Add to ORKGIn this paper we compared the performance of country specific and regional indicators of reserve adequacy in predicting, out of sample, the balance of payment crisis affecting the South East Asian region during the 1997-98 period. A Dynamic Factor method was used to retrieve reserve adequacy indicators. The empirical findings suggest clear evidence of financial contagion.Financial contagion, Dynamic factor model
Using daily data during the period of Asian Currency Crises, this paper examines high-frequency cont...
In a case study of six East Asian economies, we use dynamic factor analysis to estimate a regional c...
In a case study of six East Asian economies, we use dynamic factor analysis to estimate a regional c...
In this paper we compare the performance of a regional indicator of vulnerability in predicting, out...
This paper examines the empirical literature on financial market contagion in Asia during the 1997–...
This paper analyzes how the crisis in Asia spread during the second half of 1997. We cast our net wi...
In this paper we use principal components analysis to obtain vulnerability indicators able to predic...
In this paper we use a Dynamic Factor model to retrieve vulnerability indicators able to predict fin...
This paper tests for evidence of contagion between the financial markets of Thailand, Malaysia, Indo...
In this paper we use principal components analysis to obtain vulnerability indicators able to predic...
In this paper we are testing for contagion caused by the Thai baht collapse of July 1997. In line wi...
In this paper we examine whether during the 1997 East Asian crisis there was any contagion from the ...
Journal of International Money and Finance, 26(7): pp. 1206-1228.We apply a dynamic conditional corr...
International audienceIn this paper we are testing for contagion caused by the Thai baht collapse of...
This paper is concerned with the fact that the incidence of speculative attacks tends to be temporal...
Using daily data during the period of Asian Currency Crises, this paper examines high-frequency cont...
In a case study of six East Asian economies, we use dynamic factor analysis to estimate a regional c...
In a case study of six East Asian economies, we use dynamic factor analysis to estimate a regional c...
In this paper we compare the performance of a regional indicator of vulnerability in predicting, out...
This paper examines the empirical literature on financial market contagion in Asia during the 1997–...
This paper analyzes how the crisis in Asia spread during the second half of 1997. We cast our net wi...
In this paper we use principal components analysis to obtain vulnerability indicators able to predic...
In this paper we use a Dynamic Factor model to retrieve vulnerability indicators able to predict fin...
This paper tests for evidence of contagion between the financial markets of Thailand, Malaysia, Indo...
In this paper we use principal components analysis to obtain vulnerability indicators able to predic...
In this paper we are testing for contagion caused by the Thai baht collapse of July 1997. In line wi...
In this paper we examine whether during the 1997 East Asian crisis there was any contagion from the ...
Journal of International Money and Finance, 26(7): pp. 1206-1228.We apply a dynamic conditional corr...
International audienceIn this paper we are testing for contagion caused by the Thai baht collapse of...
This paper is concerned with the fact that the incidence of speculative attacks tends to be temporal...
Using daily data during the period of Asian Currency Crises, this paper examines high-frequency cont...
In a case study of six East Asian economies, we use dynamic factor analysis to estimate a regional c...
In a case study of six East Asian economies, we use dynamic factor analysis to estimate a regional c...