Global volatility and forex returns in East Asia /

During 2001-07, increases in mature market volatility were associated with declines in forex returns for East Asian countries, consistent with an overall "flight to safety" effect. Estimates from GARCH models suggest that a 5 percentage point increase in mature market equity volatility gen...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Kalra, Sanjay (Autor)
Autor Corporativo: International Monetary Fund. Asia and Pacific Department
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Washington, D.C. : International Monetary Fund, ©2008.
©2008
Colección:IMF working paper ; WP/08/208.
Temas:
Foreign exchange rates > East Asia.
Financial crises > East Asia.
Taux de change > Extrême-Orient.
Crises financières > Extrême-Orient.
Financial crises
Foreign exchange rates
Devisenmarkt.
Devisenhandel.
Volatilität.
ARCH-Modell.
Ostasien.
East Asia
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