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| Author: | Bhoocha-Oom, A. Stansell, S. R. |
| Title: | A study of international financial market integration: an examination of the US, Hong Kong and Singapore markets. |
| Journal: | Journal of Business Finance and Accounting
1990 : SPRING, VOL. 17:2, p. 193-212 |
| Index terms: | MONEY MARKETS INTEREST RATES USA HONG KONG SINGAPORE |
| Language: | eng |
| Abstract: | The degree of market integration between the US, Asian dollar, Hong Kong, and Singapore markets is examined. Ecometric tests of the covariability of interest rates are performed for the period 1976-1984. The results indicate that, using nominal interest rates, markets are highly but not perfectly integrated. Using real interest rates the degree of integration was again found to be high but not perfect. |
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