-
1
-
-
0042788858
-
A new approach to measuring financial contagion
-
Bae, K-H, GA Karolyi and RM Stulz (2003). A new approach to measuring financial contagion. Review of Financial Studies, 16(3), 717-763.
-
(2003)
Review of Financial Studies
, vol.16
, Issue.3
, pp. 717-763
-
-
Bae, K.-H.1
Karolyi, G.A.2
Stulz, R.M.3
-
2
-
-
0002428258
-
Capital flows to Latin America: Is there evidence of contagion effects?
-
GA Calvo, M Goldstein and E Hochreiter (eds.). Washington, DC: Institute for International Economics
-
Calvo, GA and CM Reinhart (1996). Capital flows to Latin America: Is there evidence of contagion effects? In Private Capital Flows to Emerging Markets After the Mexican Crisis, GA Calvo, M Goldstein and E Hochreiter (eds.). Washington, DC: Institute for International Economics, pp. 151-171.
-
(1996)
Private Capital Flows to Emerging Markets After the Mexican Crisis
, pp. 151-171
-
-
Calvo, G.A.1
Reinhart, C.M.2
-
3
-
-
0041724286
-
Liquidity crises in emerging markets: Theory and policy
-
Chang, R. and A Velasco (1999). Liquidity crises in emerging markets: Theory and policy. NBER Macroeconomic Annual, 14, 11-78.
-
(1999)
NBER Macroeconomic Annual
, vol.14
, pp. 11-78
-
-
Chang, R.1
Velasco, A.2
-
4
-
-
0042887742
-
Capital account liberalization, institutions and financial development: Cross country evidence
-
NBER Working Paper No. 8967
-
Chinn, M and H Ito (2002). Capital account liberalization, institutions and financial development: Cross country evidence. NBER Working Paper No. 8967.
-
(2002)
-
-
Chinn, M.1
Ito, H.2
-
5
-
-
0043049152
-
Correlation analysis of financial contagion: What one should know before running a test
-
Yale Economic Growth Center Working Paper No. 822
-
Corsetti, G, M Pericoli and M Sbracia (2001). Correlation analysis of financial contagion: What one should know before running a test. Yale Economic Growth Center Working Paper No. 822.
-
(2001)
-
-
Corsetti, G.1
Pericoli, M.2
Sbracia, M.3
-
6
-
-
0032774165
-
Paper tigers? A model of the Asian crisis
-
Corsetti, G, P Pesenti and N Roubini (1999). Paper tigers? A model of the Asian crisis. European Economic Review, 43(7), 1211-1236.
-
(1999)
European Economic Review
, vol.43
, Issue.7
, pp. 1211-1236
-
-
Corsetti, G.1
Pesenti, P.2
Roubini, N.3
-
7
-
-
0033659393
-
Contagion: Understanding how it spreads
-
Dornbusch, R, CP Young and S Claessens (2000). Contagion: Understanding how it spreads. World Bank Research Observer, 15(2), 177-197.
-
(2000)
World Bank Research Observer
, vol.15
, Issue.2
, pp. 177-197
-
-
Dornbusch, R.1
Young, C.P.2
Claessens, S.3
-
8
-
-
0037317053
-
A simple measure of the intensity of capital controls
-
Edison, HJ and FE Warnock (2003). A simple measure of the intensity of capital controls. Journal of Empirical Finance. 10(1), 81-103.
-
(2003)
Journal of Empirical Finance
, vol.10
, Issue.1
, pp. 81-103
-
-
Edison, H.J.1
Warnock, F.E.2
-
9
-
-
0003562137
-
Interest rate volatility, capital controls and contagion
-
NBER Working Paper No. 6756
-
Edwards, S (1998). Interest rate volatility, capital controls and contagion. NBER Working Paper No. 6756.
-
(1998)
-
-
Edwards, S.1
-
10
-
-
0030524350
-
Contagious currency crises: First tests
-
Eichengreen, B, AK Rose and C Wyplosz (1997). Contagious currency crises: First tests. Scandinavian Journal of Economics, 98(4), 463-484.
-
(1997)
Scandinavian Journal of Economics
, vol.98
, Issue.4
, pp. 463-484
-
-
Eichengreen, B.1
Rose, A.K.2
Wyplosz, C.3
-
11
-
-
33745571161
-
Collapsing exchange rate regimes: Some linear examples
-
Flood, RP and P Garber (1984). Collapsing exchange rate regimes: Some linear examples. Journal of International Economics, 17(1), 1-13.
-
(1984)
Journal of International Economics
, vol.17
, Issue.1
, pp. 1-13
-
-
Flood, R.1
Garber, P.P.2
-
12
-
-
0001462272
-
Collapsing exchange rate regimes: Another linear example
-
Flood, RP, P Garber and C Kramer (1996). Collapsing exchange rate regimes: Another linear example. Journal of International Economics, 41(3-4), 223-234.
-
(1996)
Journal of International Economics
, vol.41
, Issue.3-4
, pp. 223-234
-
-
Flood, R.P.1
Garber, P.2
Kramer, C.3
-
13
-
-
0003502777
-
Speculative attacks: Fundamentals and self-fulfilling prophecies
-
NBER Working Paper No. 5789
-
Flood, RP and NP Marion (1996). Speculative attacks: Fundamentals and self-fulfilling prophecies. NBER Working Paper No. 5789.
