This paper analyzed the impact of terrorist attacks in the Philippines and in the United Sates towards US dollar-PH peso exchange rate as well as its contagion effect towards ASEAN currencies. Previous studies stated that such events indeed had an impact with the exchange rate and significant crises created a contagion effect towards international markets. The study implemented GARCH (1, 1) model to determine the impact the terrorist attacks to the USD/PHP exchange rate as well as determining the contagion effect towards the ASEAN currencies. The results showed that terrorist attacks from both countries do not have a significant effect towards the USD/PH exchange rate. However, it showed that there is indeed a contagion effect towards a few...
the need for closer monetary co-operation. Central to the OCA literature is the nature and symmetry ...
This paper examines the effect of major terror attacks of the twenty-first century on the forex mark...
This paper examines the role of global currencies in ASEAN exchange rate regimes. The investigation ...
Terrorism and terror attacks form a rising threat to the economy and financial markets, while the re...
This study attempts to examine relationships among exchange rates in the Asian region using cointegr...
Contagion refers to the transmission of economic shocks or disturbances of a country to other relate...
In this study, the impact of terrorist attacks on exchange rate is estimated. Particularly, the stud...
This paper investigates whether, during the Asian crisis, contagion occurred from Thailand to the ot...
This paper tackles Financial Vulnerability as the cause of the Philippine Currency crisis. Financial...
This study examines the determinants of currency crises in Malaysia, Thailand,Indonesia, and the Phi...
This paper investigates the nature of exchange rates and their volatility transmission. The currenci...
This study aims to analyze the effect of terrorism activity, exchange rate volatility, and political...
The occurrence of the currency crisis has increased due to the growth of globalisation and the emerg...
This paper develops an empirical framework to determine if the Asian currency crisis was contagious,...
A multifactor model of exchange rates is proposed which allows for both time-dependent common and id...
the need for closer monetary co-operation. Central to the OCA literature is the nature and symmetry ...
This paper examines the effect of major terror attacks of the twenty-first century on the forex mark...
This paper examines the role of global currencies in ASEAN exchange rate regimes. The investigation ...
Terrorism and terror attacks form a rising threat to the economy and financial markets, while the re...
This study attempts to examine relationships among exchange rates in the Asian region using cointegr...
Contagion refers to the transmission of economic shocks or disturbances of a country to other relate...
In this study, the impact of terrorist attacks on exchange rate is estimated. Particularly, the stud...
This paper investigates whether, during the Asian crisis, contagion occurred from Thailand to the ot...
This paper tackles Financial Vulnerability as the cause of the Philippine Currency crisis. Financial...
This study examines the determinants of currency crises in Malaysia, Thailand,Indonesia, and the Phi...
This paper investigates the nature of exchange rates and their volatility transmission. The currenci...
This study aims to analyze the effect of terrorism activity, exchange rate volatility, and political...
The occurrence of the currency crisis has increased due to the growth of globalisation and the emerg...
This paper develops an empirical framework to determine if the Asian currency crisis was contagious,...
A multifactor model of exchange rates is proposed which allows for both time-dependent common and id...
the need for closer monetary co-operation. Central to the OCA literature is the nature and symmetry ...
This paper examines the effect of major terror attacks of the twenty-first century on the forex mark...
This paper examines the role of global currencies in ASEAN exchange rate regimes. The investigation ...