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The spread of international financial shocks to Asean countries

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Author Info

  • Céline Gimet

    (GATE Lyon Saint-Etienne - Groupe d'analyse et de théorie économique - CNRS : UMR5824 - Université Lumière - Lyon II - Ecole Normale Supérieure Lettres et Sciences Humaines)

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    Abstract

    This article focuses on the reaction of Asean economies to international financial shocks. The crises in emerging markets at the end of the last century underlined the vulnerability of emerging Asean economies to international financial fluctuations and a lack of sustainability in their exchange rate regime. A Structural VAR model is used to analyze the efficiency of the measures adopted by these countries, after this crisis episode, to protect their economies against speculative attacks. The results reveal that the impact of the current subprime crisis on emerging Asean countries is less significant than that observed in industrialized ones.

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    File URL: http://halshs.archives-ouvertes.fr/docs/00/46/42/16/PDF/0928.pdf
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    Bibliographic Info

    Paper provided by HAL in its series Post-Print with number halshs-00464216.

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    Date of creation: 2009
    Date of revision:
    Handle: RePEc:hal:journl:halshs-00464216

    Note: View the original document on HAL open archive server: http://halshs.archives-ouvertes.fr/halshs-00464216/en/
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    Web page: http://hal.archives-ouvertes.fr/

    Related research

    Keywords: Asean countries; international financial fluctuations; macroeconomic impact; regional integration; SVAR Model;

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    Cited by:
    1. Marine Coupaud, 2013. "Contagion Des Crises De 1997 Et 2008 En Asean+3: Un Modele Var Structurel," Working Papers hal-00913175, HAL.
    2. Marien Coupaud, 2013. "Contagion des crises de 1997 et 2008 en ASEAN+3 : un modèle VAR structurel," Larefi Working Papers 1306, Larefi, Université Bordeaux 4.

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