Currency crisis and stock prices in East Asian countries [electronic resource] : an application of c...
Currency crisis and stock prices in East Asian countries [electronic resource] : an application of cointegration and granger causality / by Mamta B. Chowdhury.
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Full title
Author / Creator
Publisher
Penrith, N.S.W. : University of Western Sydney, 2004.
Date
2004.
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MMS ID
Language
English
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Publication information
Publisher
Penrith, N.S.W. : University of Western Sydney, 2004.
Series
Place of Publication
New South Wales
Date Published
2004.
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More information
Scope and Contents
Summary
"This paper analyses the relationship between exchange rates and stock prices for four East Asian countries namely, Indonesia, Malaysia, Philippines, and Thailand, and thereby analyses the recent financial crisis in East Asian countries and its influence on stock price indices. Using monthly data this study also investigates the long-run relationsh...
Alternative Titles
Full title
Currency crisis and stock prices in East Asian countries [electronic resource] : an application of cointegration and granger causality / by Mamta B. Chowdhury.
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Author / Creator
Author / Artists
Notes
General note
Working paper series / University of Western Sydney, School of Economics and Finance ; no. 2004/1.
Title from title screen (viewed May 24, 2005).
Includes bibliographical references.
System details note
Mode of access: World Wide Web. Available at: http://www.uws.edu.au/about/acadorg/clb/sef/wpapers.
System requirements: Adobe Acrobat Reader required to view/print PDF files.
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Record Identifier
74VKdzPvNBzd
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/74VKdzPvNBzd
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MMS ID
991019927309702626