Augustine H.H. Tan

Singapore Management University - School of Social Sciences

Tanglin P.O. Box 257

Singapore 912409

Singapore

SCHOLARLY PAPERS

6

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2,267

SSRN CITATIONS
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Top 28,426

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5

CROSSREF CITATIONS

18

Scholarly Papers (6)

1.

Bank Lending and Real Estate in Asia: Market Optimism and Asset Bubbles

Number of pages: 20 Posted: 04 Dec 2004
Singapore Management University - School of Social Sciences, Singapore Management University, Simon Fraser University (SFU) - Finance Area, Singapore Management University - School of Economics, Singapore Management University - School of Social Sciences and University of Pennsylvania - Wharton School, Department of Real Estate
Downloads 917 (24,802)
Citation 7

Abstract:

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Real estate bubble, lender optimism, disaster myopia, Asian financial crisis

2.

Markov Switching GARCH Models of Currency Crises in Southeast Asia

PIER Working Paper No. 03-008
Number of pages: 44 Posted: 04 Apr 2003
Board of Governors of the Federal Reserve System, Singapore Management University, University of Pennsylvania - Department of Economics and Singapore Management University - School of Social Sciences
Downloads 537 (51,063)
Citation 3

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Currency Crises, Markov Switching Models, Volatility

3.

Markov Chains in Predictive Models of Currency Crises - with Applications to Southeast Asia

PIER Working Paper No. 02-013
Number of pages: 35 Posted: 27 May 2002
Singapore Management University, International Monetary Fund (IMF) - Research Department, University of Pennsylvania - Finance Department, University of Pennsylvania - Department of Economics and Singapore Management University - School of Social Sciences
Downloads 454 (63,094)
Citation 3

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4.

Underpriced Default Spread Exacerbates Market Crashes

U of Penn, Inst for Law & Econ Research Paper No. 06-13
Number of pages: 34 Posted: 23 Jun 2006
Singapore Management University - School of Social Sciences, Singapore Management University, Simon Fraser University (SFU) - Finance Area, Singapore Management University - School of Economics, Singapore Management University - School of Social Sciences and University of Pennsylvania - Wharton School, Department of Real Estate
Downloads 245 (125,882)
Citation 3

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real estate bubble, lender optimism, disaster myopia, Asian financial crisis

5.

Markov Switching Garch Models of Currency Turmoil in Southeast Asia

FRB International Finance Discussion Paper No. 889
Number of pages: 44 Posted: 03 Apr 2007
Board of Governors of the Federal Reserve System, Singapore Management University, Singapore Management University - School of Social Sciences and Board of Governors of the Federal Reserve System
Downloads 114 (244,098)
Citation 9

Abstract:

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Currency crises, Financial markets, Banking sector, Regime Switching, Volatility

6.

Monetary Policy Cooperation to Support Asian Economic Integration

The Singapore Economic Review (SER), 2010
Posted: 07 Jun 2010
Singapore Management University, Singapore Management University, Singapore Management University and Singapore Management University - School of Social Sciences

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Regional Economic Integration, Monetary Policy Cooperation, Exchange Rate Arrangements, Sequencing