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Investor reaction to IMF actions in the indonesian financial crisis

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Author Info
Ali Kutan
Brasukra Sudjana

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Abstract

Many observers have criticized recent IMF actions and program announcements during the Asian crisis by arguing that the IMF's declaration that Asia needed drastic reforms with respect to institutional issues such as transparency, corporate governance and corruption has led investors to panic and withdraw from the region. We examine the reaction of investors in the Indonesian stock market to IMF news. Evidence indicates that IMF actions and program announcements are associated with a decline in market uncertainty. Hence, our finding does not appear to support the panic view. Policy implications of the findings are also discussed.

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Publisher Info
Article provided by Taylor and Francis Journals in its journal The Journal of Policy Reform.

Volume (Year): 6 (2003)
Issue (Month): 3 (September)
Pages: 181-190
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Handle: RePEc:taf:jpolrf:v:6:y:2003:i:3:p:181-190

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Related research
Keywords: Asian Financial Crisis; Indonesia; Emerging Financial Markets; The Imf; News;

References listed on IDEAS
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  1. Bernd Hayo & Doh Chull Shin, 2002. "Popular Reaction to the Intervention by the IMF in the Korean Economic Crisis," Development and Comp Systems 0204001, EconWPA. [Downloadable!]
    Other versions:
  2. Andrew Berg, 1999. "The Asia Crisis - Causes, Policy Responses and Outcomes," IMF Working Papers 99/138, International Monetary Fund.
  3. Kaminsky, Graciela L. & Schmukler, Sergio L., 1999. "What triggers market jitters?: A chronicle of the Asian crisis," Journal of International Money and Finance, Elsevier, vol. 18(4), pages 537-560, August. [Downloadable!] (restricted)
    Other versions:
  4. Bollerslev, Tim & Chou, Ray Y. & Kroner, Kenneth F., 1992. "ARCH modeling in finance : A review of the theory and empirical evidence," Journal of Econometrics, Elsevier, vol. 52(1-2), pages 5-59. [Downloadable!] (restricted)
  5. Bong-Chan Kho & Rene M. Stulz, 1999. "Banks, the IMF, and the Asian Crisis," NBER Working Papers 7361, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  6. Hal Hill, 2000. "Indonesia: The Strange and Sudden Death of a Tiger Economy," Oxford Development Studies, Taylor and Francis Journals, vol. 28(2), pages 117-139. [Downloadable!] (restricted)
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This page was last updated on 2009-11-27.


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