Testing for contagion in ASEAN exchange rates
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Publication:2486199
DOI10.1016/j.matcom.2005.02.008zbMath1114.91354MaRDI QIDQ2486199
Michael McAleer, Jason Chee Wei Nam
Publication date: 5 August 2005
Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.matcom.2005.02.008
Optimum currency area; Asymmetric and correlated shocks; Correlated shocks; Monetary unification; Parameter stability; Ranking of contagion magnitudes
91B84: Economic time series analysis
91B64: Macroeconomic theory (monetary models, models of taxation)
Cites Work