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Comprendre les effets de la crise asiatique sur les marches financiers avec un modele de choix de portefeuille international

Author

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  • Artus, P.

Abstract

We show that using an international portfolio choice model, with assumptions corresponding to the present situation, permits to explain the increase in stock prices and the changes in exchange rates observed after the Asian crises. The assumptions concern the structure of the supply of the different financial assets, and the correlation and variabilities of the returns on those assets.

Suggested Citation

  • Artus, P., 1998. "Comprendre les effets de la crise asiatique sur les marches financiers avec un modele de choix de portefeuille international," Papers 1998-23/ei, Caisse des Depots et Consignations - Cahiers de recherche.
    • Handle: RePEc:fth:cadeco:1998-23/ei
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    More about this item

    Keywords

    ASIE ; MARCHE FINANCIER;

    JEL classification:

    • G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
    • F21 - International Economics - - International Factor Movements and International Business - - - International Investment; Long-Term Capital Movements

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