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The term structure of interest rates, the expectations hypothesis and international financial integration: Evidence from Asian economies

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dc.creatorHolmes M.J.spa
dc.creatorOtero Cardona, Jesús Gilbertospa
dc.creatorPanagiotidis Theodore T.spa
dc.date.accessioned2020-05-25T23:55:41Z
dc.date.available2020-05-25T23:55:41Z
dc.date.created2011spa
dc.description.abstractThe validity of the expectations hypothesis of the term structure is examined for a sample of Asian countries. A panel stationarity testing procedure is employed that addresses both structural breaks and cross-sectional dependence. Asian term structures are found to be stationary and supportive of the expectations hypothesis. Further analysis suggests that international financial integration is associated with interdependencies between domestic and foreign term structures insofar as cross-term structures based on differentials between domestic (foreign) short- and foreign (domestic) long-rates are also stationary. © 2010 Elsevier Inc.eng
dc.format.mimetypeapplication/pdf
dc.identifier.doihttps://doi.org/10.1016/j.iref.2010.11.021
dc.identifier.issn10590560
dc.identifier.urihttps://repository.urosario.edu.co/handle/10336/22173
dc.language.isoengspa
dc.relation.citationEndPage689
dc.relation.citationIssueNo. 4
dc.relation.citationStartPage679
dc.relation.citationTitleInternational Review of Economics and Finance
dc.relation.citationVolumeVol. 20
dc.relation.ispartofInternational Review of Economics and Finance, ISSN:10590560, Vol.20, No.4 (2011); pp. 679-689spa
dc.relation.urihttps://www.scopus.com/inward/record.uri?eid=2-s2.0-79957536999&doi=10.1016%2fj.iref.2010.11.021&partnerID=40&md5=8656e0724ec5f4f6f61de376210f7819spa
dc.rights.accesRightsinfo:eu-repo/semantics/openAccess
dc.rights.accesoAbierto (Texto Completo)spa
dc.source.instnameinstname:Universidad del Rosariospa
dc.source.reponamereponame:Repositorio Institucional EdocURspa
dc.subject.keywordHeterogeneous dynamic panelsspa
dc.subject.keywordMean reversionspa
dc.subject.keywordPanel stationarity testspa
dc.subject.keywordTerm structurespa
dc.titleThe term structure of interest rates, the expectations hypothesis and international financial integration: Evidence from Asian economiesspa
dc.typearticleeng
dc.type.hasVersioninfo:eu-repo/semantics/publishedVersion
dc.type.spaArtículospa
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