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 correlation...
| Autor principal: | |
|---|---|
| Otros Autores: | |
| Formato: | Revista |
| Lenguaje: | English |
| Publicado: |
Washington, D.C. :
International Monetary Fund,
1998.
|
| Colección: | IMF Working Papers; Working Paper ;
No. 1998/155 |
| Acceso en línea: | Full text available on IMF |