Cointegration and causality in the Asian and emerging foreign exchange markets: evidence from the 1990s financial crises

Hue Hwa Au Yong, Christopher Gan, Sirimon Treepongkaruna

Research output: Contribution to journal › Article › Research › peer-review

Original language	English
Pages (from-to)	479 - 515
Number of pages	37
Journal	International Review of Financial Analysis
Volume	13
DOIs	https://doi.org/10.1016/j.irfa.2004.02.024
Publication status	Published - 2004

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title = "Cointegration and causality in the Asian and emerging foreign exchange markets: evidence from the 1990s financial crises",

author = "{Au Yong}, {Hue Hwa} and Christopher Gan and Sirimon Treepongkaruna",

year = "2004",

doi = "10.1016/j.irfa.2004.02.024",

language = "English",

volume = "13",

pages = "479 -- 515",

journal = "International Review of Financial Analysis",

issn = "1057-5219",

publisher = "Elsevier",

}

TY - JOUR

T1 - Cointegration and causality in the Asian and emerging foreign exchange markets: evidence from the 1990s financial crises

AU - Au Yong, Hue Hwa

AU - Gan, Christopher

AU - Treepongkaruna, Sirimon

PY - 2004

Y1 - 2004

U2 - 10.1016/j.irfa.2004.02.024

DO - 10.1016/j.irfa.2004.02.024

M3 - Article

VL - 13

SP - 479

EP - 515

JO - International Review of Financial Analysis

JF - International Review of Financial Analysis

SN - 1057-5219

ER -