A cospectral analysis of exchange rate comovements during Asian financial crisis

Journal of International Financial Markets, Institutions and Money

Volumn 19, Issue 5, 2009, Pages 742-758

  Orlov, Alexei G ^a  

^a RADFORD UNIVERSITY   (United States)

Author keywords

Contagion; Cospectral analysis; Currency crisis; Exchange rate comovements

Indexed keywords

EID: 71549116763     PISSN: 10424431     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.intfin.2008.12.004     Document Type: Article

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