Artigos de revistas: "Asian Financial Crisis"

1

Tobin, James. "Asian financial crisis". Japan and the World Economy 10, n.º 3 (julho de 1998): 351–53. http://dx.doi.org/10.1016/s0922-1425(98)00034-6.

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Miller, Merton. "Asian financial crisis". Japan and the World Economy 10, n.º 3 (julho de 1998): 355–58. http://dx.doi.org/10.1016/s0922-1425(98)00035-8.

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3

Sato, Shuhei. "Asian Financial Crisis". Japan and the World Economy 10, n.º 3 (julho de 1998): 371–75. http://dx.doi.org/10.1016/s0922-1425(98)00037-1.

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4

Noerlina, Noerlina, e Sylvia Cinthya Dewi. "Asian Financial Crisis: Overview of Asian Crisis and Recovery Progress". Winners 4, n.º 1 (31 de março de 2003): 13. http://dx.doi.org/10.21512/tw.v4i1.3798.

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Noland, Marcus, Sherman Robinson e Zhi Wang. "The Continuing Asian Financial Crisis". Japanese Economy 25, n.º 5 (setembro de 1997): 70–95. http://dx.doi.org/10.2753/jes1097-203x250570.

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Tabb, William K. "The East Asian Financial Crisis". Monthly Review 50, n.º 2 (3 de junho de 1998): 24. http://dx.doi.org/10.14452/mr-050-02-1998-06_3.

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SHARMA, SHALENDRA D. "Why China Survived the Asian Financial Crisis?" Brazilian Journal of Political Economy 22, n.º 2 (junho de 2002): 225–52. http://dx.doi.org/10.1590/0101-31572002-1235.

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ABSTRACT The Chinese economy shows a remarkable resemblance to those of pre-crisis Thailand, Indonesia, South Korea and Malaysia - especially the asset bubbles, high reliance on banking intermediation, poor prudential supervision, and fragility of the financial system. Yet, China defied the common prediction and did not succumb to the financial crisis. What explains the China ability to withstand a major region-wide financial crisis? This study addresses this complex question, besides elaborating the reform measures China must implement to immune itself from future financial crises or its contagion effects.

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Raz, Arisyi F., Tamarind P. K. Indra, Dea K. Artikasih e Syalinda Citra. "GLOBAL FINANCIAL CRISES AND ECONOMIC GROWTH : EVIDENCE FROM EAST ASIAN ECONOMIES". Buletin Ekonomi Moneter dan Perbankan 15, n.º 2 (27 de dezembro de 2012): 35–54. http://dx.doi.org/10.21098/bemp.v15i2.420.

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As economies become more integrated in the midst of globalization, financial crisis that occurs in one country can easily transmit to other countries, becoming global financial catastrophe in a short period of time. In such event, strong economic fundamentals are particularly important to defend a country from the contagious effect of the crisis. As evidence, due to the fragile economic fundamentals and lacking government credibility, East Asian economies were easily attacked by the crisis in 1997 once the sentiment deteriorated. Nevertheless, the region had learned its lessons in 1997 thereby proofing its resilience in facing the global financial crisis that struck in 2008 by improving its economic fundamentals as well as policymakers’ credibility. This paper starts with theories on economic growth and financial crisis. Further, it empirically examines to what extent the financial crises in 1997 and 2008 affect East Asian economies by using panel data econometrics. The evidence shows that, even though both crises have contributed adverse impacts on East Asian economies, the magnitude of the 2008 crisis was relatively less severe than that in 1997. Finally, this study also provides further discussions regarding how East Asian economies had successfully minimized the impact of the global crisis in 2008. Keywords: Global Financial Crises; East Asian Economies; Economic Growth;Financial Market; Random and Fixed EffectsJEL Classification: C330, E440, G010

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Estanislao, Jesus P., George N. Manzano e Gloria O. Pasadilla. "The Asian Financial Crisis: An East Asian Perspective". Asian-Pacific Economic Literature 14, n.º 1 (maio de 2000): 11–22. http://dx.doi.org/10.1111/1467-8411.00072.

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Anwar, Sajid, e Desh Gupta. "Malaysian financial system and the Asian financial crisis". Global Business and Economics Review 6, n.º 2 (2004): 191. http://dx.doi.org/10.1504/gber.2004.006225.

