메뉴 건너뛰기




Volumn 8, Issue 2, 2003, Pages 109-129

On currency crises and contagion

Author keywords

Contagion; Currency crises; Markov switching models; Panel data; Prediction

Indexed keywords

CURRENCY MARKET; ECONOMIC INTEGRATION; FINANCIAL CRISIS;

EID: 0037399454     PISSN: 10769307     EISSN: None     Source Type: Journal    
DOI: 10.1002/ijfe.203     Document Type: Article
Times cited : (75)

References (54)
  • 2
    • 0006821692 scopus 로고    scopus 로고
    • Discriminating Contagion - an Alternative Explanation of Contagious Currency Crises in Emerging Markets
    • Ahluwalia P. 2000 Discriminating contagion-an alternative explanation of contagious currency crises in emerging markets. International Monetary Fund Working Paper No. 14.
    • (2000) International Monetary Fund Working Paper No. 14
    • Ahluwalia, P.1
  • 7
    • 0034035847 scopus 로고    scopus 로고
    • Rational contagion and the globalization of securities markets
    • Calvo GA, Mendoza E. 2000. Rational contagion and the globalization of securities markets. Journal of International Economics 51: 79-113.
    • (2000) Journal of International Economics , vol.51 , pp. 79-113
    • Calvo, G.A.1    Mendoza, E.2
  • 11
    • 0000843042 scopus 로고    scopus 로고
    • A self-fulfilling model of Mexico's 1994-1995 debt crisis
    • Cole HL, Kehoe P. 1996. A self-fulfilling model of Mexico's 1994-1995 debt crisis. Journal of International Economics 41: 3-4, 309-330.
    • (1996) Journal of International Economics , vol.41 , Issue.3-4 , pp. 309-330
    • Cole, H.L.1    Kehoe, P.2
  • 12
  • 15
    • 21844502390 scopus 로고
    • Credibility of policies versus credibility of policymakers
    • Drazen A, Masson P. 1994. Credibility of policies versus credibility of policymakers. Quarterly Journal of Economics 109: 735-764.
    • (1994) Quarterly Journal of Economics , vol.109 , pp. 735-764
    • Drazen, A.1    Masson, P.2
  • 17
    • 0001056644 scopus 로고
    • Two cases for sand in the wheels of international finance
    • Eichengreen B, Tobin J, Wyplosz C. 1995. Two cases for sand in the wheels of international finance. Economic Journal 105: 162-172.
    • (1995) Economic Journal , vol.105 , pp. 162-172
    • Eichengreen, B.1    Tobin, J.2    Wyplosz, C.3
  • 21
    • 0042762133 scopus 로고    scopus 로고
    • Currency crashes in emerging markets: An empirical treatment
    • Frankel JA, Rose AK. 1996. Currency crashes in emerging markets: an empirical treatment. Journal of International Economics 41: 351-366.
    • (1996) Journal of International Economics , vol.41 , pp. 351-366
    • Frankel, J.A.1    Rose, A.K.2
  • 23
    • 0032270783 scopus 로고    scopus 로고
    • Why are currency crises contagious? A comparison of the Latin American crisis of 1994-1995 and the Asian crisis of 1997-1998
    • Fratzscher M. 1998. Why are currency crises contagious? A comparison of the Latin American crisis of 1994-1995 and the Asian Crisis of 1997-1998. Weltwirtschaftliches Archiv. 4: No. 134, 664-691.
    • (1998) Weltwirtschaftliches Archiv. , vol.4 , Issue.134 , pp. 664-691
    • Fratzscher, M.1
  • 27
    • 0033173977 scopus 로고    scopus 로고
    • Contagion and trade: Why are currency crises regional?
    • Glick R, Rose A. 1999. Contagion and trade: Why are currency crises regional? Journal of International Money and Finance 4: No. 18, 603-618.
    • (1999) Journal of International Money and Finance , vol.4 , Issue.18 , pp. 603-618
    • Glick, R.1    Rose, A.2
  • 30
    • 0003399876 scopus 로고    scopus 로고
    • The Asian financial crisis: Causes, cures, and systematic implications
    • Institute for International Economics
