Currency Crisis and Contagion : Evidence From Exchange Rates and Sectoral Stock Indices of the Philippines and Thailand /

Currency Crisis and Contagion : Evidence From Exchange Rates and Sectoral Stock Indices of the Philippines and Thailand /

This paper analyzes empirically the recent Asian financial crisis using high frequency data of exchange rates and stock indices of the Philippines and Thailand. Utilizing standard time-series techniques, this study confirms that there is evidence that developments in some sectoral indices-including...

書誌詳細
第一著者:	Nagayasu, Jun
フォーマット:	雑誌
言語:	English
出版事項:	Washington, D.C. : International Monetary Fund, 2000.
シリーズ:	IMF Working Papers; Working Paper ; No. 2000/039
オンライン･アクセス:	Full text available on IMF

類似資料

Trade and Financial Contagion in Currency Crises /
著者:: Salgado, Ranil
出版事項: (2000)

Financial Market Contagion in the Asian Crisis /
著者:: Baig, Taimur
出版事項: (1998)

Contagion
著者:: Zalloua

Contagion /
著者:: Cook, Robin, 1940-
出版事項: (1995)

Determinants of Angola's Parallel Market Real Exchange Rate /
著者:: Nagayasu, Jun
出版事項: (1999)

Japanese Effective Exchange Rates and Determinants : Prices, Real Interest Rates, and Actual and Optimal Current Accounts /
著者:: Nagayasu, Jun
出版事項: (1998)

The Long-Run Relationship Between Real Exchange Rates and Real Interest Rate Differentials : A Panel Study /
著者:: Nagayasu, Jun
出版事項: (1999)

Global Financial Crisis, Financial Contagion, and Emerging Markets /
著者:: Ozkan, F. Gulcin
出版事項: (2012)

Discriminating Contagion : An Alternative Explanation of Contagious Currency Crises in Emerging Markets /
著者:: Ahluwalia, Pavan
出版事項: (2000)

Vanishing Contagion? /
著者:: Mauro, Paolo
出版事項: (2006)

Contagion and enclaves
著者:: Bhattacharya, Nandini

Reading Contagion
著者:: Mann

Containing Contagion
著者:: Davies

International Contagion Effects from the Russian Crisis and the LTCM Near-Collapse /
著者:: Fry, Renee
出版事項: (2002)

The Term Structure of Interest Rates and Monetary Policy During a Zero-Interest-Rate Period /
著者:: Nagayasu, Jun
出版事項: (2003)

Does the Long-Run Ppp Hypothesis Hold for Africa? : Evidence From Panel Co-Integration Study /
著者:: Nagayasu, Jun
出版事項: (1998)

Contagion, Monsoons, and Domestic Turmoil in Indonesia : A Case Study in the Asian Currency Crisis /
著者:: Saxena, Sweta
出版事項: (2000)

Interpreting Currency Movements During the Crisis : What's the Role of Interest Rate Differentials? /
著者:: Dowling, Thomas
出版事項: (2011)

Sources of Contagion : Finance or Trade?
出版事項: (1999)

Perspectiveson the Recent Currency Crisis Literature /
著者:: Marion, Nancy
出版事項: (1998)

Does Monetary Policy Stabilize the Exchange Rate Following a Currency Crisis? /
著者:: Goldfajn, Ilan
出版事項: (1999)

Contagion : Monsoonal Effects, Spillovers, and Jumps Between Multiple Equilibria /
著者:: Masson, Paul
出版事項: (1998)

Volatility Spillovers and Contagion from Mature to Emerging Stock Markets /
著者:: Caporale, Guglielmo
出版事項: (2008)

The Uncertainty Channel of Contagion /
著者:: Kannan, Prakash
出版事項: (2009)

A Modern Contagion
著者:: Afkhami

What Caused the 1991 Currency Crisis in India? /
著者:: Saxena, Sweta
出版事項: (2000)

The Russian Default and the Contagion to Brazil /
著者:: Baig, Taimur
出版事項: (2000)

Extreme Contagion in Equity Markets /
著者:: Yao, James
出版事項: (2002)

Managerial Incentives and Financial Contagion /
著者:: Chakravorti, Sujit
出版事項: (2004)

Contagion Phenomena with Applications in Finance
著者:: Christian Gourieroux
出版事項: (2015)

Plague and Contagion in the Islamic Mediterranean

Contagion Phenomena with Applications in Finance
著者:: Christian Gourieroux
出版事項: (2015)

Leading Indicators of Currency Crises /
著者:: Kaminsky, Graciela
出版事項: (1997)

Contagion of Fear : Is the Impact of COVID-19 on Sovereign Risk Really Indiscriminate? /
著者:: Cevik, Serhan
出版事項: (2020)

Interconnectedness and Contagion Analysis : A Practical Framework /
著者:: Bricco, Jana
出版事項: (2019)

Empirical Modeling of Contagion : A Review of Methodologies /
著者:: Dungey, Mardi
出版事項: (2004)

Cataclysms and Currencies : Does the Exchange Rate Regime Matter for Real Shocks? /
著者:: Ramcharan, Rodney
出版事項: (2005)

What Drives Contagion : Trade Neighborhood, or Financial Links? /
著者:: Valdes, Rodrigo
出版事項: (2001)

Crises, Contagion, and the Closed : End Country Fund Puzzle /
著者:: Levy Yeyati, Eduardo
出版事項: (1998)

The Role of Institutional Quality in a Currency Crisis Model /
著者:: Wu, Yi
出版事項: (2008)