The Empirical Evidence on Government Bond Market Integration in East Asia
This research intends to investigate the progress made in East Asian bond market integration thus far. Price-based measures (AAD indicator and beta-convergence measure), quantity-based measures and econometric techniques (co-integration test, error correction model based Granger causality test) are...
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| Format: | Article |
| Language: | English |
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Korea Institute for International Economic Policy
2016-03-01
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| Series: | East Asian Economic Review |
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| Online Access: | http://dx.doi.org/10.11644/KIEP.JEAI.2016.20.1.304 |