High-Frequency Contagion Between the Exchange Rates and Stock Prices
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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
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美国国家经济研究局创建时间：
2004-04-01
