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Measuring Financial Integration: More Data, More Countries, More Expectations

Menzie Chinn and Hiro Ito

No 31505, NBER Working Papers from National Bureau of Economic Research, Inc

Abstract: We assess market mediated financial integration over the last fifty years. We first systematically lay out several definitions of financial integration, and then review the evidence regarding whether covered interest parity, uncovered interest parity, and real interest parity hold across industrial and non-industrial countries. Finally we examine what the determinants of real interest differentials are.

JEL-codes: F30 F40 (search for similar items in EconPapers)
Date: 2023-07
New Economics Papers: this item is included in nep-fdg, nep-ifn, nep-mon and nep-opm
Note: IFM
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