Cointegration and causality in the Asian and emerging foreign exchange markets : evidence from the 1990s financial crises
Year of publication: |
2004
|
---|---|
Authors: | Au Yong, Hue Hwa ; Gan, Christopher ; Sirimon Treepongkaruna |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 13.2004, 4, p. 479-515
|
Subject: | Währungskrise | Currency crisis | Devisenmarkt | Foreign exchange market | Kointegration | Cointegration | Kausalanalyse | Causality analysis | Schwellenländer | Emerging economies | Asien | Asia | Mexiko | Mexico | Russland | Russia | Brasilien | Brazil | Finanzkrise | Financial crisis |
-
Regime linkages between the Mexican currency market and emerging equity markets
Kanas, Angelos, (2005)
-
Aroul, Ramya Rajajagadeesan, (2018)
-
Rahman, A. K. M. Matiur, (2002)
- More ...
-
Is There a Banking Risk Premium in the US Stock Market?
Zeng, Liujing, (2010)
-
Contagion and flight-to-quality : evidences from the Asia-Pacific economic cooperation (APEC) region
Peng, Yu-Tung, (2014)
-
Is there a banking risk premium in the US stock market?
Zeng, Liujing, (2014)
- More ...