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Iqbal, Hafiz Rauf, Syed Kashif Saeed e Syed Zulfiqar Ali Shah. "Structural Breaks and Volatility Spillover in South Asian Economies". SEISENSE Journal of Management 3, n.º 1 (20 de janeiro de 2020): 64–77. http://dx.doi.org/10.33215/sjom.v3i1.260.

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Purpose - This study examines the volatility spillovers in the presence of structural breaks with specific reference to South Asian Capital markets. The global financial crisis of 2007-2009 has compelled policymakers to realize that financial instability has the potential to threaten economic stability and growth; therefore, managing the financial crisis is inevitable. To manage the impact of financial crises, understanding the dynamics of volatility spillover across various markets is imperative. This study has investigated the possible emergence of structural breaks in risk patterns after global financial crises in south Asian markets. Methodology - Using the data from July 2002 to June 2016, employing the Exponential GARCH methodology. Findings - This study finds a significant volatility spillover after the financial crisis of 2007-09. Therefore, the existence of a structural break in the risk pattern of south Asian capital markets cannot be fully rejected. Policy Implications - This conclusion is of prime importance to policymakers in devising policy guidelines concerning financial crises.

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12

Radonjic, Ognjen, e Miodrag Zec. "A fresh view twenty years on: The Asian financial debacle and the Minskyan lessons learnt by the International Monetary Fund". Ekonomski anali 63, n.º 218 (2018): 129–56. http://dx.doi.org/10.2298/eka1818129r.

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In this paper we shall sketch the anatomy of the Asian financial crisis which erupted twenty years ago. In order to answer the question of how and why this crisis developed and what went wrong in its aftermath we embrace the Financial Instability Hypothesis of the seminal post- Keynesian economist Hyman P. Minsky. The real causes of the Asian crisis were endogenously developed euphoric expectations that followed financial liberalisation and deregulation and propelled the creation of an inverted capital structure and financial fragility. After the initial crisis and subsequent abrupt reverse of investor?s sentiments, the International Monetary Fund intervened and multiplied financial difficulties that strangled regional economies. Fortunately, gradually and in line with the Minskyan approach to financial crises, the International Monetary Fund learned from its Asian mistakes, and starting from the outbreak of the global financial crisis in 2008 and the succeeding financial crisis in Eastern Europe in 2009, dropped its opposition to capital controls and its support for austerity measures in crisis-hit emerging market economies.

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13

Kohama, Hirohisa. "Asian Financial Crisis and the IMF". KOKUSAI KEIZAI 2008, n.º 59 (2008): 5–29. http://dx.doi.org/10.5652/kokusaikeizai.2008.59_5.

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Dittmer, Lowell. "Globalization and the Asian Financial Crisis". Asian Perspective 23, n.º 4 (1999): 45–64. http://dx.doi.org/10.1353/apr.1999.0002.

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Lemco, Jonathan, e Scott B. MacDonald. "Is the Asian Financial Crisis Over?" Current History 98, n.º 632 (1 de dezembro de 1999): 433–37. http://dx.doi.org/10.1525/curh.1999.98.632.433.

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16

King, Michael R. "Who triggered the Asian financial crisis?" Review of International Political Economy 8, n.º 3 (janeiro de 2001): 438–66. http://dx.doi.org/10.1080/09692290110055830.

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Mclean, Roy. "Globalization and the Asian financial crisis". Atlantic Economic Journal 29, n.º 4 (dezembro de 2001): 471. http://dx.doi.org/10.1007/bf02299337.

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18

Grimes, William W. "East Asian Financial Regionalism in Support of the Global Financial Architecture? The Political Economy of Regional Nesting". Journal of East Asian Studies 6, n.º 3 (dezembro de 2006): 353–80. http://dx.doi.org/10.1017/s1598240800004628.

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East Asian financial regionalism has advanced significantly since the rejection of Japan's Asian Monetary Fund proposal in 1997. Key ASEAN+3 initiatives include the Chiang Mai Initiative, which is designed to provide emergency liquidity to economies experiencing currency crisis, and the Asian Bond Market Initiative, which seeks to develop regional bond markets. Surprisingly, these initiatives—despite the assertive “regionalist” rhetoric that has surrounded them and their intellectual origins in the analysis of the 1997–1998 Asian financial crisis—are explicitly designed to complement existing features of the global financial architecture, including IMF conditionality and global financial standards. The nesting of East Asian financial regionalism within the global financial architecture results from the political-economic interests of the leading economies of the region. In the absence of a major change in the political-economic environment, nesting is a stable equilibrium and is unlikely to change.

