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The Asian Crisis, 1997

Citations

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Cited by:

  1. Dewandaru, Ginanjar & Rizvi, Syed Aun R. & Masih, Rumi & Masih, Mansur & Alhabshi, Syed Othman, 2014. "Stock market co-movements: Islamic versus conventional equity indices with multi-timescales analysis," Economic Systems, Elsevier, vol. 38(4), pages 553-571.
  2. Mr. Srideep D Ganguly & Roberto Benelli, 2007. "Financial Linkages Between the U.S. and Latin America: Evidence from Daily Data," IMF Working Papers 2007/262, International Monetary Fund.
  3. Mousa Almanaseer, 2014. "The Impact of the Financial Crisis on the Islamic Banks Profitability - Evidence from GCC," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 5(3), pages 176-187, July.
  4. Brière, Marie & Chapelle, Ariane & Szafarz, Ariane, 2012. "No contagion, only globalization and flight to quality," Journal of International Money and Finance, Elsevier, vol. 31(6), pages 1729-1744.
  5. Musdholifah Musdholifah & Ulil Hartono & Yulita Wulandari, 2020. "Banking Crisis Prediction: Emerging Crisis Determinants in Indonesian Banks," International Journal of Economics and Financial Issues, Econjournals, vol. 10(2), pages 124-131.
  6. Dilip Kumar, 2019. "Structural Breaks in Volatility Transmission from Developed Markets to Major Asian Emerging Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 18(2), pages 172-209, August.
  7. Andy Sumner, 2014. "Who are likely to be the future poor in Indonesia? Evidence on primary school non-completion from six rounds of the Demographic and Health Survey, 1991-2012," Working Papers in Economics and Development Studies (WoPEDS) 201406, Department of Economics, Padjadjaran University, revised May 2014.
  8. Vicente Cuñat, 2009. "Finance for Development: Latin America in a Comparative Perspective. By BARBARA STALLINGS with ROGERIO STUDART," Economica, London School of Economics and Political Science, vol. 76(301), pages 216-217, February.
  9. Ding, Liang & Huang, Yirong & Pu, Xiaoling, 2014. "Volatility linkage across global equity markets," Global Finance Journal, Elsevier, vol. 25(2), pages 71-89.
  10. Karanasos, Menelaos & Yfanti, Stavroula & Karoglou, Michail, 2016. "Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis," International Review of Financial Analysis, Elsevier, vol. 45(C), pages 332-349.
  11. Sithole, Rumbidzai Praise & Eita, Joel Hinaunye, 2020. "A test of integration between the South African and selected African stock markets," MPRA Paper 101301, University Library of Munich, Germany.
  12. Dewandaru, Ginanjar & Masih, Rumi & Masih, A. Mansur M., 2015. "Why is no financial crisis a dress rehearsal for the next? Exploring contagious heterogeneities across major Asian stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 419(C), pages 241-259.
  13. repec:dau:papers:123456789/7746 is not listed on IDEAS
  14. Koseleci, Nihan. & Rosati, Furio C., 2009. "Child labour and the global financial crisis an issues paper," ILO Working Papers 994556893402676, International Labour Organization.
  15. Iwatsubo, Kentaro & Watkins, Clinton, 2021. "The changing role of foreign investors in Tokyo stock price formation," Pacific-Basin Finance Journal, Elsevier, vol. 67(C).
  16. Siti Subaryani Binti Zainol & M. Krishna Moorthy & Tengku Rahimah Binti Tengku Arifin, 2012. "Determinants of Non-Audit Services in Malaysia: A Theoretical Model," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, vol. 2(3), pages 97-111, July.
  17. Wang, Lihong, 2014. "Who moves East Asian stock markets? The role of the 2007–2009 global financial crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 28(C), pages 182-203.
  18. Liow, Kim Hiang & Newell, Graeme, 2016. "Real estate global beta and spillovers: An international study," Economic Modelling, Elsevier, vol. 59(C), pages 297-313.
  19. Chung, Huimin, 2005. "The contagious effects of the Asian financial crisis: some evidence from ADR and country funds," Journal of Multinational Financial Management, Elsevier, vol. 15(1), pages 67-84, February.
