메뉴 건너뛰기




Volumn 18, Issue 1, 2007, Pages 41-57

Foreign exchange markets in South-East Asia 1990-2004: An empirical analysis of spillovers during crisis and non-crisis periods

Author keywords

Currency crisis; East Asia

Indexed keywords


EID: 33847629698     PISSN: 10629408     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.najef.2006.09.003     Document Type: Article
Times cited : (3)

References (20)
  • 1
    • 33847635697 scopus 로고    scopus 로고
    • Caramazza, F., Ricci, L., & Salgado, R. (2000). Trade and financial contagion in currency crises. IMF Working Paper, 00/55.
  • 9
    • 0003350474 scopus 로고    scopus 로고
    • No contagion, only interdependence: Measuring stock market co-movements
    • Forbes K., and Rigobon R. No contagion, only interdependence: Measuring stock market co-movements. Journal of Finance 57 (2002) 2223-2261
    • (2002) Journal of Finance , vol.57 , pp. 2223-2261
    • Forbes, K.1    Rigobon, R.2
  • 10
    • 0001591341 scopus 로고
    • A monetary model of exchange market pressure
    • Girton L., and Roper D. A monetary model of exchange market pressure. The American Economic Review 67 (1977) 537-548
    • (1977) The American Economic Review , vol.67 , pp. 537-548
    • Girton, L.1    Roper, D.2
  • 12
    • 0001342006 scopus 로고
    • A new approach to the economic analysis of nonstationary time series and the business cycle
    • Hamilton J.D. A new approach to the economic analysis of nonstationary time series and the business cycle. Econometrica 57 (1989) 357-384
    • (1989) Econometrica , vol.57 , pp. 357-384
    • Hamilton, J.D.1
  • 17
    • 0001054430 scopus 로고    scopus 로고
    • Models of currency-crises with self-fulfilling features
    • Obstfeld M. Models of currency-crises with self-fulfilling features. European Economic Review 40 (1996) 1037-1047
    • (1996) European Economic Review , vol.40 , pp. 1037-1047
    • Obstfeld, M.1
  • 18
    • 1642369860 scopus 로고    scopus 로고
    • The modern history of exchange rate arrangements: A reinterpretation
    • Reinhart C.M., and Rogoff K.S. The modern history of exchange rate arrangements: A reinterpretation. Quarterly Journal of Economics 119 (2004) 1-48
    • (2004) Quarterly Journal of Economics , vol.119 , pp. 1-48
    • Reinhart, C.M.1    Rogoff, K.S.2
  • 20
    • 33847627537 scopus 로고    scopus 로고
    • Willett, T. & Nitithanprapas, E. (2000). A currency crises model that works: A payments disequilibrium approach, Claremont Colleges Working Papers in Economics.


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.