High Frequency Contagion of Currency Crises in Asia
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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
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美国国家经济研究局创建时间:
2002-12-01



