An analysis of exchange rate linkage effect: an application of the multivariate correlation analysis
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- Granger, Clive W.J. & Huang, Bwo-Nung & Yang, Chin W., 1998.
"A Bivariate Causality between Stock Prices and Exchange Rates: Evidence from Recent Asia Flu,"
University of California at San Diego, Economics Working Paper Series
qt9bk607p6, Department of Economics, UC San Diego.
- Granger, Clive W. J. & Huangb, Bwo-Nung & Yang, Chin-Wei, 2000. "A bivariate causality between stock prices and exchange rates: evidence from recent Asianflu," The Quarterly Review of Economics and Finance, Elsevier, vol. 40(3), pages 337-354.
- John Fernald & Hali Edison & Prakash Loungani, 1998. "Was China the first domino? assessing links between China and the rest of emerging Asia," International Finance Discussion Papers 604, Board of Governors of the Federal Reserve System (U.S.).
- Ilan Goldfajn & Taimur Baig, 1999.
"Financial market contagion in the Asian crisis,"
Textos para discussão
400, Department of Economics PUC-Rio (Brazil).
- Li-Gang Liu & Marcus Noland & Sherman Robinson & Zhi Wang, 1998. "Asian Competitive Devaluations," Working Paper Series wp98-2, Peterson Institute for International Economics.
- den Haan, Wouter J., 2000.
"The comovement between output and prices,"
Journal of Monetary Economics,
Elsevier, vol. 46(1), pages 3-30, August.
- Tom Doan, . "RATS programs to replicate Den Haan JME(2000) correlation of comovements," Statistical Software Components RTZ00042, Boston College Department of Economics.
- Cerra, Valerie & Saxena, Sweta Chaman, 2002. "Contagion, Monsoons, and Domestic Turmoil in Indonesia's Currency Crisis," Review of International Economics, Wiley Blackwell, vol. 10(1), pages 36-44, February.
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