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19

Rustamov, E. "Financial Crises: Sources, Manifestations, Consequences". Voprosy Ekonomiki, n.º 4 (20 de abril de 2012): 46–66. http://dx.doi.org/10.32609/0042-8736-2012-4-46-66.

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Building on the empirical studies and financial crises theories, a general framework describing the mechanisms of crisis formation and transmission is developed. Factors of crisis formation include external and internal imbalances, shocks, deficiencies of economic policies and changes in the economic agents behavior (in particular, as concerns price bubbles formation and burst). Channels of crisis transmission include direct links between financial organizations; "negative loss spirals" arising from massive asset sales; increase in uncertainty. The framework is employed to the analysis of several crisis episodes in 1990s and 2000s (Mexican, Asian, Russian and Argentine crises). The channels of crisis transmission to the real economy are also considered. The approaches to measuring both short- and long-term impact of crises on fiscal stability and economic growth are discussed.

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20

TNG, BOON HWA, KIAN TENG KWEK e ANDREW SHENG. "FINANCIAL STRESS IN ASEAN-5 ECONOMIES FROM THE ASIAN CRISIS TO THE GLOBAL CRISIS". Singapore Economic Review 57, n.º 02 (junho de 2012): 1250013. http://dx.doi.org/10.1142/s0217590812500130.

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We construct four market-specific Financial Stress Indices (FSIs) and overall FSIs for the ASEAN-5 economies from 1997 to 2009. Using the FSIs, we establish stylized features of financial stress and characterize the connectivity of financial markets. The results show that stress was most severe during the Asian Crisis, followed by the Tech Burst and the recent Global Crisis. Principal component analysis (PCA) demonstrates that regional connectivity is strongest in equity markets, implying their predominant role in the transmission of stress within the region. Meanwhile, Singapore possesses the lowest connectivity within the ASEAN cluster, but the highest to international markets.

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21

Komail Tayebi, Seyed, e Mehdi Yazdani. "Financial crisis, oil shock and trade in Asia". Journal of Economic Studies 41, n.º 4 (8 de julho de 2014): 601–14. http://dx.doi.org/10.1108/jes-04-2011-0053.

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Purpose – In this paper the authors address the questions whether global financial crises cause oil shocks worldwide, then whether such shocks affect trade flows of both oil importing and oil exporting countries of East-West Asia. The purpose of this paper is thus to explore such effects by specifying basically a dynamic export model using data of the Asian economies countries over the period 1980-2008. Design/methodology/approach – An ARDL specification is applied to show the dynamic effects of main determinants, including financial crisis and the world oil price, on the export flows of each country in the sample. The data for financial crisis have been compiled by Hatzius et al. (2010). Findings – The results, as a whole, imply that both financial crisis and oil price have a cross-effects on Asian trade flows in the short run, while this effects could not occur in the long run. Originality/value – The goal is to estimate an econometric model of exports to examine how recent crises affect export flows in the selected Asian countries. Different from previous studies in the literature, this paper first explores the interaction between financial crisis and oil shocks and second uses an extended and dynamic export model, based on ARDL approach. The core of the study relies on the question whether a cross-relationship between oil price and financial crisis affects the export flows of the Asian countries: China, Japan, Iran, Malaysia, Saudi Arabia, South Korea and Turkey which are both oil importing and exporting.

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Sudarsan, P. K. "UNDERSTANDING FINANCIAL CRISIS: A THEORETICAL ANALYSIS". Ushus - Journal of Business Management 2, n.º 1 (1 de janeiro de 2003): 1–10. http://dx.doi.org/10.12725/ujbm.2.1.

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Financial crises and their sub set banking crises have become worldwide phenomena in recent years. Understanding of financial crises assumes importance because the success of policy prescriptions to cure these crises depends to a large extent on the proper diagnosis of these crises. The objective of this paper is to provide a theoretical analysis to understand the financial crisis in a better way. The poper conjectures three stages in the financial crisis: confidence crisis, currency crisis and financial crisis. Paper shows that confidence crisis leads to the currency crisis and currency crisis in turn advances into the financial crisis. The paper also highlights the two-way linkage between currency crisis and financial crisis and its implications on policy suggestions. The two-way linkage between the currency crisis and financial crisis makes the policy prescriptions difficult. IMF policy to cure the East Asian crisis failed initially mainly because of this reason. The theoretical analysis reveals that a judicious mix of different policies would be the best remedy for the financial crisis of the type occurred in East Asia, though this would take some time to show positive results.

