High-Frequency Contagion Between the Exchange Rates and Stock Prices
收藏NBER2004-04-01 更新2025-01-04 收录
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https://www.nber.org/papers/w10448
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资源简介：
This paper analyzes the co-movement of the exchange rates and the stock prices from the viewpoint of contagion among the eight countries in the region during the period of Asian currency crisis, 1997-1999. Ito and Hashimoto (2002; NBER working paper) proposed a new definition of high-frequency
提供机构：
美国国家经济研究局
创建时间：
2004-04-01
