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Exchange rate volatility and volatility asymmetries: an application to finding a natural dollar currency

Kwek, Kian Teng; Koay, Kuan Nee - In: Applied economics 38 (2006) 3, pp. 307-324

Persistent link: https://www.econbiz.de/10007635737

Exchange rate volatility and volatility asymmetries : an application to finding a natural dollar currency

Teng, Kwek Kian; Koay, Kuan Nee - In: Applied economics 38 (2006) 3, pp. 307-323

Persistent link: https://www.econbiz.de/10003295039

PATTERNS OF EXCHANGE RATES AND CURRENT ACCOUNTS: THE EAST ASIAN WALTZ

SHENG, ANDREW; KWEK, KIAN TENG; CHO, CHO WAI - In: The Singapore Economic Review (SER) 57 (2012) 02, pp. 1250009-1

The Global Financial Crisis of 2008 and the Asian Financial Crisis of 1997–1998 have a common trait, that is any shock to the financial system or market system can cause the system or market to flip from one state to another state.

Persistent link: https://www.econbiz.de/10010882983

Selecting the order of an ARCH model

Hughes, Anthony W.; King, Maxwell L.; Kwek, Kian Teng - In: Economics letters 83 (2004) 2, pp. 269

Persistent link: https://www.econbiz.de/10006757765

Selecting the order of an ARCH model

Hughes, Anthony W.; King, Maxwell L.; Kwek, Kian Teng - In: Economics Letters 83 (2004) 2, pp. 269-275

Persistent link: https://www.econbiz.de/10005296659

FINANCIAL STRESS IN ASEAN-5 ECONOMIES FROM THE ASIAN CRISIS TO THE GLOBAL CRISIS

TNG, BOON HWA; KWEK, KIAN TENG; SHENG, ANDREW - In: The Singapore Economic Review (SER) 57 (2012) 02, pp. 1250013-1

We construct four market-specific Financial Stress Indices (FSIs) and overall FSIs for the ASEAN-5 economies from 1997 to 2009. Using the FSIs, we establish stylized features of financial stress and characterize the connectivity of financial markets. The results show that stress was most severe...

Persistent link: https://www.econbiz.de/10010556085