Is China Integrated With Her Major Trading Partners: Evidence On Financial And Real Integration

dc.contributor.authorBilgin, Mehmet Hüseyin
dc.contributor.authorLau, Chi Keung Marco
dc.contributor.authorTvaronaviciene, Manuela
dc.date.accessioned2019-06-27T08:05:30Z
dc.date.available2019-06-27T08:05:30Z
dc.date.issued2010
dc.departmentFakülteler, İktisadi, İdari ve Sosyal Bilimler Fakültesi, Uluslararası İlişkiler Bölümüen_US
dc.description.abstractApplying the new panel unit root test developed in this paper we can overcome the pitfalls of old-fashioned panel unit root tests making it possible for researchers testing individual series for a unit root while taking contemporaneous cross-sectional dependence and structural break into account. The proposed test was used to investigate the status of financial and real integration of China Japan UK the European Union and the United States based on the empirical validity of real interest parity uncovered interest parity and relative purchasing power parity. We found strong evidence in favor of those parity conditions and hence concluded that financial and real integration between China and the other four countries was well established using the new developed panel unit root test while the traditional tests (either univariate or panel) fail to do so.en_US]
dc.identifier.citation8
dc.identifier.doi10.3846/tede.2010.11en_US
dc.identifier.endpage187
dc.identifier.issn1392-8619en_US
dc.identifier.issn1392-8619
dc.identifier.issue2
dc.identifier.scopus2-s2.0-77952943774en_US
dc.identifier.scopusqualityN/A
dc.identifier.startpage173en_US
dc.identifier.urihttps://hdl.handle.net/20.500.12469/1084
dc.identifier.urihttps://doi.org/10.3846/tede.2010.11
dc.identifier.volume16en_US
dc.identifier.wosWOS:000278586100002en_US
dc.identifier.wosqualityN/A
dc.institutionauthorBilgin, Mehmet Hüseyinen_US
dc.language.isoenen_US
dc.publisherVilnius Gediminas Tech Univen_US
dc.relation.journalTechnological and Economic Development of Economyen_US
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.subjectFinancial and real integrationen_US
dc.subjectUncovered interest parityen_US
dc.subjectReal interest parityen_US
dc.subjectPurchasing power parityen_US
dc.subjectForeign tradeen_US
dc.subjectChinaen_US
dc.titleIs China Integrated With Her Major Trading Partners: Evidence On Financial And Real Integrationen_US
dc.typeArticleen_US
dspace.entity.typePublication

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