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Japanese Yen and East-Asian Currencies : Before and After the Asian Financial Crisis
https://iuj.repo.nii.ac.jp/records/350
https://iuj.repo.nii.ac.jp/records/350f94d2b2e-866b-4419-b560-e0dd44e317f3
| 名前 / ファイル | ライセンス | アクション |
|---|---|---|
EMS_2001_03 (232.1 kB)
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| Item type | 紀要論文 / Departmental Bulletin Paper(1) | |||||
|---|---|---|---|---|---|---|
| 公開日 | 2001-06-01 | |||||
| タイトル | ||||||
| タイトル | Japanese Yen and East-Asian Currencies : Before and After the Asian Financial Crisis | |||||
| タイトル | ||||||
| タイトル | Japanese Yen and East-Asian Currencies : Before and After the Asian Financial Crisis | |||||
| 言語 | en | |||||
| 言語 | ||||||
| 言語 | eng | |||||
| 資源タイプ | ||||||
| 資源タイプ識別子 | http://purl.org/coar/resource_type/c_6501 | |||||
| 資源タイプ | departmental bulletin paper | |||||
| 著者 |
Baak, SaangJoon
× Baak, SaangJoon× Baak, SaangJoon |
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| 抄録 | ||||||
| 内容記述タイプ | Abstract | |||||
| 内容記述 | The purpose of this paper is to investigate whether the impact of the Japanese yen on the values of East Asian currencies has increased since the 1997 East Asian financial crisis. In particular, this paper focuses on four crisis-affected countries: Indonesia, the Republic of Korea, the Philippines and Thailand. To this end, this paper estimates the weights of the Japanese yen in the determination of the values of the East Asian currencies using daily exchange rate data sets covering the pre-crisis period from January 1990 to June 1997 and the post-crisis period from January 1999 to December 2000. Empirical test results indicate that the impact of the Japanese yen on East Asian currencies has increased since the 1997 financial crisis. The null hypothesis that the weight of the Japanese yen remains the same is rejected for all the four countries examined supporting the alternative that it has increased since the financial crisis. | |||||
| 書誌情報 |
en : Economics & Management Series 発行日 2001-06-01 |
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