Author/Editor: Selim Elekdag, Phurichai Rungcharoenkitkul, Yiqun Wu.

Release Date:November, 2012

This paper examines how Asian financial linkages with systemic economies have changed over time. After developing a factor model, it estimates Asian financial sensitivities to systemic economies, and more...

Author/Editor: Phurichai Rungcharoenkitkul.

Release Date:April, 2012

This paper proposes a framework to analyze long-term potential growth that combines a simple quantitative model with an investigative approach of ‘growth diagnostics’. The framework is more...

Author/Editor: Phurichai Rungcharoenkitkul.

Release Date:October, 2011

This paper assesses financial integration in Asia in terms of risk-sharing benefit versus financial-contagion cost. We construct a new measure of risk sharing based on a term structure model, which more...