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dc.contributor.authorHatemi J, A
dc.contributor.authorRoca, E
dc.contributor.editorMark Taylor and Lucio Sarno
dc.date.accessioned2017-05-03T11:42:18Z
dc.date.available2017-05-03T11:42:18Z
dc.date.issued2005
dc.identifier.issn0960-3107
dc.identifier.doi10.1080/09603100500056635
dc.identifier.urihttp://hdl.handle.net/10072/4529
dc.description.abstractUsing bootstrap causality tests with leveraged adjustments, the link between exchange rates and stock prices in Malaysia, Indonesia, Philippines and Thailand is investigated for the periods immediately before and during the 1997 Asian crisis. The two variables are found to be significantly linked in nonc-crisis period but at all during the crisis period. The implications of this result in terms of hedging, market efficiency, market integration and policy intervention are explained in the paper.
dc.description.peerreviewedYes
dc.description.publicationstatusYes
dc.format.extent135435 bytes
dc.format.mimetypeapplication/pdf
dc.languageEnglish
dc.language.isoen_US
dc.publisherRoutledge
dc.publisher.placeUnited Kingdom
dc.relation.ispartofstudentpublicationN
dc.relation.ispartofpagefrom539
dc.relation.ispartofpageto546
dc.relation.ispartofissue8
dc.relation.ispartofjournalApplied Financial Economics
dc.relation.ispartofvolume15
dc.rights.retentionY
dc.subject.fieldofresearchApplied Economics
dc.subject.fieldofresearchBanking, Finance and Investment
dc.subject.fieldofresearchcode1402
dc.subject.fieldofresearchcode1502
dc.titleExchange Rates and Stock Prices Interaction During Good and Bad Times: Evidence from the ASEAN4 Countries
dc.typeJournal article
dc.type.descriptionC1 - Articles
dc.type.codeC - Journal Articles
gro.facultyGriffith Business School, Department of Accounting, Finance and Economics
gro.rights.copyright© 2005 Taylor & Francis. This is an electronic version of an article published in Applied Financial Economics, Volume 15, Issue 8, 2005, Pages 539-546. Applied Financial Economics is available online at: http://www.tandfonline.com with the open URL of your article.
gro.date.issued2015-02-11T04:02:03Z
gro.hasfulltextFull Text
gro.griffith.authorRoca, Eduardo D.
gro.griffith.authorHatemi-Jarabad, Abdulnasser


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