Financial Market Contagion in the Asian Crisis

Financial Market Contagion in the Asian Crisis
This paper tests for evidence of contagion between the financial markets of Thailand, Malaysia, Indonesia, Korea, and the Philippines. Cross-country correlations among currencies and sovereign spreads are found to increase significantly during the crisis period, whereas the equity market correlations offer mixed evidence. A set of dummy... READ MORE...

Publication date: November 1998
ISBN 9781451857283
$15.00

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