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سفارش طراحی انواع اکسپرت و اندیکاتور
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Ito And Hashimoto-High-Frequency Contagion Of Currency Crises In Asia

Ito And Hashimoto-High-Frequency Contagion Of Currency Crises In Asia
Ito And Hashimoto-High-Frequency Contagion Of Currency Crises In Asia

Currency Crises Using daily data for the period of Asian \Currency Crises, this paper examines high – frequency contagious effects among Asian six countries. In this paper, w e distinguishes “origin” (o f exchange rate depreciation, o r decline in stock prices) and “affected” (currencies, o r stock prices) in a sense that the origin […]

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Currency Crises

Using daily data for the period of Asian \Currency Crises,

this paper examines high - frequency contagious effects

among Asian six countries. In this paper, w e distinguishes “origin” (o f exchange rate

depreciation, o r decline in stock prices) and “affected”

(currencies, o r stock prices) in a sense that the origin is

defined as a currency (stock price) whose rate of depreciation over past five days is

largest a n d also exceed s two percent. W e find evidence of high - frequency causality:

currency crisis appear to pass contagiously from “origin” to “affecte d”.

Currency Crises

  

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  • عنوان مقاله : ...Ito And Hashimoto-High-Frequency Contagion
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