  20. Ning, Cathy, 2010. "Dependence structure between the equity market and the foreign exchange market-A copula approach," Journal of International Money and Finance, Elsevier, vol. 29(5), pages 743-759, September.
  21. Md. Abu Issa Gazi & Md. Nahiduzzaman & Iman Harymawan & Abdullah Al Masud & Bablu Kumar Dhar, 2022. "Impact of COVID-19 on Financial Performance and Profitability of Banking Sector in Special Reference to Private Commercial Banks: Empirical Evidence from Bangladesh," Sustainability, MDPI, vol. 14(10), pages 1-23, May.
  22. Marina Resta, 2016. "VaRSOM: A Tool to Monitor Markets' Stability Based on Value at Risk and Self‐Organizing Maps," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 23(1-2), pages 47-64, January.
  23. Dewandaru, Ginanjar & Masih, Rumi & Masih, A. Mansur M., 2016. "What can wavelets unveil about the vulnerabilities of monetary integration? A tale of Eurozone stock markets," Economic Modelling, Elsevier, vol. 52(PB), pages 981-996.
  24. Cipollini, A. & Kapetanios, G., 2009. "Forecasting financial crises and contagion in Asia using dynamic factor analysis," Journal of Empirical Finance, Elsevier, vol. 16(2), pages 188-200, March.
  25. Muliaman D. Hadad & Maximilian J. B. Hall & Wimboh Santoso & Karligash Kenjegalieva & Richard Simper, 2009. "Productivity Changes in Indonesian Banking: Application of a New Approach to Estimating Malmquist Indices," Discussion Paper Series 2009_13, Department of Economics, Loughborough University, revised Sep 2009.
  26. Mehmet Balcilar & Rangan Gupta & Duc Khuong Nguyen & Mark E. Wohar, 2018. "Causal effects of the United States and Japan on Pacific-Rim stock markets: nonparametric quantile causality approach," Applied Economics, Taylor & Francis Journals, vol. 50(53), pages 5712-5727, November.
  27. Gande, Amar & Parsley, David C., 2005. "News spillovers in the sovereign debt market," Journal of Financial Economics, Elsevier, vol. 75(3), pages 691-734, March.
  28. Salah Nusair, 2012. "Nonlinear adjustment of Asian real exchange rates," Economic Change and Restructuring, Springer, vol. 45(3), pages 221-246, August.
  29. Charles Ka Yui Leung & Patrick Wai Yin Cheung & Edward Chi Ho Tang, 2013. "Financial Crisis and the Co-movements of Housing Sub-markets: Do relationships change after a crisis?," International Real Estate Review, Global Social Science Institute, vol. 16(1), pages 68-118.
  30. Barbara Jarmulska, 2022. "Random forest versus logit models: Which offers better early warning of fiscal stress?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(3), pages 455-490, April.
  31. Edwards, Sebastian & Biscarri, Javier Gomez & Perez de Gracia, Fernando, 2003. "Stock market cycles, financial liberalization and volatility," Journal of International Money and Finance, Elsevier, vol. 22(7), pages 925-955, December.
  32. Reboredo, Juan C., 2012. "Do food and oil prices co-move?," Energy Policy, Elsevier, vol. 49(C), pages 456-467.
  33. Brian L. Bentick & Mervyn K. Lewis, 2004. "Real Estate Speculation as a Source of Banking and Currency Instability: Some Different Lessons from the Asian Crisis," The Economic and Labour Relations Review, , vol. 14(2), pages 256-275, January.
  34. Aldrin Herwany & Erie Febrian, 2013. "Global Stock Price Linkages Around The Us Financial Crisis: Evidence From Indonesia," Global Journal of Business Research, The Institute for Business and Finance Research, vol. 7(5), pages 35-45.
  35. Mete Feridun, 2012. "Liability dollarization, exchange market pressure and fear of floating: empirical evidence for Turkey," Applied Economics, Taylor & Francis Journals, vol. 44(8), pages 1041-1056, March.
