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East Asia, Capital mobility, Covered interest parity, GARCH model
Exchange traded funds, Price efficiency, GARCH model, Chinese market
Insurance premiums, Structural shocks, Vector error correction model
Stock price, Macro shocks, Structural vector autoregression, Japan
Oil price shock, Exchange rate regime, China
swap curve, Hong Kong market
Interest rates, Asymmetry, Japanese Dominance
East Asia, Structural VAR, Optimum currency area