Assessing cointegration and spoiler effects in East and Southeast Asia using an expanded financial conditions index

Assessing cointegration and spoiler effects in East and Southeast Asia using an expanded financial conditions index

This study constructs monthly financial conditions indices (FCIs) for selected developing and large Asian economies using a common factor methodology based on Hatzius et al. [2010]. Financial indicators are selected based on identified monetary transmission channels in the literature. The newly cons...

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Dades bibliogràfiques
Autors principals: Rodulfo, Hannah Mariz R. (Autor), Tabud, Shannah Lily C. (Autor)
Altres autors: Mendoza, Adrian (adviser.)
Format: Thesis
Idioma:English
Matèries:
Financial crises > East Asia.
Financial crises > Southeast Asia.
East Asia > Economic conditions.
Southeast Asia > Economic conditions.