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23

Harvey, Brendan. "Evaluating Financial Integration and Cooperation in the ASEAN". Michigan Business & Entrepreneurial Law Review, n.º 7.1 (2017): 119. http://dx.doi.org/10.36639/mbelr.7.1.evaluating.

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Financial integration is less pronounced in the ASEAN than other measures of economic integration. This is particularly apparent when compared against other regions that have undergone similar integrative efforts, such as the European Union. Cross-border trade flows, foreign-direct investment, and investment in capital goods outstrip other investment flows. Regional institutional and legal structures governing these investment flows, while limited, present marked achievements towards creating an ASEAN financial community. The gap persists despite suggestions that the Asian Financial Crisis and the Global Financial Crisis (or the North Atlantic Financial Crisis from the Asian and Stiglitz perspective) would accelerate financial regionalism as a way to create a wider safety net against sudden capital outflow or capital stoppage. This paper will endeavor to offer legal, governance, and institutional explanations to explain the impetus for the ASEAN to integrate within itself instead of the Western financial system. It will offer suggestions to augment financial integration by making changes to the most effective initiatives.

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24

Gong, Shang-Chi, Tsong-Pei Lee e Yea-Mow Chen. "Crisis transmission: Some evidence from the Asian financial crisis". International Review of Financial Analysis 13, n.º 4 (janeiro de 2004): 463–78. http://dx.doi.org/10.1016/j.irfa.2004.02.023.

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Robiyanto, Robiyanto. "Capital Market Integration In Some Asean Countries Revisited". Jurnal Manajemen 22, n.º 2 (5 de setembro de 2018): 205. http://dx.doi.org/10.24912/jm.v22i2.359.

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Financial market integration in Southern Asia especially in ASEAN main member countries still attractive to scrunitized. Most of these countries were devastated during severe regional financial crisis in 1997 but global financial crisis in 2008 have different impact toward these countries. The finding shows that comovement were exist among Indonesia, Malaysia, Singapore and Thailand’s capital market during January 1997 to December 2013 period. Comovement still exist during post Asian financial Crisis 1997 and post global financial crisis 2008 period. This study conclude also that degree of integration between some ASEAN capital markets have fading out after global financial crisis in 2008. Hence, investor could formulate a portfolio which consist of stocks across ASEAN capital markets.

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26

Wang, Hongying. "The Asian financial crisis and financial reforms in China". Pacific Review 12, n.º 4 (janeiro de 1999): 537–56. http://dx.doi.org/10.1080/09512749908719305.

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27

Hoorani, Hafeez. "Global Financial Crisis and Economic Growth: Analysis of The East Asia Economy". International Journal of Science and Society 2, n.º 2 (6 de julho de 2020): 265–78. http://dx.doi.org/10.54783/ijsoc.v2i2.121.

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In line with the increasingly integrated economy in the midst of globalization, the financial crisis that occurred in one country can easily spread to other countries and become a global financial disaster in a short period of time. In such an event, strong economic fundamentals are essential to defend a country from the effects of a "contagious" crisis. As proof, due to fragile economic fundamentals and a lack of government credibility, the East Asian economy could be attacked easily by the crisis in 1997 once market confidence deteriorated. However, East Asia has learned a lot from the incident in 1997 so that it can prove its resilience in facing the global financial crisis that struck in 2008 by increasing its economic fundamentals and the credibility of policy makers. This paper starts with a theory about economic growth and the financial crisis. Next, empirically examine the extent of the financial crisis in 1997 and 2008 affecting the East Asian economy using econometric panel data. Evidence shows that, although the two crises had a negative impact on the East Asian economy, the 2008 crisis wave was relatively no worse than the 1997 crisis. Finally, this study also provides further explanation of how the East Asian economy has managed to minimize the impact of the global crisis in 2008.

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28

Chatterjee, Amitava, O. Felix Ayadi e Balasundram Maniam. "Asian financial crisis: the pre‐ and post‐crisis analysis of Asian equity markets". Managerial Finance 29, n.º 4 (maio de 2003): 62–86. http://dx.doi.org/10.1108/03074350310768292.

