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How should we bank with foreigners? : An empirical assessment of lending behavior of international banks to six East Asian economies

Pontines, Victor; Siregar, Reza Yamora - In: International review of economics & finance : IREF 29 (2014), pp. 552-568

Persistent link: https://www.econbiz.de/10010432300

Tranquil and crisis windows, heteroscedasticity, and contagion measurement : MS-VAR application of the DCC procedure

Pontines, Victor; Siregar, Reza Yamora - In: Applied financial economics 19 (2009) 7/9, pp. 745-752

The key objective of this study is to show that two potential shortcomings of the Determinant of Change in Covariance (DCC) matrix procedure of Rigobon (2003), namely with the arbitrary determination of the windows, i.e. tranquil and crisis periods and the violation of its heteroscedasticity...

Persistent link: https://www.econbiz.de/10003842735

Fear of appreciation in East and Southeast Asia : the role of the Chinese renminbi

Pontines, Victor; Siregar, Reza Yamora - In: Journal of Asian economics 23 (2012) 4, pp. 324-334

Persistent link: https://www.econbiz.de/10009663316

Exchange rate asymmetry and flexible exchange rates under inflation targeting regimes : evidence from four East and Southeast Asian countries

Pontines, Victor; Siregar, Reza Yamora - In: Review of international economics 20 (2012) 5, pp. 893-908

Persistent link: https://www.econbiz.de/10009714027

Identifying and dating the episodes of speculative pressures against the Singapore dollar

Pontines, Victor; Siregar, Reza Yamora - In: The Singapore economic review : journal of the Economic … 51 (2006) 2, pp. 113-133

Persistent link: https://www.econbiz.de/10003375433

Fundamental pitfalls of exchange market pressure-based approaches to identification of currency crises

Pontines, Victor; Siregar, Reza Yamora - In: International review of economics & finance : IREF 17 (2008) 3, pp. 345-365

Persistent link: https://www.econbiz.de/10003749329

The yen, the US dollar, and the trade weighted basket of currencies : does the choice of anchor currencies matter in identifying incidences of speculative attacks?

Pontines, Victor; Siregar, Reza Yamora - In: Japan and the world economy : international journal of … 19 (2007) 2, pp. 214-235

Persistent link: https://www.econbiz.de/10003555184

Non-core liabilities and interest rate pass-through : bank-level evidence from Indonesia

Pontines, Victor; Siregar, Reza Yamora - In: Applied economics 51 (2019) 25, pp. 2703-2714

Persistent link: https://www.econbiz.de/10012196735

Self-selection and treatment effects : revisiting the effectiveness of foreign exchange intervention

Pontines, Victor - In: Journal of macroeconomics 57 (2018), pp. 299-316

Persistent link: https://www.econbiz.de/10012127989

The financial cycles in four East Asian economies

Pontines, Victor - In: Economic modelling 65 (2017), pp. 51-66

Persistent link: https://www.econbiz.de/10011813550