PATTERNS OF EXCHANGE RATES AND CURRENT ACCOUNTS: THE EAST ASIAN WALTZ

Andrew Sheng (), Kian Teng Kwek and Cho Wai Cho ()
Additional contact information
Andrew Sheng: Faculty of Economics & Administration, University of Malaya, Kuala Lumpur, Malaysia;
Cho Wai Cho: Taylor's University, Selangor, Malaysia

The Singapore Economic Review (SER), 2012, vol. 57, issue 02, 1-34

Abstract: The Global Financial Crisis of 2008 and the Asian Financial Crisis of 1997–1998 have a common trait, that is any shock to the financial system or market system can cause the system or market to flip from one state to another state.

Keywords: Network effect; feedback mechanism; collective behavior; C45; E61; F36 (search for similar items in EconPapers)
Date: 2012
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.worldscientific.com/doi/abs/10.1142/S0217590812500099
Access to full text is restricted to subscribers

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:wsi:serxxx:v:57:y:2012:i:02:n:s0217590812500099

Ordering information: This journal article can be ordered from

DOI: 10.1142/S0217590812500099

Access Statistics for this article

The Singapore Economic Review (SER) is currently edited by Euston Quah

More articles in The Singapore Economic Review (SER) from World Scientific Publishing Co. Pte. Ltd.
Bibliographic data for series maintained by Tai Tone Lim ().