Financial market contagion in Asian crisis / Zaizura Mohd Shah

• 格式: Student Project
• 語言: English
• 出版: Faculty of Business and Management 2007
• 在線閱讀: http://ir.uitm.edu.my/id/eprint/16824/1/PPb_ZAIZURA%20MOHD%20SHAH%20BM%2007_5.pdf; http://ir.uitm.edu.my/id/eprint/16824/

This study tests for evidence of contagion between the financial markets of Malaysia, Singapore and Japan during crisis. For that purpose, this paper focus on three variables which are interest rate, exchange rate and stock price correlation to capture the impact of cross border contagion. The objec...