23 pages matching U.S. stock market in this book
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1994 Mexican peso 1997 East Asian adjust the correlation adjusting the frequency aggregate shocks Argentina central results changing market volatility contagion occurred correlations between Hong cross-market correlations increase cross-market linkages currency returns define the period East Asian crises economic fundamentals equation estimating local currency evidence of contagion frequency of returns full period highly correlated Hong Kong crash Hong Kong market impact Indonesia interdependence interest rate controls international propagation investor Korea Kristin Forbes Malaysia market liquidity market turmoil measuring stock market Mexican peso collapse Mexican Peso Crisis modifying period definitions NBER Netherlands period of relative period of turmoil periods of market Philippines propagation mechanisms robustness tests sample sensitivity test source of contagion stability period stock market co-movements stock market contagion stock market crash stock market returns tests are based tests based tests for contagion Thailand turmoil period U.S. dollars U.S. stock market unadjusted correlation coefficients variance-covariance matrix vary the interest