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Speculative Attacks in the Asian Crisis

Speculative Attacks in the Asian Crisis »

Source: Speculative Attacks in the Asian Crisis

Volume/Issue: 2001/189

Series: IMF Working Papers

Author(s): Zhiwei Zhang

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2001

ISBN: 9781451859614

Keywords: ACH, currency crisis, duration analysis, contagion, speculative attacks, asian crisis, currency crises, equation, Econometric Modeling,

This paper takes the Asian crisis as an example to show that the Autoregressive Conditional Hazard (ACH) model is a powerful tool for studying the time series features of speculative attacks. The ACH model proposes...

Financial Market Contagion in the Asian Crisis1

Financial Market Contagion in the Asian Crisis1 »

Source: Financial Market Contagion in the Asian Crisis

Volume/Issue: 1998/155

Series: IMF Working Papers

Author(s): Taimur Baig , and Ilan Goldfajn

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 1998

ISBN: 9781451857283

Keywords: Contagion, Asian Crises, Financial Markets, news, correlations, correlation, dummy variables, significance level

This paper tests for evidence of contagion between the financial markets of Thailand, Malaysia, Indonesia, Korea, and the Philippines. Cross-country correlations among currencies and sovereign spreads are found to...

Speculative Attacks in the Asian Crisis

Speculative Attacks in the Asian Crisis »

Volume/Issue: 2001/189

Series: IMF Working Papers

Author(s): Zhiwei Zhang

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2001

DOI: http://dx.doi.org/10.5089/9781451859614.001

ISBN: 9781451859614

Keywords: ACH, currency crisis, duration analysis, contagion, speculative attacks, asian crisis, currency crises, equation, Econometric Modeling,

This paper takes the Asian crisis as an example to show that the Autoregressive Conditional Hazard (ACH) model is a powerful tool for studying the time series features of speculative attacks. The ACH model proposes...

Leading Indicators of Banking Crises
			: Was Asia Different?

Leading Indicators of Banking Crises : Was Asia Different? »

Volume/Issue: 1998/91

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 1998

DOI: http://dx.doi.org/10.5089/9781451951745.001

ISBN: 9781451951745

Keywords: Banking crises, leading indicators, East Asia, banking, banking system, banking sector, banking system distress

This paper examines episodes of the banking system distress and crisis in a large sample of countries. The empirical results identify several macroeconomic and financial variables as useful leading indicators. The...

Financial Market Contagion in the Asian Crisis

Financial Market Contagion in the Asian Crisis »

Volume/Issue: 1998/155

Series: IMF Working Papers

Author(s): Taimur Baig , and Ilan Goldfajn

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 1998

DOI: http://dx.doi.org/10.5089/9781451857283.001

ISBN: 9781451857283

Keywords: Contagion, Asian Crises, Financial Markets, news, correlations, correlation, dummy variables, significance level

This paper tests for evidence of contagion between the financial markets of Thailand, Malaysia, Indonesia, Korea, and the Philippines. Cross-country correlations among currencies and sovereign spreads are found to...