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Le comportement des places financieres asiatiques avant et apres la "Crise": cointegration, contagion et globalisation des marches

Author

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  • Ory, J.-N.

Abstract

La litterature economique a longuement rendu compte des facteurs qui ont abouti au declenchment de ce que l'on a nomme "la crise sud-est asiatique"; crise financiere tout d'abord, touchant les marches de change comme les marches boursiers, puis crise affectant la sphere reelle de l'economie. Peu d'etudes ont rendu compete du comportement des marches de la zone "pre-crise": evoluaient-ils deja "de concert"? Les reactions de l'ensemble des marches "en periode de hausse" etaient-elles semblables a celles notees "en periode de baisse"? Mener une analyse en terme de cointegration peut nous permettre d'apprehender cette question.

Suggested Citation

  • Ory, J.-N., 1999. "Le comportement des places financieres asiatiques avant et apres la "Crise": cointegration, contagion et globalisation des marches," Papers 1999-3, Groupe de recherche en économie financière et en gestion des entreprises, Universite Nancy 2.
    • Handle: RePEc:fth:grefge:1999-3
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    More about this item

    Keywords

    CRISE MONETAIRE ; ASIE ; MARCHE FINANCIER;
    All these keywords.

    JEL classification:

    • F30 - International Economics - - International Finance - - - General
    • G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
    • F21 - International Economics - - International Factor Movements and International Business - - - International Investment; Long-Term Capital Movements
    • O53 - Economic Development, Innovation, Technological Change, and Growth - - Economywide Country Studies - - - Asia including Middle East

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