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Report
Foreign direct investment and indebted developing countries
Hickok, Susan; Arguelles, R. (1986)
Research Paper , Paper 8609

Newsletter
Asia and the Midwest real economy
Hervey, Jack L. (1998-03)
Chicago Fed Letter , Issue Mar

Journal Article
Dealing with currency speculation in the Asian Pacific Basin
Moreno, Ramon (1997)
FRBSF Economic Letter

Working Paper
Borrowing constraints and asset market dynamics: evidence from the Pacific Basin
Kasa, Kenneth (1998)
This paper estimates a linearized, stochastic version of Kiyotaki and Moore's (1997) credit cycle model, using land price data from Hong Kong, Japan, and Korea. It is shown that the welfare costs of borrowing constraints are positively related to the persistence of (de-trended) land price fluctuations. When the residual demand curve for land is inelastic and the steady state share of land held by the constrained sector is less than 30 percent, welfare costs are less than 1 percent of GDP in all countries. However, the costs of borrowing constraints rise quickly as the constrained sector ...
Pacific Basin Working Paper Series , Paper 98-04

Journal Article
Will the Tenth District catch the Asian flu?
Lamb, Russell L.; Gazel, Ricardo C. (1998-04)
While the impacts of the Asian financial turmoil on the United States have been widely discussed and studied, few analysts have looked at the likely impact on the Tenth District Economy. Gazel and Lamb examine the negative impacts of the Asian financial turmoil on the Tenth District and find that while the overall impact on the district economy is likely to be moderate, some segments of the economy could be hurt significantly. Two important sectors of the Tenth District economy likely to be affected by the Asian economic crisis are manufacturing and agriculture.> District manufacturing ...
Economic Review , Volume 83 , Issue Q II , Pages 9-26

Journal Article
Borrowing constraints and asset market dynamics: evidence from the Pacific Basin
Kasa, Kenneth (1998)
This paper estimates a linearized, stochastic version of Kiyotaki and Moore's (1997) credit cycle model, using land price data from Hong Kong, Japan, and Korea. It is shown that the welfare costs of borrowing constraints are positively related to the persistence of (detrended) land price fluctuations. When the residual demand curve for land is inelastic and the steady state share of land held by the constrained sector is less than 30 percent, welfare costs are less than 1 percent GDP in all countries. However, the strained sector becomes more important and as the elasticity of ...
Economic Review

Working Paper
Is there private information in the FX market? the Tokyo experiment
Melvin, Michael; Lyons, Richard K.; Ito, Takatoshi (1997)
It is a common view that private information in the foreign exchange market does not exist. We provide evidence against this view. The evidence comes from the introduction of trading in Tokyo over the lunch-hour. Lunch return variance doubles with the introduction of trading, which cannot be due to public information since the flow of public information did not change with the trading rules. Having eliminated public information as the cause, we exploit recent results in microstructure to discriminate between the two alternatives: private information and pricing errors. Three key results ...
Pacific Basin Working Paper Series , Paper 97-04

Journal Article
Capital flows and exchange rates in the Pacific Basin
Glick, Reuven (1998)
FRBSF Economic Letter

Working Paper
Factor analysis of a model of stock market returns using simulation-based estimation techniques
Dungey, Mardi; Zhumabekova, Diana (2001)
A dynamic latent factor model of stock market returns is estimated using simulation-based techniques. Stock market volatility is decomposed into common and idiosyncratic components, and volatility decompositions are compared between stable and turmoil periods to test for possible shift-contagion in equity markets during Asian financial crisis. Five core Asian emerging stock markets are analyzedThailand, Indonesia, Korea, Malaysia and the Philippines. Results identify the existence of shift-contagion during the crisis and indicate that the Thai market was a trigger for contagious shock ...
Pacific Basin Working Paper Series , Paper 2001-08

Journal Article
State exports and the Asian crisis
Pollard, Patricia S.; Coughlin, Cletus C. (2000-01)
The Asian crisis caused a decline in most states' exports of manufactured goods to East Asia during 1998, but the severity of the decline varied across states. In this article, Cletus C. Coughlin and Patricia S. Pollard estimate the size of this export shock for all states. Primarily because western states tend to be more dependent on East Asian markets for export sales, they were hit the hardest by the sharp reduction in Asian demand for U.S.-produced manufactured goods. Of the states in which the decline in exports to East Asia lowered the growth of manufacturing output by more than one ...
Review , Volume 82 , Issue Jan , Pages 3-14

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