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Introducing the Soros bond : insuring against self-fulfilling financial crises

Chu, C. Y. Cyrus - 2000

Persistent link: https://www.econbiz.de/10001546500

Financial crises in light of the Asian experience : some theoretical reconsiderations

Sharma, Shalendra D. - In: Economia internazionale 56 (2003) 2, pp. 173-184

Persistent link: https://www.econbiz.de/10001860134

An analysis of contagion among Asian countries using the canonical model of contagion

Ribeiro, André L. P.; Hotta, Luiz K. - In: International review of financial analysis 29 (2013), pp. 62-69

Persistent link: https://www.econbiz.de/10010244127

Capital structure, output volatility and capital control in emerging markets

Hsu, Hsiao-tang - 2003

Persistent link: https://www.econbiz.de/10003378964

Detecting contagion in Asian exchange rate markets using asymmetric DCC-GARCH and R-vine copulas

Gómez González, José Eduardo; Rojas-Espinosa, Wilmer - In: Economic systems 43 (2019) 3/4, pp. 1-12

Persistent link: https://www.econbiz.de/10012314692

Contagion Effects, Informational Effects, and Economic Fundamentals : An Analysis of Exchange Rate Dynamics During the Asian Currency Crisis

Chu, Kam Hon - 2007

This paper develops an empirical framework to determine if the Asian currency crisis was contagious, and if so, whether the contagion was warranted or unwarranted. By applying a monetary-portfolio model to monthly data for 1991-1998, our results show that short-run variations in exchange rates...

Persistent link: https://www.econbiz.de/10012776176