메뉴 건너뛰기




Volumn 5, Issue 3, 2002, Pages 401-436

Pure contagion and investors' shifting risk appetite: Analytical issues and impirical evidence

Author keywords

[No Author keywords available]

Indexed keywords

ANALYTICAL FRAMEWORK; FINANCIAL CRISIS; INVESTMENT; RISK PERCEPTION;

EID: 0036929356     PISSN: 13670271     EISSN: None     Source Type: Journal    
DOI: 10.1111/1468-2362.00102     Document Type: Article
Times cited : (97)

References (25)
  • 1
    • 0012447345 scopus 로고    scopus 로고
    • Discriminating contagion - An alternative explanation of contagion currency crises in emerging markets
    • Ahluwalia, Pavan (2000), 'Discriminating Contagion - An Alternative Explanation of Contagion Currency Crises in Emerging Markets', IMF Working Paper No. 14.
    • (2000) IMF Working Paper No. 14
    • Ahluwalia, P.1
  • 2
    • 0012267440 scopus 로고    scopus 로고
    • Starr Center for Applied Economics, New York University, Economic Research Report No. 98-33
    • Allen, F., and D. Gale (1999), 'Financial Contagion', Starr Center for Applied Economics, New York University, Economic Research Report No. 98-33.
    • (1999) Financial Contagion
    • Allen, F.1    Gale, D.2
  • 8
    • 0007149209 scopus 로고    scopus 로고
    • Contagion and trade: Why are currency crises regional?
    • Glick, R., and A. Rose (1998), 'Contagion and Trade: Why are Currency Crises Regional?', NBER Working Paper, No. W6806.
    • (1998) NBER Working Paper, No. W6806
    • Glick, R.1    Rose, A.2
  • 9
    • 0003258794 scopus 로고    scopus 로고
    • Capital flows and the twin crises: The role of liquidity
    • Goldfajn, I., and R. Valdes (1997), 'Capital Flows and the Twin Crises: The Role of Liquidity', IMF Working Paper No. 87.
    • (1997) IMF Working Paper No. 87
    • Goldfajn, I.1    Valdes, R.2
  • 11
    • 0039624712 scopus 로고    scopus 로고
    • The twin crises: The causes of banking and balance-of-payment problems
    • Kaminsky, G. L., and C. M. Reinhart (1999), 'The Twin Crises: The Causes of Banking and Balance-of-Payment Problems', American Economic Review, 89(3), 473-500.
    • (1999) American Economic Review , vol.89 , Issue.3 , pp. 473-500
    • Kaminsky, G.L.1    Reinhart, C.M.2
  • 15
    • 1342282580 scopus 로고    scopus 로고
    • Global financial crises: Institutions and incentives
    • Kumar, M. S., P. Masson and M. Miller (2000), 'Global Financial Crises: Institutions and Incentives', IMF Working Paper, No. 105.
    • (2000) IMF Working Paper , vol.105
    • Kumar, M.S.1    Masson, P.2    Miler, M.3
  • 16
    • 0012218424 scopus 로고    scopus 로고
    • Predicting emerging market currency crashes
    • Forthcoming in Journal of Empirical Finance
    • Kumar, M. S., U. Moorthy and W. Perraudin (2002), 'Predicting Emerging Market Currency Crashes', IMF Working Paper No. 02/7. Forthcoming in Journal of Empirical Finance.
    • (2002) IMF Working Paper No. 02/7
    • Kumar, M.S.1    Moorthy, U.2    Perraudin, W.3
  • 19
    • 0003255220 scopus 로고    scopus 로고
    • Contagion: Monsoonal effects, spillovers and jumps between multiple equilibria
    • Masson, P. 1998, 'Contagion: Monsoonal Effects, Spillovers and Jumps Between Multiple Equilibria', IMF Working Paper, No. 142.
    • (1998) IMF Working Paper, No. 142
    • Masson, P.1
  • 21
    • 0012218735 scopus 로고    scopus 로고
    • Morgan Guaranty Trust Company, New York, FX Research Note
    • Persaud, A. (1996), 'Investors Shifting Appetite for Risk', Morgan Guaranty Trust Company, New York, FX Research Note.
    • (1996) Investors Shifting Appetite for Risk
    • Persaud, A.1
  • 22
    • 0012268165 scopus 로고    scopus 로고
    • Morgan Guaranty Trust Company, New York, FX Research Note
    • Persaud, A. (1998), 'The Event Risk Indicator', Morgan Guaranty Trust Company, New York, FX Research Note.
    • (1998) The Event Risk Indicator
    • Persaud, A.1
  • 23
    • 0346993285 scopus 로고    scopus 로고
    • Human behavior and the efficiency of the financial system
    • Shiller, R. (1998), 'Human Behavior and the Efficiency of the Financial System', NBER Working Paper No. 6375.
    • (1998) NBER Working Paper No. 6375
    • Shiller, R.1
  • 24
    • 0016264378 scopus 로고
    • Judgment under uncertainty: Heuristics and biases
    • Tversky, A. and D. Kahneman (1974), 'Judgment Under Uncertainty: Heuristics and Biases', Science, 211, 1124-31.
    • (1974) Science , vol.211 , pp. 1124-1131
    • Tversky, A.1    Kahneman, D.2
  • 25
    • 0000125532 scopus 로고
    • Prospect theory: An analysis of decision under risk
    • Tversky, A. and D. Kahneman (1979), 'Prospect Theory: An Analysis of Decision Under Risk', Econometrica, 47(2).
    • (1979) Econometrica , vol.47 , Issue.2
    • Tversky, A.1    Kahneman, D.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.