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An analysis of exchange rate linkage effect: an application of the multivariate correlation analysis

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  • Huang, Bwo-Nung
  • Yang, Chin-Wei

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  • Huang, Bwo-Nung & Yang, Chin-Wei, 2003. "An analysis of exchange rate linkage effect: an application of the multivariate correlation analysis," Journal of Asian Economics, Elsevier, vol. 14(2), pages 337-351, April.
    • Handle: RePEc:eee:asieco:v:14:y:2003:i:2:p:337-351
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    References listed on IDEAS

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    1. Taimur Baig & Ilan Goldfajn, 1999. "Financial Market Contagion in the Asian Crisis," IMF Staff Papers, Palgrave Macmillan, vol. 46(2), pages 1-3.
    2. Granger, Clive W.J. & Huang, Bwo-Nung & Yang, Chin W., 1998. "A Bivariate Causality between Stock Prices and Exchange Rates: Evidence from Recent Asia Flu," University of California at San Diego, Economics Working Paper Series qt9bk607p6, Department of Economics, UC San Diego.
    3. den Haan, Wouter J., 2000. "The comovement between output and prices," Journal of Monetary Economics, Elsevier, vol. 46(1), pages 3-30, August.
    4. Valerie Cerra & Sweta Chaman Saxena, 2002. "Contagion, Monsoons, and Domestic Turmoil in Indonesia’s Currency Crisis," Review of International Economics, Wiley Blackwell, vol. 10(1), pages 36-44, February.
    5. Li-Gang Liu & Marcus Noland & Sherman Robinson & Zhi Wang, 1998. "Asian Competitive Devaluations," Working Paper Series wp98-2, Peterson Institute for International Economics.
    6. Granger, Clive W. J. & Huangb, Bwo-Nung & Yang, Chin-Wei, 2000. "A bivariate causality between stock prices and exchange rates: evidence from recent Asianflu," The Quarterly Review of Economics and Finance, Elsevier, vol. 40(3), pages 337-354.
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    Cited by:

    1. Hanna Kołodziejczyk, 2020. "Identifying structural changes and associations in exchange rates with Markov switching models. The evidence from Central European currency markets," Bank i Kredyt, Narodowy Bank Polski, vol. 51(1), pages 69-90.
    2. Simona Moagăr-Poladian & Dorina Clichici & Cristian-Valeriu Stanciu, 2019. "The Comovement of Exchange Rates and Stock Markets in Central and Eastern Europe," Sustainability, MDPI, vol. 11(14), pages 1-22, July.

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