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Contagion Des Crises De 1997 Et 2008 En Asean+3: Un Modele Var Structurel

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  • Marine Coupaud

    ()
    (Larefi - Laboratoire d'analyse et de recherche en économie et finance internationales - Université Montesquieu - Bordeaux IV : EA2954)

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    Abstract

    Les crises de 1997 et 2008 offrent un terrain riche en possibilités d'analyses afin d'étudier l'impact de chocs monétaires et réels sur les pays de l'Asean. Cette étude vise à analyser les réactions des pays membres de l'Asean+3 face à des perturbations de grande envergure et à étudier les phénomènes de contagion qui se sont manifestés lors de ces deux épisodes afin d'en tirer des recommandations de politiques macro-prudentielles dans une problématique de faisabilité d'une union monétaire à moyen terme. Dans cette étude, nous parvenons au moyen d'un VAR Structurel à mettre en évidence des phénomènes de contagion pure ainsi qu'une tendance à l'homogénéité des réponses des pays d'Asie du sud-est notamment face à des perturbations de nature financière.

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    Bibliographic Info

    Paper provided by HAL in its series Working Papers with number hal-00913175.

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    Date of creation: 03 Dec 2013
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    Handle: RePEc:hal:wpaper:hal-00913175

    Note: View the original document on HAL open archive server: http://hal.archives-ouvertes.fr/hal-00913175
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    Keywords: var structurel; contagion; crise de liquidite; asean; union monetaire;

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