  36. Rizvi, Syed Aun R. & Arshad, Shaista & Alam, Nafis, 2015. "Crises and contagion in Asia Pacific — Islamic v/s conventional markets," Pacific-Basin Finance Journal, Elsevier, vol. 34(C), pages 315-326.
  37. Annie Ng Cheng San & M. Krishna Moorthy & Choe Kum Lung, 2012. "Perceived Social Power and Audit Committee Effectiveness in Malaysia: The Conceptual Model," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, vol. 2(1), pages 162-175, January.
  38. Nicolette de Sausmarez, 2007. "The Potential for Tourism in Post-crisis Recovery: Lessons from Malaysia's Experience of the Asian Financial Crisis," Asia Pacific Business Review, Taylor & Francis Journals, vol. 13(2), pages 277-299, April.
  39. Jeon, Bang Nam, 2012. "Progress and prospects of regional financial arrangements and cooperation in East Asia: a critical survey," MPRA Paper 36621, University Library of Munich, Germany.
  40. Tong, Bin & Diao, Xundi & Wu, Chongfeng, 2015. "Modeling asymmetric and dynamic dependence of overnight and daytime returns: An empirical evidence from China Banking Sector," Economic Modelling, Elsevier, vol. 51(C), pages 366-382.
  41. Mironova Yuliya, 2007. "Elaboration of crisis early warning system for Kyrgyzstan," EERC Working Paper Series 03-084e, EERC Research Network, Russia and CIS.
  42. Simon MOORHEAD & Robert BROOKS, 2013. "The Effect of the Introduction of the Euro on Asymmetric Stock Market Returns Volatility Across the Euro-Zone," Journal of Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, vol. 12(2), pages 280-301, June.
  43. Salah A. Nusair, 2008. "Purchasing Power Parity under Regime Shifts: An Application to Asian Countries," Asian Economic Journal, East Asian Economic Association, vol. 22(3), pages 241-266, September.
  44. repec:dau:papers:123456789/7748 is not listed on IDEAS
  45. Santos José O. Dacanay III, 2010. "The evolution of cost and profit efficiency of Philippine commercial banks," Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society, vol. 47(1), pages 109-146, June.
  46. Yucel, Eray, 2011. "A Review and Bibliography of Early Warning Models," MPRA Paper 32893, University Library of Munich, Germany.
  47. -, 2002. "CEPAL Review no.78," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), December.
  48. Jin Yong Yang & Sang-Heon Lee & In-Sung Yeo, 2017. "Long and Short-term Volatility Comovements in the East Asian Stock," Applied Economics and Finance, Redfame publishing, vol. 4(3), pages 14-29, May.
  49. Shakur, Shamim & Obben, James & Nugroho, Agus Eko, 2005. "Financial Sector Reforms and Currency Crisis: The Indonesian Experience," Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, vol. 1(2), pages 1-12.
  50. Jung, R.C. & Maderitsch, R., 2014. "Structural breaks in volatility spillovers between international financial markets: Contagion or mere interdependence?," Journal of Banking & Finance, Elsevier, vol. 47(C), pages 331-342.
  51. Jedrzej Białkowski & Dobromił Serwa, 2005. "Financial contagion, spillovers and causality in the Markov switching framework," Quantitative Finance, Taylor & Francis Journals, vol. 5(1), pages 123-131.
  52. Steven J. Davis, 2016. "An Index of Global Economic Policy Uncertainty," NBER Working Papers 22740, National Bureau of Economic Research, Inc.
  53. Salah A. Nusair & Naser I. Abumustafa, 2012. "Recursive Cointegration Analysis of Purchasing Power Parity: An Application to Asian Countries," The American Economist, Sage Publications, vol. 57(2), pages 196-209, November.
  54. Baruník, Jozef & Kočenda, Evžen & Vácha, Lukáš, 2016. "Gold, oil, and stocks: Dynamic correlations," International Review of Economics & Finance, Elsevier, vol. 42(C), pages 186-201.
