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Contagion Des Crises De 1997 Et 2008 En Asean+3 : Un Modèle Var Structurel

Listed author(s):
  • Marine COUPAUD

    ()

    (Université Montesquieu Bordeaux 4 – LAREFI)

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    Les crises de 1997 et 2008 offrent un terrain riche en possibilités d’analyses afin d’étudier l’impact de chocs monétaires et réels sur les pays de l'Asean. Cette étude vise à analyser les réactions des pays membres de l’Asean+3 face à des perturbations de grande envergure et à étudier les phénomènes de contagion qui se sont manifestés lors de ces deux épisodes afin d’en tirer des recommandations de politiques macro-prudentielles dans une problématique de faisabilité d’une union monétaire à moyen terme. Nous parvenons au moyen d’un VAR Structurel à mettre en évidence des phénomènes de contagion pure ainsi qu'une tendance à l'homogénéité des réponses des pays d'Asie du sud-est notamment face à des perturbations de nature financière.

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    File URL: http://region-developpement.univ-tln.fr/fr/pdf/R40/8_Coupaud.pdf
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    Article provided by Region et Developpement, LEAD, Universite du Sud - Toulon Var in its journal Région et Développement.

    Volume (Year): 40 (2014)
    Issue (Month): ()
    Pages: 113-138

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    Handle: RePEc:tou:journl:v:40:y:2014:p:113-138
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