Contagion

World Economy

Volumn 23, Issue 7, 2000, Pages 873-900

  Edwards, Sebastian ^a,b,c  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b NATIONAL BUREAU OF ECONOMIC RESEARCH   (United States)

^c UNIVERSITY OF NOTTINGHAM   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EXCHANGE RATE; FINANCIAL CRISIS; TRADE FLOW;

CHILE;

EID: 0033910258     PISSN: 03785920     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9701.00307     Document Type: Article

References (39)

1. Ball, C. and W. Torous (1995), 'Regime Shifts in Short Term Riskless Interest Rates', Working Paper, No. 15-95, Unpublished Manuscript (The Anderson School, UCLA).
2. Bennett, P. and J. Kelleher (1988), 'The International Transmission of Stock Price Disruption in October 1987,' Federal Reserve Bank of New York Quarterly Review, 13 (Summer), 17-33.
3. Bertero, E. and C. Meyer (1990), 'Structure and Performance: Global Interdependence of Stock Markets Around the Crash of 1987', European Economic Review, 34, 1155-80.
4. Calvo, G. A. (2000), 'Capital Markets and the Exchange Rate with Special Reference to the Dollarization Debate in Latin America' (University of Maryland).
5. Calvo, G. A. and E. Mendoza (2000), 'Contagion, Globalization and the Volatility of Capital Flows', in S. Edwards (ed.), Capital Flows and the Emerging Economies (University of Chicago Press).
6. Cowan, K. and J. De Gregorio (1997), 'Exchange Rate Policies and Capital Account Management: Chile in the 1990s' (Departamento de Ingeniería Industrial, Universidad de Chile).
7. De Gregorio, J., S. Edwards and R. Valdes (2000), 'Controls on Capital Inflows: Do They Work?' Journal of Development Economics (forthcoming).
8. Dornbusch, R., I. Goldfjan and R. Valdes (1995), 'Currency Crises and Collapses', Brooking Papers on Economic Activity, 1995, 2.
9. Edwards, S. (1998), 'Interest Rate Volatility, Contagion and Convergence: An Empirical Investigation of the Cases of Argentina, Chile and Mexico', Journal of Applied Economics, 1, 1.
10. Edwards, S. (1999a), 'A Capital Idea?', Foreign Affairs, 78, 3 (May/June).
11. Edwards, S. (1999b), 'How Effective are Capital Controls?', Journal of Economic Perspectives, 13, 4, 65-84.
12. Edwards, S. and A. C. Edwards (1991), Monetarism and Liberalization: The Chilean Experiment (University of Chicago Press).
13. Edwards, S. and R. Susmel (2000), 'Interest Rate Volatility in Emerging Markets: Evidence from the 1990s', NBER Working Paper.
14. Eichengreen, B. (1999), Toward a New International Financial Architecture (Institute of International Economics, Washington, DC).
15. Eichengreen, B. and A. Rose (1999), 'Contagious Currency Crises: Channels of Conveyance', in T. Ito and A. O. Krueger, Changes in Exchange Rates of Rapidly Developing Countries (University of Chicago Press).
16. Eichengreen, B., A. Rose and C. Wyplosz (1996), 'Contagious Currency Crises: First Tests', Scandinavian Journal of Economics, 98, 1-22.
17. Engle, R. F. and V. K. Ng (1993), 'Measuring and Testing the Impact of News on Volatility,' Journal of Finance, 48, 1749-78.
18. Engle, R. F., T. Ito and W.-L. Lin (1990), 'Meteor Shower or Heat Waves. Heteroskedastic Intra-Daily Volatility in the Foreign Exchange-Market,' Econometrica, 55 (May), 525-42.
19. Forbes, K. and R. Rigobon (1999), 'No Contagion, Only Interdependence: Measuring Stock Market Co-Movements,' NBER Working Paper No. 7267.
20. Gerstman, B. B. (1998), Epidemiology: An Introduction to Classic and Modern Epidemiology (John Wiley).
21. Glick, R. and A. Rose (1998), 'Why are Currency Crises Regional?' NBER Working Paper.
22. Goldstein, M., G. Kaminsky and C. Reinhart (1999), 'Assessing Vulnerability' (Institute for International Finance, Washington, DC).
23. Gurria, J. A. (1999), 'Identifying the Pending Agenda for Stability', Global Emerging Markets, 2, 2, 22-25.
24. Hamao, Y., V. Ng and R. Masulis (1990), 'Correlations in Price Changes and Volatility Across International Stock Markets,' Review of Financial Studies, 3, 281-308.
25. Hamilton, J. D. (1989), 'A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle,' Econometrica, 57, 357-84.
26. Hamilton, J. D. and R. Susmel (1994), 'Autoregressive Conditional Heteroskedasticity and Changes in Regime,' Journal of Econometrics, 64, 307-33.
27. Ito, T. and R. Portes (1998), 'Dealing with the Asian Financial Crises', European Economic Perspectives (CERP).
28. Kalimipalli, M. and R. Susmel (1999), 'Switching Stochastic Volatility, Two-Factor Models and Term Structure,' Unpublished Manuscript (University of Houston).
29. Kaminsky, G. and C. Reinhart (1999), 'Bank Lending and Contagion: Evidence from the East Asian Crisis,' Working Paper (National Bureau of Economic Research).
30. King, M. and S. Wadhwani (1990), 'Transmission of Volatility Between Stock Markets,' Review of Financial Studies, 3, 5-33.
31. Longin, F. and B. Solnik (1995), 'Is the Correlation in International Equity Returns Constant: 1960-1990?' Journal of International Money and Finance, 14, 3-23.
32. MacMahon, B. and D. Trichopoulos (1996), Epidemiology: Principles and Methods (2nd ed., Little, Brown).
33. Masson, P. (1998), 'Contagion: Monsoonal Effects, Spillovers and Jumps Between Multiple Equilibria', IMF Working Paper 98/142.
34. Rodrik, D. and A. Velasco (1999), 'Short Term Capital Flows,' NBER Working Paper 7364.
35. Soto, C. (1997), 'Controles a los Movimientos de Capitales: Evaluación Empírica del Caso Chileno' (Banco Central de Chile).
36. Stiglitz, J. (1999), 'Bleak Growth Prospects for the Developing World', International Herald Tribune (10-11 April), 6.
37. Valdes, R. (1998), 'Emerging Market Contagion: Evidence and Theory' (Banco Central de Chile).
38. Valdés-Prieto, S. and M. Soto (1996), 'Es el Control Selectivo de Capitales Efectivo en Chile? Su efecto Sobre el Tipo de Cambio real', Cuadernos de Economía, 98.
39. Valdés-Prieto, S. and M. Soto (1998), 'The Effectiveness of Capital Controls: Theory and Evidence from Chile', Empirica, 25, 2.