Currency Crisis and Contagion : Evidence From Exchange Rates and Sectoral Stock Indices of the Philippines and Thailand /
This paper analyzes empirically the recent Asian financial crisis using high frequency data of exchange rates and stock indices of the Philippines and Thailand. Utilizing standard time-series techniques, this study confirms that there is evidence that developments in some sectoral indices-including...
Huvudupphovsman: | |
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Materialtyp: | Tidskrift |
Språk: | English |
Publicerad: |
Washington, D.C. :
International Monetary Fund,
2000.
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Serie: | IMF Working Papers; Working Paper ;
No. 2000/039 |
Länkar: | Full text available on IMF |