| 000 | 02414nam a22004094a 4500 | ||
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| 001 | WPIEA0602000 | ||
| 003 | IMF | ||
| 005 | 20190405160706.0 | ||
| 006 | m o d | ||
| 007 | cr cn||||||||| | ||
| 008 | 020129s2000 dcu o i00 0 eng d | ||
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_a1451848048 : _c15.00 USD |
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| 020 | _z9781451848045 | ||
| 022 | _a1018-5941 | ||
| 024 | 7 |
_a10.5089/9781451848045.001 _2doi |
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| 035 | _a(IMF)WPIEA0602000 | ||
| 040 |
_aDcWaIMF _beng |
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| 100 | 1 | _aSaxena, Sweta Chaman. | |
| 245 | 1 | 0 |
_aContagion, Monsoons, and Domestic Turmoil in Indonesia _h[electronic resource] : _bA Case Study in the Asian Currency Crisis / _cSweta Chaman Saxena. |
| 260 |
_aWashington, D.C. : _bInternational Monetary Fund, _c2000. |
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| 300 | _a1 online resource (26 p.) | ||
| 490 | 1 |
_aIMF Working Papers; Working Paper ; _vNo. 00/60 |
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| 520 | 3 | _aThis paper investigates whether Indonesia's recent currency crisis was due to domestic fundamentals, common external shocks ("monsoons"), or contagion from neighboring countries. Markov-switching models attribute speculative pressure on Indonesia's currency to domestic political and financial factors and contagion from speculative pressures in Thailand and Korea. In particular, the results from a time-varying transition probability Markov-switching model (which overcomes some drawbacks of previous methods) show that inclusion of exchange rate pressures from Thailand and Korea in the transition probabilities improves the conditional probabilities of crisis in Indonesia. There is also evidence of contagion in the stock market. | |
| 588 | _aDescription based on print version record. | ||
| 650 | 7 |
_aAsian Crisis _2imf |
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| 650 | 7 |
_aContagion _2imf |
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| 650 | 7 |
_aCurrency Crisis _2imf |
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| 650 | 7 |
_aEquation _2imf |
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| 650 | 7 |
_aMarkov-Switching Models _2imf |
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| 650 | 7 |
_aProbabilities _2imf |
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| 651 | 7 |
_aIndonesia _2imf |
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| 700 | 1 | _aCerra, Valerie. | |
| 700 | 1 | _aSaxena, Sweta Chaman. | |
| 776 | 0 | 8 |
_iPrint Version: _aSaxena, Sweta Chaman. _tContagion, Monsoons, and Domestic Turmoil in Indonesia : A Case Study in the Asian Currency Crisis _dWashington, D.C. : International Monetary Fund, 2000. _z9781451848045 |
| 830 | 0 |
_aIMF Working Papers; Working Paper ; _vNo. 00/60 |
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| 856 | 4 | 0 |
_uhttp://elibrary.imf.org/view/IMF001/01354-9781451848045/01354-9781451848045/01354-9781451848045.xml _zIMF e-Library |
| 856 | 4 | 0 |
_uhttp://www.imfbookstore.org/IMFORG/9781451848045 _zIMF Book Store |
| 999 |
_c149986 _d149986 |
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