Currency market contagion in the Asia-Pacific region
-
Altmetric Citations
McKibbin-Fry, Renee Anne; Dungey, Mardi; Martin, Vance L.
Description
During the East Asian currency crisis of 1997–98 the potential transmission of the crisis to developed markets such as Japan, Australia and New Zealand, was of considerable policy concern. Potential channels consist of anticipated movements stemming from common factors, spillovers and contagion. The empirical results show that the transmission of volatility in the East-Asian currency markets to the developed markets in the region is not due to contagion, but rather attributed to common...[Show more]
Collections | ANU Research Publications |
---|---|
Date published: | 2014-05-15 |
Type: | Journal article |
URI: | http://hdl.handle.net/1885/11675 |
Source: | Australian Economic Papers 43.3 (2004): 379_395 |
DOI: | 10.1111/j.1467-8454.2004.00238.x |
Download
Items in Open Research are protected by copyright, with all rights reserved, unless otherwise indicated.
Updated: 19 May 2020/ Responsible Officer: University Librarian/ Page Contact: Library Systems & Web Coordinator