Crisis, Capital Controls and Covered Interest Parity: Evidence from China in Transformation
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- Cheung, Yin-Wong (ed.), 2012. "The Evolving Role of China in the Global Economy," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262018234, April.
- Jinzhao Chen, 2012. "Crisis, Capital Controls and Covered Interest Parity: Evidence from China in Transformation," Working Papers halshs-00660654, HAL.
- Jinzhao Chen, 2013. "Crisis, capital controls, and covered interest parity: Evidence from China in transformation," Post-Print halshs-00845630, HAL.
- Jinzhao Chen, 2013. "Crisis, capital controls, and covered interest parity: Evidence from China in transformation," PSE-Ecole d'économie de Paris (Postprint) halshs-00845630, HAL.
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More about this item
Keywords
Covered Interest Parity; Capital Control; China; Threshold Autoregressive model; GARCH effect; Financial Crisis; Contrôle de capitaux; Parité de taux d'intérêt couvert; Chine; Modèles autorégressifs à transition brutale; Effet GARCH; Crise financière;All these keywords.
JEL classification:
- F0 - International Economics - - General
- M2 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - Business Economics
- N0 - Economic History - - General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-IFN-2012-01-25 (International Finance)
- NEP-TRA-2012-01-25 (Transition Economics)
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