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Le comportement des places financieres asiatiques avant et apres la "Crise": cointegration, contagion et globalisation des marches

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Author Info
Ory, J.-N.

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Abstract

La litterature economique a longuement rendu compte des facteurs qui ont abouti au declenchment de ce que l'on a nomme "la crise sud-est asiatique"; crise financiere tout d'abord, touchant les marches de change comme les marches boursiers, puis crise affectant la sphere reelle de l'economie. Peu d'etudes ont rendu compete du comportement des marches de la zone "pre-crise": evoluaient-ils deja "de concert"? Les reactions de l'ensemble des marches "en periode de hausse" etaient-elles semblables a celles notees "en periode de baisse"? Mener une analyse en terme de cointegration peut nous permettre d'apprehender cette question.

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Publisher Info
Paper provided by Groupe de recherche en économie financière et en gestion des entreprises, Universite Nancy 2 in its series Papers with number 1999-3.

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Length: 14 pages
Date of creation: 1999
Date of revision:
Handle: RePEc:fth:grefge:1999-3

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Postal: Universite Nancy 2. Groupe de recherche en économie financière et en gestion des entreprises. Pole Lorrain de Gestion. 13, rue Michel Ney. 54037 Nancy CEDEX France.
Phone: 03.83.39.63.91
Fax: 03.83.39.63.90
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Web page: http://www.univ-nancy2.fr/CEREFIGE/
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Related research
Keywords: CRISE MONETAIRE ; ASIE ; MARCHE FINANCIER;

Find related papers by JEL classification:
F30 - International Economics - - International Finance - - - General
G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
F21 - International Economics - - International Factor Movements and International Business - - - International Investment; Long-Term Capital Movements
O53 - Economic Development, Technological Change, and Growth - - Economywide Country Studies - - - Asia including Middle East

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This page was last updated on 2009-12-16.


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