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Currency Crisis and Contagion

Currency Crisis and Contagion »

Source: Currency Crisis and Contagion : Evidence From Exchange Rates and Sectoral Stock Indices of the Philippines and Thailand

Volume/Issue: 2000/39

Series: IMF Working Papers

Author(s): Jun Nagayasu

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2000

ISBN: 9781451845822

Keywords: Asian financial crisis, contagion, stock indices, currency crisis, currency crises, stock index

This paper analyzes empirically the recent Asian financial crisis using high frequency data of exchange rates and stock indices of the Philippines and Thailand. Utilizing standard time-series techniques, this study...

Winner-Loser Reversals in National Stock Market Indices

Winner-Loser Reversals in National Stock Market Indices »

Source: Winner-Loser Reversals in National Stock Market Indices : Can they Be Explained?

Volume/Issue: 1997/182

Series: IMF Working Papers

Author(s): Anthony Richards

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 1997

ISBN: 9781451859232

Keywords: International equity pricing, winner&;amp;#x2013;loser reversals, contrarian strategies, stock market, stock market indices, constant term, predictability, stock markets

This paper examines possible explanations for “winner–loser reversals” in the national stock market indices of 16 countries. There is no evidence that loser countries are riskier than winner co...

Currency Crisis and Contagion
			: Evidence From Exchange Rates and Sectoral Stock Indices of the Philippines and Thailand

Currency Crisis and Contagion : Evidence From Exchange Rates and Sectoral Stock Indices of the Philippines and Thailand »

Volume/Issue: 2000/39

Series: IMF Working Papers

Author(s): Jun Nagayasu

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2000

DOI: http://dx.doi.org/10.5089/9781451845822.001

ISBN: 9781451845822

Keywords: Asian financial crisis, contagion, stock indices, currency crisis, currency crises, stock index

This paper analyzes empirically the recent Asian financial crisis using high frequency data of exchange rates and stock indices of the Philippines and Thailand. Utilizing standard time-series techniques, this study...

Winner-Loser Reversals in National Stock Market Indices
			: Can they Be Explained?

Winner-Loser Reversals in National Stock Market Indices : Can they Be Explained? »

Volume/Issue: 1997/182

Series: IMF Working Papers

Author(s): Anthony Richards

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 1997

DOI: http://dx.doi.org/10.5089/9781451859232.001

ISBN: 9781451859232

Keywords: International equity pricing, winner&;amp;#x2013;loser reversals, contrarian strategies, stock market, stock market indices, constant term, predictability, stock markets

This paper examines possible explanations for “winner–loser reversals” in the national stock market indices of 16 countries. There is no evidence that loser countries are riskier than winner co...