G15 - International Financial Markets - Bank of Canada
https://www.bankofcanada.ca/rss-feeds/
Bank of Canada RSS Feedsen2024-03-29T12:21:55+00:00Bank Competition and International Financial Integration: Evidence Using a New Index
https://www.bankofcanada.ca/2010/12/working-paper-2010-35/
This paper finds a strong empirical link between domestic banking sector competitiveness and de facto international integration. De-facto international integration is measured through a new index of financial integration, which measures, for deviations from covered interest parity, the size of no-arbitrage bands and the speed of arbitrage outside the no-arbitrage band.2010-12-20T12:02:08+00:00enBank Competition and International Financial Integration: Evidence Using a New Index2010-12-20Econometric and statistical methodsFinancial marketsInternational topicsWorking Paper 2010-35https://www.bankofcanada.ca/wp-content/uploads/2010/12/wp10-35.pdfBank Competition and International Financial Integration: Evidence Using a New IndexGurnain PasrichaDecember 2010FF3F32GG1G15G2G21