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001 WPIEA0392000
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005 20190405160648.0
006 m o d
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008 020129s2000 dcu o i00 0 eng d
020 _a1451845820 :
_c15.00 USD
020 _z9781451845822
022 _a1018-5941
024 7 _a10.5089/9781451845822.001
_2doi
035 _a(IMF)WPIEA0392000
040 _aDcWaIMF
_beng
100 1 _aNagayasu, Jun.
245 1 0 _aCurrency Crisis and Contagion
_h[electronic resource] :
_bEvidence From Exchange Rates and Sectoral Stock Indices of the Philippines and Thailand /
_cJun Nagayasu.
260 _aWashington, D.C. :
_bInternational Monetary Fund,
_c2000.
300 _a1 online resource (26 p.)
490 1 _aIMF Working Papers; Working Paper ;
_vNo. 00/39
520 3 _aThis paper analyzes empirically the recent Asian financial crisis using high frequency data of exchange rates and stock indices of the Philippines and Thailand. Utilizing standard time-series techniques, this study confirms that there is evidence that developments in some sectoral indices-including those of banking and financial sectors-seem to have caused upward pressure on exchange rates. A correlation between some of these variables is also found to be strong across countries in the crisis period, thereby confirming the importance of the linkages between financial markets as a transmission channel of the Thai crisis to the Philippines.
588 _aDescription based on print version record.
650 7 _aAsian Financial Crisis
_2imf
650 7 _aContagion
_2imf
650 7 _aCurrency Crises
_2imf
650 7 _aCurrency Crisis
_2imf
650 7 _aStock Index
_2imf
650 7 _aStock Indices
_2imf
651 7 _aPhilippines
_2imf
651 7 _aThailand
_2imf
776 0 8 _iPrint Version:
_aNagayasu, Jun.
_tCurrency Crisis and Contagion : Evidence From Exchange Rates and Sectoral Stock Indices of the Philippines and Thailand
_dWashington, D.C. : International Monetary Fund, 2000.
_z9781451845822
830 0 _aIMF Working Papers; Working Paper ;
_vNo. 00/39
856 4 0 _uhttp://elibrary.imf.org/view/IMF001/01478-9781451845822/01478-9781451845822/01478-9781451845822.xml
_zIMF e-Library
856 4 0 _uhttp://www.imfbookstore.org/IMFORG/9781451845822
_zIMF Book Store
999 _c149964
_d149964