The evolution of Asian financial linkages : key determinants and the role of policy /

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"This paper examines how Asian financial linkages with systemic economies have changed over time. After developing a factor model, it estimates Asian financial sensitivities to systemic economies, and then seeks to uncover their key determinants, which include trade and financial linkages, as w...

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Bibliographic Details
Call Number:Libro Electrónico
Main Authors: Elekdag, Selim (Author), Rungcharoenkitkul, Phurichai, 1977- (Author), Wu, Yiqun (Author)
Format: Electronic eBook
Language:Inglés
Published: Washington, D.C. : International Monetary Fund, Asia and Pacific Dept., 2012.
Series:IMF working paper ; WP/12/262.
Subjects:
Capital market > Asia > Econometric models.
Business cycles > Asia > Econometric models.
Capital assets pricing model.
Marché financier > Asie > Modèles économétriques.
Cycles économiques > Asie > Modèles économétriques.
Modèle d'évaluation des actifs financiers.
BUSINESS & ECONOMICS > Investments & Securities > General.
Business cycles > Econometric models
Capital assets pricing model
Capital market > Econometric models
Asia
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