2026-09-19T17:01:24Zhttps://dspace.mit.edu/server/oai/requestoai:dspace.mit.edu:1721.1/593012022-01-13T07:54:52Zcom_1721.1_7582com_1721.1_7581col_1721.1_131023
Roberto Rigobon.
Koh, Kyung Hee, S.M. Massachusetts Institute of Technology
Sloan School of Management.
Sloan School of Management
2010-10-13T20:16:58Z
2010-10-13T20:16:58Z
2010
2010
http://hdl.handle.net/1721.1/59301
659520074
Thesis (S.M.)--Massachusetts Institute of Technology, Sloan School of Management, 2010.
Cataloged from PDF version of thesis.
Includes bibliographical references.
Do financial crises tend to arise together? Recent financial crisis that has originated from credit crisis in US in 2008 spread throughout countries ranging from Asia, to Europe, to Africa. Generally a shock to one country's asset market that causes changes in asset prices in another country's financial market is called financial contagion. While financial turbulence from Lehman bankruptcy spread crisis over a large number of countries, can we say that there is financial contagion? Were countries in different regions of the globe affected in the same way? This thesis will analyze credit crisis by looking into the extent to which it affected 34 countries in six different regions of the world. Foreign exchange markets are often in conjunction with a banking system crisis. In recent credit crunch a banking problem led exchange rate movement. The thesis is particularly focusing on recent volatility of exchange rates in the world.
by Kyung Hee Koh.
S.M.
23 p.
eng
Massachusetts Institute of Technology
M.I.T. theses are protected by
copyright. They may be viewed from this source for any purpose, but
reproduction or distribution in any format is prohibited without written
permission. See provided URL for inquiries about permission.
http://dspace.mit.edu/handle/1721.1/7582
Sloan School of Management.
Currencies' exchange rate trend-before and after financial crisis
Currencies' exchange rate trend
Thesis
application/pdf
Publication
unknown
unknown
<Publication xmlns="https://www.openaire.eu/cerif-profile/1.1/" id="ce1fadb0-40ab-4a75-907d-84c5b7c3d27b">
<Type xmlns="https://www.openaire.eu/cerif-profile/vocab/COAR_Publication_Types">http://purl.org/coar/resource_type/c_1843</Type>
<Language>eng</Language>
<Title>Currencies' exchange rate trend-before and after financial crisis</Title>
<Subtitle>Currencies' exchange rate trend</Subtitle>
<PublishedIn>
<Publication>
</Publication>
</PublishedIn>
<PublicationDate>2010</PublicationDate>
<Authors>
<Author>
<DisplayName>Koh, Kyung Hee, S.M. Massachusetts Institute of Technology</DisplayName>
<Affiliation>
<OrgUnit>
</OrgUnit>
</Affiliation>
</Author>
</Authors>
<Editors>
</Editors>
<Publishers>
<Publisher>
<DisplayName>Massachusetts Institute of Technology</DisplayName>
<OrgUnit />
</Publisher>
</Publishers>
<License>http://dspace.mit.edu/handle/1721.1/7582</License>
<Keyword>Sloan School of Management.</Keyword>
<Abstract>Do financial crises tend to arise together? Recent financial crisis that has originated from credit crisis in US in 2008 spread throughout countries ranging from Asia, to Europe, to Africa. Generally a shock to one country's asset market that causes changes in asset prices in another country's financial market is called financial contagion. While financial turbulence from Lehman bankruptcy spread crisis over a large number of countries, can we say that there is financial contagion? Were countries in different regions of the globe affected in the same way? This thesis will analyze credit crisis by looking into the extent to which it affected 34 countries in six different regions of the world. Foreign exchange markets are often in conjunction with a banking system crisis. In recent credit crunch a banking problem led exchange rate movement. The thesis is particularly focusing on recent volatility of exchange rates in the world.</Abstract>
<Access xmlns="http://purl.org/coar/access_right"
>
</Access>
</Publication>