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La contagion de la crise asiatique : dynamiques de court terme et de long terme

Listed author(s):
  • Mohamed Ayadi
  • Riadh Boudhina
  • Wajih Khallouli
  • Rene Sandretto

Dans cet article, nous testons la presence de contagion durant la crise financiere asiatique. A cet effet, nous proposons une nouvelle procedure qui consiste a tester la non-linearite des mecanismes de propagation des chocs estimes a travers un modele d’interdependance de long terme. Nous appliquons cette methodologie aux marches des dettes souveraines (spreads) qui mesurent la perception du risque. Nos resultats montrent la contamination de la Malaisie et des Philippines par le phenomene de contagion.

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Article provided by CEPII research center in its journal Economie Internationale.

Volume (Year): (2006)
Issue (Month): 105 ()
Pages: 113-134

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Handle: RePEc:cii:cepiei:2006-1te
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