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...
| Príomhchruthaitheoir: | |
|---|---|
| Formáid: | IRIS |
| Teanga: | English |
| Foilsithe / Cruthaithe: |
Washington, D.C. :
International Monetary Fund,
2000.
|
| Sraith: | IMF Working Papers; Working Paper ;
No. 2000/039 |
| Rochtain ar líne: | Full text available on IMF |