van Horen, Neeltje; Jager, Henk; Klaassen, Franc - 2011
. Additionally, we control for spillovers and common external shocks. We find evidence of contagion from Thailand to Indonesia and … Malaysia, with 13 and 21 percent of the pressure on the respective currencies attributable to contagion. For Korea and the …This paper investigates whether there was contagion through the foreign exchange market in the Asian crisis, and, if so …