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Record Nr. |
UNINA9910463991103321 |
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Autore |
Espinoza Raphael A |
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Titolo |
Regional financial integration in the Caribbean [[electronic resource] ] : evidence from financial and macroeconomic data / / by Raphael Espinova and Goohoon Kwon |
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Pubbl/distr/stampa |
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Washington, D.C., : International Monetary Fund, Middle East and Central Asia dept., 2009 |
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ISBN |
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1-4623-9209-1 |
1-4527-2686-8 |
1-4518-7286-0 |
1-282-84353-2 |
9786612843532 |
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Descrizione fisica |
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1 online resource (37 p.) |
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Collana |
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IMF working paper ; ; WP/09/139 |
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Altri autori (Persone) |
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Soggetti |
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Finance - Caribbean Area |
Macroeconomics |
Electronic books. |
Caribbean Area Economic policy |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Nota di bibliografia |
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Includes bibliographic references. |
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Nota di contenuto |
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Contents; I. Introduction; II. Background; III. Stock Price Convergence; A. Data; B. AR results; C. Threshold Auto-Regression (TAR) estimator; IV. Current Account Convergence and Regional Trade Balance; A. Theory; B. Estimation framework; C. Global Financial Integration; D. Intra-regional trade and regional financial integration; V. Conclusion; References; Appendix A; Tables; 1. Balance of Payments; 2. UNCTAD FDI Inward Stock (In millions U.S. dollars, 2001; 3. UNCTAD FDI Outward Stock (In millions of U.S. dollars, 2001); 4. Regional Exports, as a Share of GDP |
5. Interest Rates: Principal Component Analysis, 1980m1-2005m126. Interest Comovements; 7. Cross-Listed Stocks; 8. Cross-Market Premium; 9. (G) ARCH-AR Model; 10. (G) ARCH-TAR Model; 11. β Coefficient from 1975-2005; 12. β Coefficient from 1975-90; 13. β Coefficient from 1991-2005; 14. Regional Financial Integration 1975- |
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