High- frequency contagion between exchange rates and stock prices during the Asian currency crisis
Year of publication: |
2005
|
---|---|
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 |
-
The response of financial markets in Australia and New Zealand to news about the Asian crisis
Debelle, Eleanor, (2005)
-
Ogawa, Eiji, (2014)
-
Volatility spillovers and determinants of contagion : exchange rate and equity markets during crises
Leung, Henry, (2017)
- More ...
-
High-frequency contagion between the exchange rates and stock prices
Hashimoto, Yūko, (2004)
-
Itō, Takatoshi, (2004)
-
Hashimoto, Yūko, (2009)
- More ...