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...
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| Format: | Tidsskrift |
| Sprog: | English |
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Washington, D.C. :
International Monetary Fund,
1998.
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| Serier: | IMF Working Papers; Working Paper ;
No. 1998/155 |
| Online adgang: | Full text available on IMF |