A re-examination of the calendar anomalies during the Asian financial crisis: Some empirical evidence from the closure test principle and the EGARCH-mean model
The Asian financial crisis was a remarkable financial crisis that hit many East Asia economies and prompted large financial bailouts. The financial crisis started in Thailand in July 1997 with slumping currency, devalued stock market and other asset prices. Indonesia, South Korea, Hong Kong, Malaysi...
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| Main Authors: | , |
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| Format: | Book Chapter |
| Language: | English |
| Published: |
2016
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| Subjects: | |
| Online Access: | https://eprints.ums.edu.my/id/eprint/20061/1/A%20re%20examination%20of%20the%20calendar%20anomalies%20during%20the%20Asian%20financial%20crisis.pdf https://eprints.ums.edu.my/id/eprint/20061/ https://doi.org/10.4324/9781315638195 |
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