  55. Mihir Dash, 2015. "A Study of Granger Causality in Asian Stock Markets," Journal of Applied Management and Investments, Department of Business Administration and Corporate Security, International Humanitarian University, vol. 4(3), pages 145-150.
  56. Kumar, Dilip, 2017. "Realized volatility transmission from crude oil to equity sectors: A study with economic significance analysis," International Review of Economics & Finance, Elsevier, vol. 49(C), pages 149-167.
  57. Briceño Avalos, Hernán Ricardo, 2003. "Tipos de Cambio Cuasi-fijo y Posibilidad de Crisis Financieras: Solarizar o Dolarizar la Economía Peruana? [Fixed Exchange Rates and Possibilities of Financial Crisis: Solarizar or Dollarization of," MPRA Paper 42029, University Library of Munich, Germany.
  58. Kim Hiang Liow, 2012. "Co‐movements and Correlations Across Asian Securitized Real Estate and Stock Markets," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 40(1), pages 97-129, March.
  59. Angelos Kanas & Angelos Kotios & Panagiotis D. Zervopoulos, 2019. "Semi-parametric real exchange rates dynamics," Review of Quantitative Finance and Accounting, Springer, vol. 52(2), pages 643-656, February.
  60. Klaus Abberger & Wolfgang Nierhaus & Shynar Shaikh, 2009. "Findings of the Signal Approach for Financial Monitoring in Kazakhstan," CESifo Working Paper Series 2774, CESifo.
  61. Alexander, Gordon J. & Baptista, Alexandre M., 2009. "Stress testing by financial intermediaries: Implications for portfolio selection and asset pricing," Journal of Financial Intermediation, Elsevier, vol. 18(1), pages 65-92, January.
  62. Yang, Jian & Bessler, David A., 2008. "Contagion around the October 1987 stock market crash," European Journal of Operational Research, Elsevier, vol. 184(1), pages 291-310, January.
  63. Baur, Dirk, 2003. "Testing for contagion--mean and volatility contagion," Journal of Multinational Financial Management, Elsevier, vol. 13(4-5), pages 405-422, December.
  64. Mahfuzul Haque & Oscar Varela, 2010. "US-Thailand Bilateral Safety-first Portfolio Optimisation around the 1997 Asian Financial Crisis," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 9(2), pages 171-197, August.
  65. Daehwan Kim & Chi-Young Song, 2017. "Bankruptcy of Lehman Brothers: Determinants of Cross-country Impacts on Stock Market Volatility," International Journal of Economics and Financial Issues, Econjournals, vol. 7(3), pages 210-219.
  66. Francisca Pérez, 2013. "Are International Market Linkages Stronger? Comparison between 1990s and 2000s," Working Papers Central Bank of Chile 687, Central Bank of Chile.
  67. Tong, Bin & Wu, Chongfeng & Zhou, Chunyang, 2013. "Modeling the co-movements between crude oil and refined petroleum markets," Energy Economics, Elsevier, vol. 40(C), pages 882-897.
  68. M. Manacorda & F.C. Rosati, 2008. "Industrial structure and child labour. Evidence from Brazil," UCW Working Paper 44, Understanding Children's Work (UCW Programme).
  69. Mansur, Alfan, 2017. "Memantau Risiko Makro Finansial di dalam Perekonomian Indonesia [Surveillance on the Macro-financial Risks of Indonesia's Economy]," MPRA Paper 93752, University Library of Munich, Germany, revised 23 May 2018.
  70. Gourène, Grakolet Arnold Zamereith & Mendy, Pierre, 2014. "Beginning an African Stock Markets Integration? A Wavelet Analysis," MPRA Paper 76048, University Library of Munich, Germany.
  71. Ferreira, Miguel A. & Gama, Paulo M., 2010. "Correlation dynamics of global industry portfolios," Journal of Multinational Financial Management, Elsevier, vol. 20(1), pages 35-47, February.
  72. Anubha Goel & Aparna Mehra, 2019. "Analyzing Contagion Effect in Markets During Financial Crisis Using Stochastic Autoregressive Canonical Vine Model," Computational Economics, Springer;Society for Computational Economics, vol. 53(3), pages 921-950, March.
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