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29

Click, Reid W., e Michael G. Plummer. "Stock market integration in ASEAN after the Asian financial crisis". Journal of Asian Economics 16, n.º 1 (fevereiro de 2005): 5–28. http://dx.doi.org/10.1016/j.asieco.2004.11.018.

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30

Yousaf, Imran, Shoaib Ali e Wing-Keung Wong. "An Empirical Analysis of the Volatility Spillover Effect between World-Leading and the Asian Stock Markets: Implications for Portfolio Management". Journal of Risk and Financial Management 13, n.º 10 (25 de setembro de 2020): 226. http://dx.doi.org/10.3390/jrfm13100226.

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This study employs the Vector Autoregressive-Generalized Autoregressive Conditional Heteroskedasticity (VAR-AGARCH) model to examine both return and volatility spillovers from the USA (developed) and China (Emerging) towards eight emerging Asian stock markets during the full sample period, the US financial crisis, and the Chinese Stock market crash. We also calculate the optimal weights and hedge ratios for the stock portfolios. Our results reveal that both return and volatility transmissions vary across the pairs of stock markets and the financial crises. More specifically, return spillover was observed from the US and China to the Asian stock markets during the US financial crisis and the Chinese stock market crash, and the volatility was transmitted from the USA to the majority of the Asian stock markets during the Chinese stock market crash. Additionally, volatility was transmitted from China to the majority of the Asian stock markets during the US financial crisis. The weights of American stocks in the Asia-US portfolios were found to be higher during the Chinese stock market crash than in the US financial crisis. For the majority of the Asia-China portfolios, the optimal weights of the Chinese stocks were almost equal during the Chinese stock market crash and the US financial crisis. Regarding hedge ratios, fewer US stocks were required to minimize the risk for Asian stock investors during the US financial crisis. In contrast, fewer Chinese stocks were needed to minimize the risk for Asian stock investors during the Chinese stock market crash. This study provides useful information to institutional investors, portfolio managers, and policymakers regarding optimal asset allocation and risk management.

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31

Liow, KimHiang. "Global financial crisis and cyclical co-movements of Asian financial markets". Journal of Property Investment & Finance 34, n.º 5 (1 de agosto de 2016): 465–95. http://dx.doi.org/10.1108/jpif-03-2016-0018.

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Purpose – The purpose of this paper is to investigate the cross-spectra of stock, real estate and bond of ten selected Asian economies in the pre- and post-global financial crisis periods to detect whether there is greater cyclical co-movement post-financial crisis, and whether any observed increased co-movement measures the outcomes of contagion or integration. Design/methodology/approach – Co-spectral approach is the proper econometric tool to deliver economic insight for this research. Findings – Results indicate that Asian stock markets, and to a lesser degree, bond and real estate markets are more correlated post-financial crisis. Similarly, Asian financial markets have experienced increased co-movements with the US financial markets post-financial crisis. Moreover, these observed increased co-movements measure the outcomes of contagion in some cases of within-asset and cross-asset classes, as well as for some cross-US-Asian asset factor relationships along the high-frequency components of between two and four weeks. The stock markets are the most contagious, followed by the real estate markets and bond markets. Research limitations/implications – The results provide short-term investors with additional co-movement information at higher frequencies in order to identify short-term fluctuations of different asset classes. The empirical study also underscores the role of Asian real estate in investment portfolios in a mixed real estate, stock and bond context from a frequency domain perspective. Practical implications – The practical implication of this research is that benefits to investors from international diversification may not be as great during the present time compared to previous periods because financial/asset market movements have become more correlated. However, it does not imply the complete absence of diversification benefits. This is because although cyclical correlations increase in the short run, many of the values are still between low and moderate range, indicating that some diversification benefits may still be realized. Originality/value – In advancing the body of knowledge in international financial markets, this research is probably the first study to consider a multi-asset class portfolio context that includes stock, real estate and bond across the ten Asian economies and the USA in a single study. The frequency domain analysis conducted in this paper adds to the understanding of real estate, stock and bond market co-movement, integration and contagion dynamics, as well as the Asian cross-asset factor and US-Asian asset factor relationships in global mixed-investing environment.

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Young Jong Choi. "Global Financial Crisis and East Asian Regionalism". Korea and World Politics 28, n.º 1 (março de 2012): 87–121. http://dx.doi.org/10.17331/kwp.2012.28.1.003.

