High Frequency Contagion of Currency Crises in Asia
收藏NBER2002-12-01 更新2025-01-04 收录
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https://www.nber.org/papers/w9376
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资源简介:
Using daily data during the period of Asian Currency Crises, this paper examines high-frequency contagion effects among Asian six countries. By identifying the origin' (of exchange rate depreciation, or decline in stock prices) and the affected' (currencies, or stock prices) in spillover
提供机构:
美国国家经济研究局
创建时间:
2002-12-01



