Series: IMF Working Papers
Author(s): Selim Elekdag , Phurichai Rungcharoenkitkul , and Yiqun Wu
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 01 November 2012
Keywords: financial linkages, beta, global financial crisis, macroeconomic policies, financial markets, equity market, financial crisis, General,
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...