Currency crisis contagion, capital flows, and sovereign ratings : empirical studies of emerging markets
Followed by the introduction, we begin the thesis by focusing on providing a quantitative indicator of the currency crisis contagion during the 1997-98 East Asian crisis. The severity of contagion is measured using a state-space model and a technical apparatus known as the Kalman filter. The results...
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University of Warwick
2001
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.524642 |