Detail Dynamic Conditional Correlation Analysis of Financial Market Interdependence: An Application to Thailand and Indonesia (Journal of Asian Economics, Vol.18 Th. 2007) Bibliografi Author: Lestano ; Kuper, Gerard H. Topik: Currency Crises; Dynamic Conditional Correlation; Interdependence Bahasa: (EN )     Penerbit: Unika Atma Jaya     Tempat Terbit: Jakarta    Tahun Terbit: 2007     Jenis: Article - diterbitkan di jurnal ilmiah internasional Fulltext: Lestano3.pdf (990.56KB; 37 download) Ketersediaan Perpustakaan Pusat (Semanggi) Nomor Panggil: RR-2717 Non-tandon: 1 (dapat dipinjam: 0) Tandon: tidak ada     Lihat Detail Induk Abstract This paper examines the dynamic linkages among financial markets in Thailand and Indonesia. In particular, we focus on the cross-border relationship in individual markets and on the relationship between financial markets within each country. We find that while tight monetary policy pursued by Thailand authorities helped to defend the exchange rate at the outbreak of the financial crisis, it had little consequences for Indonesia at the end of 1998. The correlations between countries within each of the financial market reveal a certain degree of interdependence among countries, which is lower during crises. Opini Anda Klik untuk menuliskan opini Anda tentang koleksi ini! Lihat Sejarah Pengadaan  Konversi Metadata   Kembali

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