Dynamic Effects of Currency Depreciation on Stock Market Returns during the Asian Financial Crisis
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More about this item
KeywordsAsian financial crisis; stock market returns; currency depreciation; bivariate GARCH-M;
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2002-11-28 (All new papers)
- NEP-CFN-2002-11-28 (Corporate Finance)
- NEP-FIN-2002-11-28 (Finance)
- NEP-FMK-2002-11-28 (Financial Markets)
- NEP-IFN-2002-11-28 (International Finance)
- NEP-RMG-2002-11-28 (Risk Management)
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