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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

Examining the case for an Asian reserve pool

Siregar, Reza Yamora; Bird, Graham R. - In: Exchange rates, currency crisis and monetary …, (pp. 193-214). 2009

Persistent link: https://www.econbiz.de/10003843353

Enhancing the effectiveness of CMIM and AMRO : challenges and tasks

Siregar, Reza Yamora; Chabchitrchaidol, Akkharaphol - In: New global economic architecture : the Asian perspective, (pp. 55-82). 2014

Persistent link: https://www.econbiz.de/10010461360

The Chiang Mai initiative and the future of East Asian regional macroeconomic and financial cooperation

Siregar, Reza Yamora; Miyaki, Keita - In: Financial development and cooperation in Asia and the …, (pp. 118-142). 2015

Persistent link: https://www.econbiz.de/10010465491

Private capital flows in East Asia : boom, bust and beyond

Rajan, Ramkishen S.; Siregar, Reza Yamora - In: Financial markets and policies in East Asia, (pp. 47-81). 2002

Persistent link: https://www.econbiz.de/10002093201

Precautionary reserve holdings in Asia : examining the case for a regional reserve pool

Rajan, Ramkishen S.; Siregar, Reza Yamora; Bird, Graham R. - In: The Asia Pacific journal of economics and business : APJEB 9 (2005) 1, pp. 21-39

Persistent link: https://www.econbiz.de/10003291306

External debt and exchange rate overshooting : the case of selected East Asian countries

Siregar, Reza Yamora (contributor); … - 2005

Persistent link: https://www.econbiz.de/10003226218

External debt and exchange rate overshooting : the case of selected East Asian countries

Siregar, Reza Yamora (contributor); … - 2005

Persistent link: https://www.econbiz.de/10003145348

Sources of variations between the inflation rates of Korea, Thailand and Indonesia during the post - 1997 crisis

Siregar, Reza Yamora; Rajaguru, Gulasekaran - In: Journal of policy modeling : JPMOD ; a social science … 27 (2005) 7, pp. 867-884

Persistent link: https://www.econbiz.de/10003146631

Impact of exchange rate volatility on Indonesia's trade performance in the 1990s

Siregar, Reza Yamora; Rajan, Ramkishen S. - In: Journal of the Japanese and international economies : … 18 (2004) 2, pp. 218-240

Persistent link: https://www.econbiz.de/10002097136