The impact of the Asian financial crisis on foreign exchange market efficiency: The case of East Asian countries

Keyphrases

• Asian Financial Crisis 100%
• Asian Countries 100%
• East Asian Countries 100%
• Market Efficiency 100%
• Foreign Exchange Market 100%
• Foreign Exchange Market Efficiency 100%
• Thailand 50%
• Exchange Rate 50%
• Bivariate 50%
• Strong Force 50%
• Threshold Effect 50%
• Asymmetric Response 50%
• Evidence-based 50%
• Within-country 50%
• Spot Rates 50%
• Cointegrating Relationships 50%
• Multivariate Cointegration 50%
• Efficient Market Hypothesis 50%
• Forward Exchange Rates 50%
• High-frequency Data 50%
• Forward Market 50%
• Equilibrium Exchange Rate 50%
• Indonesia-Malaysia Relations 50%

Economics, Econometrics and Finance

• Financial Crisis 100%
• Efficient Market Hypothesis 100%
• Foreign Exchange Market 100%
• Exchange Rate 60%
• Derivatives Market 20%