Dynamic capital mobility, capital-market risk, and contagion: evidence from seven Asian countries

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dc.contributor.authorMin, Hong Ghiko
dc.contributor.authorMcDonald, Judith A.ko
dc.contributor.authorChoung, JaeYongko
dc.date.accessioned2009-12-03T02:46:02Z-
dc.date.available2009-12-03T02:46:02Z-
dc.date.created2012-02-06-
dc.date.created2012-02-06-
dc.date.issued2003-04-
dc.identifier.citationJAPAN AND THE WORLD ECONOMY, v.15, pp.161 - 183-
dc.identifier.issn0922-1425-
dc.identifier.urihttp://hdl.handle.net/10203/14047-
dc.description.abstractThis paper analyzes three important issues related to the Asian financial crisis. First, was capital mobility increasing in this area during the 1990s? Second, was there a sudden increase of capital-market risk in those countries? Finally, is there any evidence of contagion in the Asian capital market? Using monthly time-series data, we find that capital mobility had been rapidly increasing before the crisis; there was a sudden increase in capital-market risk; and there is evidence of contagion in the Asian capital market from Thailand to other Asian countries. (C) 2002 Elsevier Science B.V. All rights reserved.-
dc.languageEnglish-
dc.language.isoen_USen
dc.publisherELSEVIER SCIENCE BV-
dc.titleDynamic capital mobility, capital-market risk, and contagion: evidence from seven Asian countries-
dc.typeArticle-
dc.identifier.wosid000181884300002-
dc.identifier.scopusid2-s2.0-0037376356-
dc.type.rimsART-
dc.citation.volume15-
dc.citation.beginningpage161-
dc.citation.endingpage183-
dc.citation.publicationnameJAPAN AND THE WORLD ECONOMY-
dc.embargo.liftdate9999-12-31-
dc.embargo.terms9999-12-31-
dc.contributor.localauthorMin, Hong Ghi-
dc.contributor.localauthorChoung, JaeYong-
dc.contributor.nonIdAuthorMcDonald, Judith A.-
dc.type.journalArticleArticle-
dc.subject.keywordAuthorAsian crisis-
dc.subject.keywordAuthordynamic capital mobility-
dc.subject.keywordAuthorcontagion-
dc.subject.keywordAuthoruncovered interest parity-
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