메뉴 건너뛰기




Volumn 21, Issue 2, 2009, Pages 172-182

Output volatility of five crisis-affected East Asia economies

Author keywords

Asian financial crisis; Business cycles; Growth and volatility

Indexed keywords


EID: 59649110884     PISSN: 09221425     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.japwor.2008.04.004     Document Type: Article
Times cited : (10)

References (38)
  • 1
    • 0029536933 scopus 로고
    • Business cycles and the asset structure of foreign trade
    • Baxter M., and Crucini M.J. Business cycles and the asset structure of foreign trade. International Economic Review 36 4 (1995) 821-854
    • (1995) International Economic Review , vol.36 , Issue.4 , pp. 821-854
    • Baxter, M.1    Crucini, M.J.2
  • 3
    • 42449156579 scopus 로고
    • Generalized autoregressive conditional heteroskedasticity
    • Bollerslev T. Generalized autoregressive conditional heteroskedasticity. Journal of Econometrics 31 (1986) 307-327
    • (1986) Journal of Econometrics , vol.31 , pp. 307-327
    • Bollerslev, T.1
  • 6
    • 0008752049 scopus 로고    scopus 로고
    • The Asian financial crisis: Singapore's experience and response
    • Chia S.Y. The Asian financial crisis: Singapore's experience and response. ASEAN Economic Bulletin 15 3 (1998) 297-308
    • (1998) ASEAN Economic Bulletin , vol.15 , Issue.3 , pp. 297-308
    • Chia, S.Y.1
  • 7
    • 0001369142 scopus 로고
    • Tests of equality between sets of coefficients in two linear regressions
    • Chow G.C. Tests of equality between sets of coefficients in two linear regressions. Econometrica 28 3 (1960) 591-605
    • (1960) Econometrica , vol.28 , Issue.3 , pp. 591-605
    • Chow, G.C.1
  • 10
    • 85036258669 scopus 로고
    • Distribution of the estimators for autoregressive time-series with a unit root
    • Dickey D.A., and Fuller W.A. Distribution of the estimators for autoregressive time-series with a unit root. Journal of the American Statistical Association 74 366 (1979) 427-431
    • (1979) Journal of the American Statistical Association , vol.74 , Issue.366 , pp. 427-431
    • Dickey, D.A.1    Fuller, W.A.2
  • 14
    • 0010734564 scopus 로고    scopus 로고
    • NBER Working Paper No. 5681. National Bureau of Economic Research NBER, Cambridge, MA
    • Eichengreen, B., Rose, A.K., Wyplosz, C., 1996. Contagious currency crisis. NBER Working Paper No. 5681. National Bureau of Economic Research (NBER), Cambridge, MA.
    • (1996) Contagious currency crisis
    • Eichengreen, B.1    Rose, A.K.2    Wyplosz, C.3
  • 16
    • 0000051984 scopus 로고
    • Autoregressive conditional heteroskedasticity with estimates of the variance of U.K. inflation
    • Engle R.F. Autoregressive conditional heteroskedasticity with estimates of the variance of U.K. inflation. Econometrica 50. (1982) 987-1008
    • (1982) Econometrica , vol.50 , pp. 987-1008
    • Engle, R.F.1
  • 17
    • 84993924525 scopus 로고
    • Measuring, and testing the impact of news on volatility
    • Engle R.F., and Ng V.K. Measuring, and testing the impact of news on volatility. Journal of Finance 48 (1993) 1749-1778
    • (1993) Journal of Finance , vol.48 , pp. 1749-1778
    • Engle, R.F.1    Ng, V.K.2
  • 18
    • 84993601065 scopus 로고
    • On the relation between the expected value, and the volatility of the nominal excess return on stocks
    • Glosten L.R., Jagannathan R., and Runkle D. On the relation between the expected value, and the volatility of the nominal excess return on stocks. Journal of Finance 48 (1993) 1779-1801
    • (1993) Journal of Finance , vol.48 , pp. 1779-1801
    • Glosten, L.R.1    Jagannathan, R.2    Runkle, D.3
  • 19
    • 0012447294 scopus 로고    scopus 로고
    • Volatility of real GDP: some evidence from the United States, the United Kingdom and Japan
    • Hamori S. Volatility of real GDP: some evidence from the United States, the United Kingdom and Japan. Japan and the World Economy 12 (2000) 143-152
    • (2000) Japan and the World Economy , vol.12 , pp. 143-152
    • Hamori, S.1
  • 22
    • 0004253434 scopus 로고    scopus 로고
    • Massachusetts Institute of Technology, Cambridge, MA
    • Krugman P. What Happened to Asia? (1998), Massachusetts Institute of Technology, Cambridge, MA
    • (1998) What Happened to Asia?
    • Krugman, P.1
  • 23
    • 0004142734 scopus 로고    scopus 로고
    • Massachusetts Institute of Technology, Cambridge, MA
    • Krugman P. Fire Sale FDI (1998), Massachusetts Institute of Technology, Cambridge, MA
    • (1998) Fire Sale FDI
    • Krugman, P.1
  • 28
    • 0000641348 scopus 로고
    • Conditional heteroskedasticity in asset returns: a new approach
    • Nelson D.B. Conditional heteroskedasticity in asset returns: a new approach. Econometrica 59 (1991) 347-370
    • (1991) Econometrica , vol.59 , pp. 347-370
    • Nelson, D.B.1
  • 29
    • 0001054430 scopus 로고    scopus 로고
    • Models of currency crisis with self-fulfilling features
    • Obsfeld M. Models of currency crisis with self-fulfilling features. European Economic Review 40 (1996) 1037-1047
    • (1996) European Economic Review , vol.40 , pp. 1037-1047
    • Obsfeld, M.1
  • 31
    • 0000404558 scopus 로고
    • Conditional exchange-rate volatility and the volume of international trade: evidence from the early 1990s
    • Pozo S. Conditional exchange-rate volatility and the volume of international trade: evidence from the early 1990s. Review of Economics and Statistics 74 2 (1992) 325-329
    • (1992) Review of Economics and Statistics , vol.74 , Issue.2 , pp. 325-329
    • Pozo, S.1
  • 35
    • 59649108105 scopus 로고    scopus 로고
    • Understanding recent financial turmoils
    • Samuelson P. Understanding recent financial turmoils. Japan and the World Economy 11 (1999) 425-427
    • (1999) Japan and the World Economy , vol.11 , pp. 425-427
    • Samuelson, P.1
  • 36


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.