References
References
- Fang , W . 2002 . The effects of currency depreciation on stock returns: evidence from five East Asian economies . Applied Economics Letters , 9 : 195 – 9 .
- Hu , F , Shady , K and Ahmad , S . 2000 . International transmission of stock market movements: evidence from the Asian financial crisis, RISEC . International Review of Economics and Business , 47 : 603 – 18 .
- Nagayasu , J . 2001 . Currency crisis and contagion: evidence from exchange rates and sectoral stock indices of the Philippines and Thailand . Journal of Asian Economics , 12 : 529 – 46 .
- Sheng , H and Tu , AH . 2000 . A study of cointegration and variance decomposition among national equity indices before and during the period of the Asian financial crisis . Journal of Multinational Financial Management , 10 : 345 – 65 .