This paper analyzes the co-movements and integration of some select Asian foreign exchange markets using both time series and time-frequency approaches. The correlation structure between forex markets, and the time domain information on varying correlations, is captured using the multivariate...

The terms contagion and interdependence strike the mainstream literature, specifically in times of crisis in financial markets. This study put an effort to examine the contagion and interdependence among Asian Emerging Equity Markets (AEEMs) (e.g., China, Taiwan, Pakistan, Malaysia, Thailand,...

This study investigates the role of currency order flow in explaining the emerging Asian markets' exchange rates relying on linear and nonlinear modeling. The daily currency order flow of the US dollar relative to the nine important Asian currencies is constituted and explored with the...

This paper finds that financial spillovers from China to regional markets are on the rise. The main transmission channel appears to be trade linkages, although direct financial linkages are playing an increasing role. Without an impact on global risk premiums, China's influence on regional...