High- frequency contagion between exchange rates and stock prices during the Asian currency crisis
Year of publication: |
2005
|
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Authors: | Itō, Takatoshi ; Hashimoto, Yūko |
Published in: |
Identifying international financial contagion : progress and challenges. - Oxford [u.a.] : Oxford Univ. Press, ISBN 0-19-518718-0. - 2005, p. 110-149
|
Subject: | Währungskrise | Currency crisis | Internationaler Finanzmarkt | International financial market | Wechselkurs | Exchange rate | Börsenkurs | Share price | Spillover-Effekt | Spillover effect | Asien | Asia | Finanzkrise | Financial crisis |
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