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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2,320

SSRN CITATIONS
Rank 33,446

SSRN RANKINGS

Top 33,446

in Total Papers Citations

7

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 933 (31,396)
Citation 7

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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

Number of pages: 44 Posted: 04 Apr 2003
Board of Governors of the Federal Reserve System, Singapore Management University, Board of Governors of the Federal Reserve System and Singapore Management University - School of Social Sciences
Downloads 550 (63,456)
Citation 5

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Currency Crises, Markov Switching Models, Volatility

3.

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

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 466 (77,845)
Citation 5

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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 253 (152,534)
Citation 3

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

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 118 (295,178)
Citation 10

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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