An Examination of the Asian Crisis: Regime Shifts in Currency and Equity Markets

Jarl G. Kallberg, Crocker Herbert Liu, Paolo Pasquariello

2005-01-01articleThe Journal of Business45 citationsclosed

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Global Financial Crisis and Policies Financial Markets and Investment Strategies Financial Risk and Volatility Modeling

Abstract

Jarl G. Kallberg, Crocker H. Liu, Paolo Pasquariello, An Examination of the Asian Crisis: Regime Shifts in Currency and Equity Markets, The Journal of Business, Vol. 78, No. 1 (January 2005), pp. 169-211

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