Granger Causality Among Pre-Crisis East Asian Exchange Rates
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References listed on IDEAS
- Cheung, Yin-Wong & Ng, Lilian K., 1996. "A causality-in-variance test and its application to financial market prices," Journal of Econometrics, Elsevier, vol. 72(1-2), pages 33-48.
- Granger, C W J, 1969. "Investigating Causal Relations by Econometric Models and Cross-Spectral Methods," Econometrica, Econometric Society, vol. 37(3), pages 424-438, July.
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KeywordsCausality; exchange rate; East Asia; contagion; crisis;
- F31 - International Economics - - International Finance - - - Foreign Exchange
- O53 - Economic Development, Innovation, Technological Change, and Growth - - Economywide Country Studies - - - Asia including Middle East
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