Financial Integration from a Time-Varying Cointegration Perspective

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Note (General)：: https://www.grips.ac.jp/list/jp/facultyinfo/leon_gonzalez_roberto/JEL Classification Codes: C32, F36, G1経済学 / Economics

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Summary, etc.：: This paper applies a time-varying cointegration (TVC) model to study regional financial integration, measured by the drifting cointegration coefficien...

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Material Type: 文書・図像類
Title: Financial Integration from a Time-Varying Cointegration Perspective
Author/Editor: HUANG, Xianguo
LEON-GONZALEZ, Roberto
YUPHO, Somrasri
Author Heading: HUANG, Xianguo
LEON-GONZALEZ, Roberto
YUPHO, Somrasri
Publication, Distribution, etc.: GRIPS Policy Research Center
Publication Date: 2012-08-14
Publication Date (W3CDTF): 2012-08-14
Periodical title: GRIPS Discussion Papers
No. or year of volume/issue: DP12-07
Volume: DP12-07
Text Language Code: eng
Subject Heading: Financial Integration
Time Varying Cointegration
Target Audience: 一般
Note (General): https://www.grips.ac.jp/list/jp/facultyinfo/leon_gonzalez_roberto/
JEL Classification Codes: C32, F36, G1
経済学 / Economics
DOI: 10.24545/00001094
Access Restrictions: 限定公開
Related Material: isIdenticalTo
https://ideas.repec.org/p/ngi/dpaper/12-07.html
Data Provider (Database): 国立情報学研究所 : 学術機関リポジトリデータベース（IRDB）（機関リポジトリ）
https://irdb.nii.ac.jp
Original Data Provider (Database): 政策研究大学院大学 : 政策研究大学院大学学術機関リポジトリ