-
(1996)
-
-
Flood, R.P.1
Marion, N.P.2
-
15
-
-
0006602371
-
Measuring contagion: Conceptual and empirical issues in International Financial Contagion
-
S. Claessens and K. Forbes (eds.). Dordrecht, Holland: Kluwer Academic
-
Forbes, K and R Rigobon (2001). Measuring contagion: Conceptual and empirical issues in International Financial Contagion, S. Claessens and K. Forbes (eds.). Dordrecht, Holland: Kluwer Academic.
-
(2001)
-
-
Forbes, K.1
Rigobon, R.2
-
16
-
-
0003350474
-
No contagion, only interdependence: Measuring stock market co-movements
-
Forbes, K and R Rigobon (2002). No contagion, only interdependence: Measuring stock market co-movements. Journal of Finance, 57(5), 2223-2261.
-
(2002)
Journal of Finance
, vol.57
, Issue.5
, pp. 2223-2261
-
-
Forbes, K.1
Rigobon, R.2
-
17
-
-
0033173977
-
Contagion and trade: Why are currency crises regional?
-
Glick, R and AK Rose (1999). Contagion and trade: Why are currency crises regional? Journal of International Money and Finance, 4(18), 603-617.
-
(1999)
Journal of International Money and Finance
, vol.4
, Issue.18
, pp. 603-617
-
-
Glick, R.1
Rose, A.K.2
-
18
-
-
0000351727
-
Investigating causal relations by econometric models and cross-spectral methods
-
Granger, CWJ (1969). Investigating causal relations by econometric models and cross-spectral methods. Econometrica, 37(3), 424-438.
-
(1969)
Econometrica
, vol.37
, Issue.3
, pp. 424-438
-
-
Granger, C.W.J.1
-
19
-
-
0001698432
-
Correlations in price changes and volatility across international stock markets
-
Hamao, Y, RW Masulis and V Ng (1990). Correlations in price changes and volatility across international stock markets. Review of Financial Studies, 3(2), 281-307.
-
(1990)
Review of Financial Studies
, vol.3
, Issue.2
, pp. 281-307
-
-
Hamao, Y.1
Masulis, R.W.2
Ng, V.3
-
20
-
-
0003676925
-
World Economic Outlook: International Financial Contagion
-
International Monetary Fund Washington, DC: IMF
-
International Monetary Fund (1999). World Economic Outlook: International Financial Contagion, Washington, DC: IMF.
-
(1999)
-
-
-
21
-
-
0003518334
-
International Financial Statistics CD-ROM
-
International Monetary Fund Washington, DC: IMF
-
International Monetary Fund (2000). International Financial Statistics CD-ROM, Washington, DC: IMF.
-
(2000)
-
-
-
22
-
-
0004310182
-
-
International Monetary Fund (various years). Washington, DC: IMF
-
International Monetary Fund (various years). Direction of Trade Statistics Yearbook, Washington, DC: IMF.
-
Direction of Trade Statistics Yearbook
-
-
-
23
-
-
0000966965
-
A model of balance of payments crises
-
Krugman, P (1979). A model of balance of payments crises. Journal of Money, Credit and Banking, 11(3), 311-325.
-
(1979)
Journal of Money, Credit and Banking
, vol.11
, Issue.3
, pp. 311-325
-
-
Krugman, P.1
-
24
-
-
0002541610
-
Rational and self-fulfilling balance of payments crises
-
Obstfeld, M (1986). Rational and self-fulfilling balance of payments crises. American Economic Review, 76(1), 72-81.
-
(1986)
American Economic Review
, vol.76
, Issue.1
, pp. 72-81
-
-
Obstfeld, M.1
-
25
-
-
0000607358
-
The logic of currency crises
-
(Bank of France)
-
Obstfeld, M (1994). The logic of currency crises. Cahiers Economiques et Monetaires, 43 (Bank of France), 189-213.
-
(1994)
Cahiers Economiques et Monetaires
, vol.43
, pp. 189-213
-
-
Obstfeld, M.1
-
26
-
-
0032219575
-
Generalized impulse response analysis in linear multivariate models
-
Pesaran, MH and Y Shin (1998). Generalized impulse response analysis in linear multivariate models. Economics Letters, 58(1), 17-29.
-
(1998)
Economics Letters
, vol.58
, Issue.1
, pp. 17-29
-
-
Pesaran, M.H.1
Shin, Y.2
-
27
-
-
77956888124
-
Testing for a unit root in time series regression
-
Phillips, PCB and P Perron (1988). Testing for a unit root in time series regression. Biometrica, 75, 335-346.
-
(1988)
Biometrica
, vol.75
, pp. 335-346
-
-
Phillips, P.C.B.1
Perron, P.2
-
28
-
-
4744375946
-
Taking stock at the new millennium: A study of twelve stock markets
-
Poon, S-H and H Lin (2001). Taking stock at the new millennium: A study of twelve stock markets. Managerial Finance, 27(1-2), 62-81.
-
(2001)
Managerial Finance
, vol.27
, Issue.1-2
, pp. 62-81
-
-
Poon, S.-H.1
Lin, H.2
-
29
-
-
21344491691
-
Entry barriers and price movements between major and emerging stock markets
-
Rogers, J (1994). Entry barriers and price movements between major and emerging stock markets. Journal of Macroeconomics, 16(2), 221-241.
-
(1994)
Journal of Macroeconomics
, vol.16
, Issue.2
, pp. 221-241
-
-
Rogers, J.1
-
30
-
-
0000997472
-
Maeroeconomics and reality
-
Sims, C (1980). Maeroeconomics and reality. Econometrica, 48(1), 1-48.
-
(1980)
Econometrica
, vol.48
, Issue.1
, pp. 1-48
-
-
Sims, C.1
|