Causal relation between interest and exchange rates in the Asian currency crisis

Author:

Choi In,Park Daekeun

Publisher

Elsevier BV

Subject

Political Science and International Relations,Economics and Econometrics,Finance

Reference32 articles.

1. The Asia monetary crisis: proposed remarks;Bergsten,1997

2. Effectiveness of high interest rate policy on exchange rates: a reexamination of the Asian financial crisis;Brailsford;Journal of Applied Mathematics and Decision Sciences,2006

3. Durbin-Hausman tests for cointegration;Choi;Journal of Economic Dynamics and Control,1994

4. Residual based tests for the null of stationarity with applications to U.S. macroeconomics time series;Choi;Econometric Theory,1994

5. What caused the Asian currency and financial crisis?;Corsetti;Japan and the World Economy,1999

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