasing Power and Interest Parity
conditions for Malaysia–China during 1996Q1–2010Q4. Structural VARX, VECMX, over …

As China's role in world economy has steadily grown, her importance to the international
trading and finance has also increased apace. A joint investigation of the international parity …

The main purpose of examining real interest rate parity (RIRP), focus on explore more
evidence from the quantile unit root test. This study applies the Quantile unit root test to …