The Asian financial crisis and the co-movement of Asian stock markets
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References listed on IDEAS
- Taimur Baig & Ilan Goldfajn, 1999. "Financial Market Contagion in the Asian Crisis," IMF Staff Papers, Palgrave Macmillan, vol. 46(2), pages 1-3.
- Engle, Robert & Granger, Clive, 2015.
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- Lee Bong-Soo & Jeon Bang Nam, 1995. "Common Stochastic Trends and Predictability of International Stock Prices," Journal of the Japanese and International Economies, Elsevier, vol. 9(3), pages 245-277, September.
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"The International Crash of October 1987: Causality Tests,"
World Scientific Book Chapters,in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 16, pages 251-262
World Scientific Publishing Co. Pte. Ltd..
- Malliaris, A. G. & Urrutia, Jorge L., 1992. "The International Crash of October 1987: Causality Tests," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 27(03), pages 353-364, September.
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