Testing contagion effects of the 2007 global financial crisis on exchange rates and stock market of selected Southeast Asian countries

• Main Authors: Bautista, Aurabella V., Chuacokiong, Larraine S., Cuison, Bernalyn F., Rafael, Regina Eunice L.
• Format: text
• Language: English
• Published: Animo Repository 2010
• Subjects: Stock exchanges > Southeast Asia; Finance and Financial Management
• Online Access: https://animorepository.dlsu.edu.ph/etd_bachelors/18509
• Institution: De La Salle University

Contagion refers to the transmission of economic shocks or disturbances of a country to other related countries evidenced by increase in the co-movements of their economic indicators. This paper performs statistical tests for pre-selected dates to verify as to when a structural break has really occu...