Testing for contagion in ASEAN exchange rates.

Michael McAleer Jason Chee Wei Nam

Published in: Math. Comput. Simul. (2005)

Keyphrases

exchange rate
foreign exchange
currency exchange
financial markets
short run
test cases
stock price
risk aversion
neural network
machine learning
long run
social influence
financial crisis
information diffusion
software testing
diffusion process
text categorization
image representation
dynamic programming
data mining