Contagion and the Asian currency crisis

Manchester School

Volumn 67, Issue 5, 1999, Pages 460-474

  Reside Jr , Renato E ^a   Gochoco Bautista, Maria Socorro ^a  

^a NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0012447347     PISSN: 14636786     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9957.00169     Document Type: Article

References (12)

1. Eichengreen, B., Rose, A. K. and Wyplosz, C. (1996). 'Contagious Currency Crises', NBER Working Paper 5681.
2. Fuller, W. (1916). Introduction to Statistical Time Series, New York, Wiley, p. 373.
3. Gerlach, S. and Smets, F. (1995). 'Contagious Speculative Attacks', European Journal of Political Economy, Vol. 11, pp. 5-63.
4. Goldfajn, I. and Valdes, R. O. (1997). 'Are Currency Crises Predictable?', IMF Working Paper 97/159.
5. Huh, C. and Kasa, K. (1997). 'A Dynamic Model of Export Competition, Policy Coordination, and Simultaneous Currency Collapse', Federal Reserve Bank of San Francisco Center for Pacific Basin Monetary and Economic Studies Working Paper PB97-08.
6. Johansen, S. (1991). 'Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models', Econometrica, Vol. 59, pp. 1551-1580.
7. Johansen, S. and Juselius, K. (1990). 'Maximum Likelihood Estimation and Inference on Cointegration, with Applications to the Demand for Money', Oxford Bulletin of Economics and Statistics, Vol. 52, pp. 169-210.
8. Krugman, P. (1979). 'A Model of Balance of Payments Crises', Journal of Money, Credit, and Banking, Vol. 11, pp. 311-325.
9. Krugman, P. (1996). 'Are Currency Crises Self-fulfilling?', NBER Annual Macroeconomics Conference, pp. 345-407.
10. Moreno, R. (1995b). 'Macroeconomic Behavior During Periods of Speculative Pressure or Realignment: Evidence from Pacific Basin Economies', Federal Reserve Bank of San Francisco Economic Review, No. 3, pp. 3-16.
11. Moreno R. (1996). 'Models of Currency Speculation: Implications and East Asian Evidence', Federal Reserve Bank of San Francisco Economic Letter 96-13.
12. Tan, J. A., III (1998). 'Contagion Effects During the Asian Financial Crisis: Some Evidence from Stock Price Data', manuscript, Federal Reserve Bank of San Francisco.