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Haggard, Stephan. "The Politics of the Asian Financial Crisis". Journal of Democracy 11, n.º 2 (2000): 130–44. http://dx.doi.org/10.1353/jod.2000.0039.

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Kiani, Khurshid M. "Asian financial crisis 1997: An empirical investigation". Business Review 4, n.º 1 (1 de janeiro de 2009): 133–42. http://dx.doi.org/10.54784/1990-6587.1169.

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Baig, Taimur, e Ilan Goldfajn. "Financial Market Contagion in the Asian Crisis". IMF Working Papers 98, n.º 155 (1998): 1. http://dx.doi.org/10.5089/9781451857283.001.

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Motohashi, Kazuyuki. "Structural aspects of the Asian financial crisis". Asia-Pacific Review 5, n.º 3 (setembro de 1998): 27–49. http://dx.doi.org/10.1080/13439009808719989.

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de Sausmarez, Nicolette. "Malaysia's Response to the Asian Financial Crisis". Journal of Travel & Tourism Marketing 15, n.º 4 (19 de janeiro de 2004): 217–31. http://dx.doi.org/10.1300/j073v15n04_01.

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Nolan, Peter. "Global Finance Since the Asian Financial Crisis". Critique 47, n.º 2 (3 de abril de 2019): 183–98. http://dx.doi.org/10.1080/03017605.2019.1601878.

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RATHA, ARTATRANA, e EUNGMIN KANG. "ASIAN FINANCIAL CRISIS AND KOREAN TRADE DYNAMICS". Contemporary Economic Policy 32, n.º 4 (12 de março de 2014): 862–77. http://dx.doi.org/10.1111/coep.12057.

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40

Flynn, Matthew. "PRC maritime and the Asian Financial Crisis". Maritime Policy & Management 26, n.º 4 (outubro de 1999): 337–47. http://dx.doi.org/10.1080/030888399286781.

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Dickinson, David G., e Andrew W. Mullineux. "Lessons from the East Asian financial crisis". Geoforum 32, n.º 1 (fevereiro de 2001): 133–42. http://dx.doi.org/10.1016/s0016-7185(00)00042-7.

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Johnson, Simon, Peter Boone, Alasdair Breach e Eric Friedman. "Corporate governance in the Asian financial crisis". Journal of Financial Economics 58, n.º 1-2 (janeiro de 2000): 141–86. http://dx.doi.org/10.1016/s0304-405x(00)00069-6.

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Stanford, J. D. "The Asian Financial Crisis – A Policy Perspective". Economic Analysis and Policy 28, n.º 1 (março de 1998): 115–28. http://dx.doi.org/10.1016/s0313-5926(98)50009-4.

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Stanford, Jon. "The Characteristics of The Asian Financial Crisis". Economic Analysis and Policy 29, n.º 1 (março de 1999): 87–100. http://dx.doi.org/10.1016/s0313-5926(99)50008-8.

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45

Cheng, Ming-Yu, e Sayed Hossain. "The Asian financial crisis: The Malaysian experience". New Economy 7, n.º 4 (dezembro de 2000): 224–28. http://dx.doi.org/10.1111/1468-0041.00165.

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Okubo, Toshihiro, Fukunari Kimura e Nozomu Teshima. "Asian fragmentation in the Global Financial Crisis". International Review of Economics & Finance 31 (maio de 2014): 114–27. http://dx.doi.org/10.1016/j.iref.2014.01.001.

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47

Bello, Walden. "The Asian financial crisis: Causes, dynamics, prospects". Journal of the Asia Pacific Economy 4, n.º 1 (janeiro de 1999): 33–55. http://dx.doi.org/10.1080/13547869908724669.

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48

Chan, Kenneth S., Chi-Chur Chao e Win-Lin Chou. "Financial Linkages Among the Asian Crisis Economies". World Economy 24, n.º 8 (setembro de 2001): 977–88. http://dx.doi.org/10.1111/1467-9701.00395.

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Woo, Wing Thye. "The Asian Financial Crisis: Hindsight, Insight, Foresight". Asean Economic Bulletin 17, n.º 2 (agosto de 2000): 113–19. http://dx.doi.org/10.1355/ae17-2a.

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Fujita, Kuniko. "Asian Crisis, Financial Systems and Urban Development". Urban Studies 37, n.º 12 (novembro de 2000): 2197–216. http://dx.doi.org/10.1080/00420980020002779.

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Artigos de revistas sobre o tema "Asian Financial Crisis"

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