A Multifactor Model of Exchange Rates with Unanticipated Shocks: Measuring Contagion in the East Asian Currency Crisis
Author:
Affiliation:
1. Centre for Applied Macroeconomic Analysis, Australian National University, Canberra,
2. University of Melbourne
Abstract
Publisher
SAGE Publications
Subject
Economics and Econometrics,Finance
Link
http://journals.sagepub.com/doi/pdf/10.1177/097265270400300305
Reference29 articles.
1. Are Financial Crises Becoming More Contagious?: What is the Historical Evidence on Contagion?
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3. Contagion: Understanding How It Spreads
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5. Decomposing exchange rate volatility around the Pacific Rim☆
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