Crisis, Contagion, and East Asian Stock Markets

Crisis, Contagion, and East Asian Stock Markets
Tracy Yang Su-Chin, author
Date of publication:  February 2002
Number of pages:  34
Code:  WPEF1/2
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About the publication

Following the 1997 financial crisis in East Asia, the issue of contagion has resurfaced. Contagion has most often been associated with high frequency events; hence, it has been measured with changes in stock market returns, interest rates, exchange rates, or linear combinations of these indicators. This paper tests for evidence of contagion between selected East Asian stock markets, with the larger aim of examining the importance of the linkages between stock markets as a transmission channel during the crisis.
          

Contents

  • Crisis, Contagion, and East Asian Stock Markets
    [Whole Publication]

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