    • Goldstein M. 1998. The Asian financial crisis: causes, cures, and systematic implications. Policy Analysis in International Economics No. 55. Institute for International Economics.
    • (1998) Policy Analysis in International Economics No. 55
    • Goldstein, M.1
  • 32
    • 18144453338 scopus 로고    scopus 로고
    • A new indicator to assess the credibility of the EMS
    • Gomez-Puig M, Montalvo J 1997. A new indicator to assess the credibility of the EMS. European Economic Review 41: 1511-1535.
    • (1997) European Economic Review , vol.41 , pp. 1511-1535
    • Gomez-Puig, M.1    Montalvo, J.2
  • 33
    • 0001342006 scopus 로고
    • A new approach to the economic analysis of nonstationary time series and the business cycle
    • Hamilton JD. 1989. A new approach to the economic analysis of nonstationary time series and the business cycle. Econometrical No. 57: 357-384.
    • (1989) Econometrical , vol.57 , pp. 357-384
    • Hamilton, J.D.1
  • 34
    • 45149138487 scopus 로고
    • Analysis of time series subject to changes in regime
    • Hamilton JD. 1990. Analysis of time series subject to changes in regime. Journal of Econometrics No. 45: 39-70.
    • (1990) Journal of Econometrics , vol.45 , pp. 39-70
    • Hamilton, J.D.1
  • 36
    • 0000371172 scopus 로고    scopus 로고
    • Are currency crises self-fulfilling? A test
    • Jeanne, O. 1997. Are currency crises self-fulfilling? A test. Journal of International Economics 43: 263-286.
    • (1997) Journal of International Economics , vol.43 , pp. 263-286
    • Jeanne, O.1
  • 37
    • 0034002908 scopus 로고    scopus 로고
    • Currency crises, sunspots and Markov-switching regimes
    • Jeanne O, Masson P. 2000. Currency crises, sunspots and Markov-switching regimes. Journal of International Economics 50: 327-350.
    • (2000) Journal of International Economics , vol.50 , pp. 327-350
    • Jeanne, O.1    Masson, P.2
  • 39
    • 0039624712 scopus 로고    scopus 로고
    • The twin crisis: The causes of banking and balance-of-payments problems
    • Kaminsky G, Reinhart C. 1999. The twin crisis: the causes of banking and balance-of-payments problems. American Economic Review 89; No. 3, 473-500.
    • (1999) American Economic Review , vol.89 , Issue.3 , pp. 473-500
    • Kaminsky, G.1    Reinhart, C.2
  • 47
    • 0344124449 scopus 로고    scopus 로고
    • A regime-switching approach to the study of speculative attacks: A focus on EMS crisis
    • Martinez-Peria MS. 1998. A regime-switching approach to the study of speculative attacks: a focus on EMS crisis. World Bank Research Paper No. 2132.
    • (1998) World Bank Research Paper No. 2132
    • Martinez-Peria, M.S.1
  • 48
    • 0033175496 scopus 로고    scopus 로고
    • Contagion: Macroeconomic models with multiple equilibria
    • Masson P. 1998. Contagion: macroeconomic models with multiple equilibria. Journal of International Money and Finance 4: No. 18, 587-602.
    • (1998) Journal of International Money and Finance , vol.4 , Issue.18 , pp. 587-602
    • Masson, P.1
  • 49
    • 0001054430 scopus 로고    scopus 로고
    • Models of currency crises with self-fulfilling features
    • Obstfeld M. 1996. Models of currency crises with self-fulfilling features. European Economic Review. 40: 1037-1047.
    • (1996) European Economic Review , vol.40 , pp. 1037-1047
    • Obstfeld, M.1
  • 51
    • 0003230160 scopus 로고    scopus 로고
    • Who needs capital-account convertibility?
    • Essay in International Finance No. 207, Princeton University
    • Rodrik D. 1998. Who needs capital-account convertibility? In Should the IMF Pursue Capital-Account Convertibility? Essay in International Finance No. 207, Princeton University.
    • (1998) Should the IMF Pursue Capital-Account Convertibility?
    • Rodrik, D.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.