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Abstract
F01   National economic cinditions and trends
Title: A quantitative assessment of real and financial integration in China: the Markov switching approach
Author: M.L. Chi-Keung
Volume/Issue: -39 (May 2010) , pp. 121-33
Journal: International Research Journal of Finance and Economics
Abstract Text:
Real and financial integration between China, Japan, the EU and the US is examined by exploring the validity of real interest parity, uncovered interest parity and purchasing power parity which define the links between markets. Using the Markov switching unit root test, strong evidence is found to support these parity conditions. As such, it can be stated that China has achieved real and financial integration with these three key trading partners. (4 tables, 6 figures, references)
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