{"created":"2023-06-20T15:03:08.493251+00:00","id":1094,"links":{},"metadata":{"_buckets":{"deposit":"a24591b2-6523-4ff8-9362-682a47fd5e5c"},"_deposit":{"created_by":16,"id":"1094","owners":[16],"pid":{"revision_id":0,"type":"depid","value":"1094"},"status":"published"},"_oai":{"id":"oai:grips.repo.nii.ac.jp:00001094","sets":["1:22"]},"author_link":[],"item_12_description_22":{"attribute_name":"著者情報","attribute_value_mlt":[{"subitem_description":"https://www.grips.ac.jp/list/jp/facultyinfo/leon_gonzalez_roberto/","subitem_description_type":"Other"}]},"item_12_description_6":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"This paper applies a time-varying cointegration (TVC) model to study regional financial integration, measured by the drifting cointegration coefficient of the long-term interest rates between Singapore and Malaysia. Conditioned on long-run exchange rate equilibrium, the evolving relation can be used to test the hypothesis of uncovered interest parity (UIP) in the strong and weak forms, and examine how the integration changes over time on the basis of the long-term interest rates measure. In the case of Singapore and Malaysia, the findings show that financial integration first decreased after the 1997 Asian Financial Crisis and then enhanced gradually from late 2001 onward. The shocks to Singapore, characterized by a higher level and a leading effect, are positively correlated with the ones to Malaysia.","subitem_description_type":"Abstract"}]},"item_12_description_7":{"attribute_name":"内容記述","attribute_value_mlt":[{"subitem_description":"JEL Classification Codes: C32, F36, G1","subitem_description_type":"Other"}]},"item_12_description_8":{"attribute_name":"分野","attribute_value_mlt":[{"subitem_description":"経済学 / Economics","subitem_description_type":"Other"}]},"item_12_identifier_registration":{"attribute_name":"ID登録","attribute_value_mlt":[{"subitem_identifier_reg_text":"10.24545/00001094","subitem_identifier_reg_type":"JaLC"}]},"item_12_publisher_12":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"GRIPS Policy Research Center ","subitem_publisher_language":"en"}]},"item_12_relation_16":{"attribute_name":"関連サイト","attribute_value_mlt":[{"subitem_relation_name":[{"subitem_relation_name_text":"https://ideas.repec.org/p/ngi/dpaper/12-07.html"}],"subitem_relation_type":"isIdenticalTo","subitem_relation_type_id":{"subitem_relation_type_id_text":"https://ideas.repec.org/p/ngi/dpaper/12-07.html","subitem_relation_type_select":"URI"}}]},"item_12_text_10":{"attribute_name":"発行年","attribute_value_mlt":[{"subitem_text_value":"2012-08"}]},"item_12_text_5":{"attribute_name":"著者所属","attribute_value_mlt":[{"subitem_text_value":"政策研究大学院大学 / National Graduate Institute for Policy Studies"},{"subitem_text_value":"政策研究大学院大学 / National Graduate Institute for Policy Studies"},{"subitem_text_value":"政策研究大学院大学 / National Graduate Institute for Policy Studies"}]},"item_12_version_type_19":{"attribute_name":"著者版フラグ","attribute_value_mlt":[{"subitem_version_resource":"http://purl.org/coar/version/c_ab4af688f83e57aa","subitem_version_type":"AM"}]},"item_1693541285410":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2012-08-14","bibliographicIssueDateType":"Issued"},"bibliographicVolumeNumber":"DP12-07","bibliographic_titles":[{"bibliographic_title":"GRIPS Discussion Papers","bibliographic_titleLang":"en"}]}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"HUANG, Xianguo","creatorNameLang":"en"}]},{"creatorNames":[{"creatorName":"LEON-GONZALEZ, Roberto","creatorNameLang":"en"}]},{"creatorNames":[{"creatorName":"YUPHO, Somrasri","creatorNameLang":"en"}]}]},"item_files":{"attribute_name":"ファイル情報","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_access","filename":"DP12-07.pdf","filesize":[{"value":"727.4 kB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"DP12-07.pdf","url":"https://grips.repo.nii.ac.jp/record/1094/files/DP12-07.pdf"},"version_id":"235bd345-5b18-4626-905e-6cfe91a460fe"}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"Financial Integration","subitem_subject_scheme":"Other"},{"subitem_subject":"Time Varying Cointegration","subitem_subject_scheme":"Other"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"eng"}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourcetype":"technical report"}]},"item_title":"Financial Integration from a Time-Varying Cointegration Perspective","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"Financial Integration from a Time-Varying Cointegration Perspective","subitem_title_language":"en"}]},"item_type_id":"12","owner":"16","path":["22"],"pubdate":{"attribute_name":"PubDate","attribute_value":"2012-08-14"},"publish_date":"2012-08-14","publish_status":"0","recid":"1094","relation_version_is_last":true,"title":["Financial Integration from a Time-Varying Cointegration Perspective"],"weko_creator_id":"16","weko_shared_id":-1},"updated":"2023-11-20T08:53:49.584221+00:00"}