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|z 9781451857283
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|a 1018-5941
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|c BD-DhAAL
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|a Baig, Taimur.
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|a Financial Market Contagion in the Asian Crisis /
|c Taimur Baig, Ilan Goldfajn.
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|a Washington, D.C. :
|b International Monetary Fund,
|c 1998.
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|a 1 online resource (61 pages)
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|a IMF Working Papers
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|a <strong>Off-Campus Access:</strong> No User ID or Password Required
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|a <strong>On-Campus Access:</strong> No User ID or Password Required
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|a Electronic access restricted to authorized BRAC University faculty, staff and students
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|a 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 variables using daily news is constructed to capture the impact of own-country and cross-border news on the markets. After controlling for own-country news and other fundamentals, the paper shows evidence of cross-border contagion in the currency and equity markets.
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|a Mode of access: Internet
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|a Goldfajn, Ilan.
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|a IMF Working Papers; Working Paper ;
|v No. 1998/155
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| 856 |
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|z Full text available on IMF
|u http://elibrary.imf.org/view/journals/001/1998/155/001.1998.issue-155-en.xml
|z IMF e-Library
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