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Was financial market contagion the source of economic crisis in Asia?: Evidence using a multivariate VAR model

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  • Khalid, Ahmed M.
  • Kawai, Masahiro

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  • Khalid, Ahmed M. & Kawai, Masahiro, 2003. "Was financial market contagion the source of economic crisis in Asia?: Evidence using a multivariate VAR model," Journal of Asian Economics, Elsevier, vol. 14(1), pages 131-156, February.
    • Handle: RePEc:eee:asieco:v:14:y:2003:i:1:p:131-156
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    1. Johansen, Søren & Juselius, Katarina, 1992. "Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK," Journal of Econometrics, Elsevier, vol. 53(1-3), pages 211-244.
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    3. Taimur Baig & Ilan Goldfajn, 1999. "Financial Market Contagion in the Asian Crisis," IMF Staff Papers, Palgrave Macmillan, vol. 46(2), pages 1-3.
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    10. Roberto Rigobon, 2002. "Contagion: How to Measure It?," NBER Chapters, in: Preventing Currency Crises in Emerging Markets, pages 269-334, National Bureau of Economic Research, Inc.
    11. International Monetary Fund, 1999. "Sources of Contagion: Finance or Trade?," IMF Working Papers 1999/146, International Monetary Fund.
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