Matches in SemOpenAlex for { <https://semopenalex.org/work/W2610864208> ?p ?o ?g. }
- W2610864208 abstract "The increased episodes of the financial crises throughout the world in the 1990s motivated research interests to identify the channels through which such crises spread from one country to the entire region and across regions and to suggest policies to avoid the worst of such crises. Researchers have identified several factors that may spark and induce contagion of the crisis. Strong trade and financial market linkages may contribute to contagion of the crises. This also implies that, even economies with strong fundamentals could not escape contagion. This study attempts to identify and trace the alleged origin and the subsequent path of the currency contagion using data from a sample of selected Asian countries. For empirical estimation, we use high frequency data (daily observation) on exchange rates from 1994 to 2002. We split the sample in to three periods (full, pre and post-crisis periods), investigate fractional integration and co-integration properties, construct a multivariate GARCH model and apply Granger causality test to identify the inter-linkages among exchange rate markets in selected Asian countries. The evidence suggests that most of the exchange rates within crisis-hit Asian countries are strongly linked and may have had provided a channel for contagion during 1997 Asian crisis." @default.
- W2610864208 created "2017-05-12" @default.
- W2610864208 creator A5006119760 @default.
- W2610864208 creator A5042018261 @default.
- W2610864208 date "2005-01-01" @default.
- W2610864208 modified "2023-09-23" @default.
- W2610864208 title "Financial Market Contagion: Evidence from Asia Using Fraction Co-integration and Multivariate GARCH Approach" @default.
- W2610864208 cites W1484599272 @default.
- W2610864208 cites W1518398713 @default.
- W2610864208 cites W1522592437 @default.
- W2610864208 cites W1537824135 @default.
- W2610864208 cites W1558285228 @default.
- W2610864208 cites W1558677708 @default.
- W2610864208 cites W1738720631 @default.
- W2610864208 cites W1908518720 @default.
- W2610864208 cites W1977480757 @default.
- W2610864208 cites W1994254749 @default.
- W2610864208 cites W2001641221 @default.
- W2610864208 cites W2016683615 @default.
- W2610864208 cites W2032532006 @default.
- W2610864208 cites W2037488889 @default.
- W2610864208 cites W2088945345 @default.
- W2610864208 cites W2098929430 @default.
- W2610864208 cites W2101416844 @default.
- W2610864208 cites W2134849774 @default.
- W2610864208 cites W2891020914 @default.
- W2610864208 cites W3021709961 @default.
- W2610864208 cites W3121179723 @default.
- W2610864208 cites W3121583969 @default.
- W2610864208 cites W3122619892 @default.
- W2610864208 cites W3122875903 @default.
- W2610864208 cites W3124524660 @default.
- W2610864208 cites W333791880 @default.
- W2610864208 cites W573373552 @default.
- W2610864208 cites W2915556715 @default.
- W2610864208 hasPublicationYear "2005" @default.
- W2610864208 type Work @default.
- W2610864208 sameAs 2610864208 @default.
- W2610864208 citedByCount "4" @default.
- W2610864208 countsByYear W26108642082013 @default.
- W2610864208 crossrefType "journal-article" @default.
- W2610864208 hasAuthorship W2610864208A5006119760 @default.
- W2610864208 hasAuthorship W2610864208A5042018261 @default.
- W2610864208 hasConcept C10138342 @default.
- W2610864208 hasConcept C106159729 @default.
- W2610864208 hasConcept C121087249 @default.
- W2610864208 hasConcept C129824826 @default.
- W2610864208 hasConcept C139719470 @default.
- W2610864208 hasConcept C141121606 @default.
- W2610864208 hasConcept C149782125 @default.
- W2610864208 hasConcept C162324750 @default.
- W2610864208 hasConcept C166957645 @default.
- W2610864208 hasConcept C18547055 @default.
- W2610864208 hasConcept C185592680 @default.
- W2610864208 hasConcept C191935318 @default.
- W2610864208 hasConcept C19244329 @default.
- W2610864208 hasConcept C198531522 @default.
- W2610864208 hasConcept C205649164 @default.
- W2610864208 hasConcept C23922673 @default.
- W2610864208 hasConcept C2776671347 @default.
- W2610864208 hasConcept C2776988154 @default.
- W2610864208 hasConcept C2778300220 @default.
- W2610864208 hasConcept C2778890369 @default.
- W2610864208 hasConcept C2780615719 @default.
- W2610864208 hasConcept C43617362 @default.
- W2610864208 hasConcept C556758197 @default.
- W2610864208 hasConcept C76775654 @default.
- W2610864208 hasConcept C91602232 @default.
- W2610864208 hasConceptScore W2610864208C10138342 @default.
- W2610864208 hasConceptScore W2610864208C106159729 @default.
- W2610864208 hasConceptScore W2610864208C121087249 @default.
- W2610864208 hasConceptScore W2610864208C129824826 @default.
- W2610864208 hasConceptScore W2610864208C139719470 @default.
- W2610864208 hasConceptScore W2610864208C141121606 @default.
- W2610864208 hasConceptScore W2610864208C149782125 @default.
- W2610864208 hasConceptScore W2610864208C162324750 @default.
- W2610864208 hasConceptScore W2610864208C166957645 @default.
- W2610864208 hasConceptScore W2610864208C18547055 @default.
- W2610864208 hasConceptScore W2610864208C185592680 @default.
- W2610864208 hasConceptScore W2610864208C191935318 @default.
- W2610864208 hasConceptScore W2610864208C19244329 @default.
- W2610864208 hasConceptScore W2610864208C198531522 @default.
- W2610864208 hasConceptScore W2610864208C205649164 @default.
- W2610864208 hasConceptScore W2610864208C23922673 @default.
- W2610864208 hasConceptScore W2610864208C2776671347 @default.
- W2610864208 hasConceptScore W2610864208C2776988154 @default.
- W2610864208 hasConceptScore W2610864208C2778300220 @default.
- W2610864208 hasConceptScore W2610864208C2778890369 @default.
- W2610864208 hasConceptScore W2610864208C2780615719 @default.
- W2610864208 hasConceptScore W2610864208C43617362 @default.
- W2610864208 hasConceptScore W2610864208C556758197 @default.
- W2610864208 hasConceptScore W2610864208C76775654 @default.
- W2610864208 hasConceptScore W2610864208C91602232 @default.
- W2610864208 hasLocation W26108642081 @default.
- W2610864208 hasOpenAccess W2610864208 @default.
- W2610864208 hasPrimaryLocation W26108642081 @default.
- W2610864208 hasRelatedWork W1513331113 @default.
- W2610864208 hasRelatedWork W1588553411 @default.
- W2610864208 hasRelatedWork W2035050147 @default.
- W2610864208 hasRelatedWork W2069561622 @default.