International liquidity, monetary spillovers and asset prices

In this paper, we attempt to determine if international liquidity affects asset prices in three particular markets, namely : the United States (U.S.), the Euro area and the Asean (5 countries) region. Our study attempts to test whether there are monetary spillovers from one market to another that af...

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Bibliographic Details
Published in:Philippine Management Review Vol. 18, no. Special issue (2011), 83-95
Main Author: Borja, Daniel Vincent
Format: Article
Language:English
Published: 2011
Subjects: