-
1
-
-
0000634811
-
Speculative attacks and models of balance of payments crises
-
Agenor P., Bhandari B., and Flood R. Speculative attacks and models of balance of payments crises. IMF Staff Papers 39 (1992) 357-394
-
(1992)
IMF Staff Papers
, vol.39
, pp. 357-394
-
-
Agenor, P.1
Bhandari, B.2
Flood, R.3
-
4
-
-
0035019757
-
Currency crises and monetary policy in an economy with credit constraints
-
Aghion P., Bacchetta P., and Banerjee A. Currency crises and monetary policy in an economy with credit constraints. European Economic Review 45 (2001) 1121-1150
-
(2001)
European Economic Review
, vol.45
, pp. 1121-1150
-
-
Aghion, P.1
Bacchetta, P.2
Banerjee, A.3
-
5
-
-
84977732409
-
Asset pricing and dual listing on foreign capital markets: a note
-
Alexander G., Eun C., and Janakiramanan S. Asset pricing and dual listing on foreign capital markets: a note. Journal of Finance 42 (1987) 151-158
-
(1987)
Journal of Finance
, vol.42
, pp. 151-158
-
-
Alexander, G.1
Eun, C.2
Janakiramanan, S.3
-
6
-
-
33748926270
-
Cross-border trading as a mechanism for capital flight: ADRs and the Argentine crisis
-
Auguste S., Dominguez K., Kamil H., and Tesar L. Cross-border trading as a mechanism for capital flight: ADRs and the Argentine crisis. Journal of Monetary Economics 53 (2006) 1259-1295
-
(2006)
Journal of Monetary Economics
, vol.53
, pp. 1259-1295
-
-
Auguste, S.1
Dominguez, K.2
Kamil, H.3
Tesar, L.4
-
7
-
-
0010122829
-
Liquidity provision and specialist trading in NYSE-listed non-U.S. stocks
-
Bacidore J., and Sofianos G. Liquidity provision and specialist trading in NYSE-listed non-U.S. stocks. Journal of Financial Economics 63 (2002) 133-158
-
(2002)
Journal of Financial Economics
, vol.63
, pp. 133-158
-
-
Bacidore, J.1
Sofianos, G.2
-
8
-
-
0001568702
-
Testing for and dating common breaks in multivariate time series
-
Bai J., Lumsdaine R., and Stock J. Testing for and dating common breaks in multivariate time series. Review of Economic Studies 65 (1998) 395-432
-
(1998)
Review of Economic Studies
, vol.65
, pp. 395-432
-
-
Bai, J.1
Lumsdaine, R.2
Stock, J.3
-
9
-
-
0039012092
-
Depositary receipts, country funds, and the peso crash: the intraday evidence
-
Bailey W., Chan K., and Chung P. Depositary receipts, country funds, and the peso crash: the intraday evidence. Journal of Finance 55 (2002) 2693-2717
-
(2002)
Journal of Finance
, vol.55
, pp. 2693-2717
-
-
Bailey, W.1
Chan, K.2
Chung, P.3
-
10
-
-
84993905064
-
Time-varying world market integration
-
Bekaert G., and Harvey C. Time-varying world market integration. Journal of Finance 50 (1995) 403-444
-
(1995)
Journal of Finance
, vol.50
, pp. 403-444
-
-
Bekaert, G.1
Harvey, C.2
-
12
-
-
0040212676
-
Foreign speculators and emerging equity markets
-
Bekaert G., and Harvey C. Foreign speculators and emerging equity markets. Journal of Finance 55 (2000) 565-613
-
(2000)
Journal of Finance
, vol.55
, pp. 565-613
-
-
Bekaert, G.1
Harvey, C.2
-
19
-
-
21844518860
-
Financial fragility: issues and policy implications
-
Calomiris C. Financial fragility: issues and policy implications. Journal of Financial Services Research 9 (1995) 241-257
-
(1995)
Journal of Financial Services Research
, vol.9
, pp. 241-257
-
-
Calomiris, C.1
-
20
-
-
0034035847
-
Rational contagion and the globalization of securities markets
-
Calvo G., and Mendoza E. Rational contagion and the globalization of securities markets. Journal of International Economics 51 (2000) 79-113
-
(2000)
Journal of International Economics
, vol.51
, pp. 79-113
-
-
Calvo, G.1
Mendoza, E.2
-
21
-
-
0039765357
-
Capital-market crises and economic collapse in emerging markets: an informational-frictions approach
-
Calvo G., and Mendoza E. Capital-market crises and economic collapse in emerging markets: an informational-frictions approach. American Economic Review 90 (2000) 59-64
-
(2000)
American Economic Review
, vol.90
, pp. 59-64
-
-
Calvo, G.1
Mendoza, E.2
-
22
-
-
70350303313
-
Count data models for financial data
-
Maddala G., and Rao C. (Eds), Elsevier
-
Cameron C., and Trivedi P. Count data models for financial data. In: Maddala G., and Rao C. (Eds). Handbook of Statistics vol. 14 (1996), Elsevier 363-392
-
(1996)
Handbook of Statistics
, vol.14
, pp. 363-392
-
-
Cameron, C.1
Trivedi, P.2
-
23
-
-
0041724286
-
Liquidity crises in emerging markets: theory and policy
-
Chang R., and Velasco A. Liquidity crises in emerging markets: theory and policy. NBER Macroeconomic Annual (1999) 11-58
-
(1999)
NBER Macroeconomic Annual
, pp. 11-58
-
-
Chang, R.1
Velasco, A.2
-
24
-
-
13844250448
-
Financial crises as herds: overturning the critiques
-
Chari V., and Kehoe P. Financial crises as herds: overturning the critiques. Journal of Economic Theory 119 (2004) 128-150
-
(2004)
Journal of Economic Theory
, vol.119
, pp. 128-150
-
-
Chari, V.1
Kehoe, P.2
-
25
-
-
33747358345
-
What matters for financial development? Capital controls, institutions, and interactions
-
Chinn M., and Ito H. What matters for financial development? Capital controls, institutions, and interactions. Journal of Development Economics 61 (2006) 163-192
-
(2006)
Journal of Development Economics
, vol.61
, pp. 163-192
-
-
Chinn, M.1
Ito, H.2
-
27
-
-
10444274180
-
The contagious effects of the Asian financial crisis: some evidence from ADR and country funds
-
Chung H. The contagious effects of the Asian financial crisis: some evidence from ADR and country funds. Journal of Multinational Financial Management 15 (2005) 67-84
-
(2005)
Journal of Multinational Financial Management
, vol.15
, pp. 67-84
-
-
Chung, H.1
-
29
-
-
0842312523
-
Does one Soros make a difference? A theory of currency crises with large and small traders
-
Corsetti G., Dasgupta A., Morris S., and Shin H. Does one Soros make a difference? A theory of currency crises with large and small traders. Review of Economic Studies 71 (2004) 87-113
-
(2004)
Review of Economic Studies
, vol.71
, pp. 87-113
-
-
Corsetti, G.1
Dasgupta, A.2
Morris, S.3
Shin, H.4
-
30
-
-
29544440587
-
Some contagion, some interdependence: more pitfalls in tests of financial contagion
-
Corsetti G., Pericoli M., and Sbracia M. Some contagion, some interdependence: more pitfalls in tests of financial contagion. Journal of International Money and Finance 24 (2005) 1177-1199
-
(2005)
Journal of International Money and Finance
, vol.24
, pp. 1177-1199
-
-
Corsetti, G.1
Pericoli, M.2
Sbracia, M.3
-
32
-
-
17644402658
-
Regionality revised: an examination of the direction of spread of currency crises
-
Yale University
-
Dasgupta A. Regionality revised: an examination of the direction of spread of currency crises. Working Paper (2000), Yale University
-
(2000)
Working Paper
-
-
Dasgupta, A.1
-
34
-
-
0037317053
-
A simple measure of the intensity of capital controls
-
Edison H., and Warnock F. A simple measure of the intensity of capital controls. Journal of Empirical Finance 10 (2003) 81-103
-
(2003)
Journal of Empirical Finance
, vol.10
, pp. 81-103
-
-
Edison, H.1
Warnock, F.2
-
36
-
-
0035648894
-
American depositary receipts - an analysis of international stock price movements
-
Ely D., and Salehizadeh M. American depositary receipts - an analysis of international stock price movements. International Review of Financial Analysis 10 (2001) 343-363
-
(2001)
International Review of Financial Analysis
, vol.10
, pp. 343-363
-
-
Ely, D.1
Salehizadeh, M.2
-
38
-
-
84944837552
-
International asset pricing under mild segmentation: theory and test
-
Errunza V., and Losq E. International asset pricing under mild segmentation: theory and test. Journal of Finance 40 (1985) 105-124
-
(1985)
Journal of Finance
, vol.40
, pp. 105-124
-
-
Errunza, V.1
Losq, E.2
-
40
-
-
0033970330
-
Self-fulfilling risk predictions: an application to speculative attacks
-
Flood R., and Marion N. Self-fulfilling risk predictions: an application to speculative attacks. Journal of International Economics 50 (2000) 245-268
-
(2000)
Journal of International Economics
, vol.50
, pp. 245-268
-
-
Flood, R.1
Marion, N.2
-
41
-
-
0002357241
-
The effects of market segmentation and investor recognition on asset prices: evidence from foreign stocks listing in the United States
-
Foerster S., and Karolyi A. The effects of market segmentation and investor recognition on asset prices: evidence from foreign stocks listing in the United States. Journal of Finance 54 (1999) 981-1014
-
(1999)
Journal of Finance
, vol.54
, pp. 981-1014
-
-
Foerster, S.1
Karolyi, A.2
-
42
-
-
56549091552
-
Multi-market trading and arbitrage
-
Fisher College of Business, Ohio State University
-
Gagnon L., and Karolyi A. Multi-market trading and arbitrage. Working Paper (2004), Fisher College of Business, Ohio State University
-
(2004)
Working Paper
-
-
Gagnon, L.1
Karolyi, A.2
-
45
-
-
0000660071
-
Another look at the role of the industrial structure of markets for international diversification strategies
-
Griffin J., and Karolyi A. Another look at the role of the industrial structure of markets for international diversification strategies. Journal of Financial Economics 50 (1998) 351-373
-
(1998)
Journal of Financial Economics
, vol.50
, pp. 351-373
-
-
Griffin, J.1
Karolyi, A.2
-
46
-
-
0001188867
-
On the impossibility of informationally efficient markets
-
Grossman S., and Stiglitz J. On the impossibility of informationally efficient markets. American Economic Review 70 (1980) 393-408
-
(1980)
American Economic Review
, vol.70
, pp. 393-408
-
-
Grossman, S.1
Stiglitz, J.2
-
48
-
-
21844487168
-
Predictable risk and return in emerging markets
-
Harvey C. Predictable risk and return in emerging markets. Review of Financial Studies 8 (1995) 773-816
-
(1995)
Review of Financial Studies
, vol.8
, pp. 773-816
-
-
Harvey, C.1
-
49
-
-
0002268752
-
Does industrial structure explain the benefits of international diversification?
-
Heston S., and Rouwenhorst G. Does industrial structure explain the benefits of international diversification?. Journal of Financial Economics 36 (1994) 3-27
-
(1994)
Journal of Financial Economics
, vol.36
, pp. 3-27
-
-
Heston, S.1
Rouwenhorst, G.2
-
50
-
-
0002899674
-
The stock price impact of overseas listings
-
Howe J., and Kelm K. The stock price impact of overseas listings. Financial Management 16 (1987) 51-56
-
(1987)
Financial Management
, vol.16
, pp. 51-56
-
-
Howe, J.1
Kelm, K.2
-
52
-
-
19944386908
-
What drives time variation in emerging market segmentation?
-
Hunter D. What drives time variation in emerging market segmentation?. Journal of Financial Research 28 (2005) 261-280
-
(2005)
Journal of Financial Research
, vol.28
, pp. 261-280
-
-
Hunter, D.1
-
54
-
-
68849113047
-
Currency crises: a perspective on recent theoretical developments
-
Princeton University
-
Jeanne O. Currency crises: a perspective on recent theoretical developments. Special Papers in International Economics No. 20 (2000), Princeton University
-
(2000)
Special Papers in International Economics No. 20
-
-
Jeanne, O.1
-
55
-
-
84944832612
-
Integration versus segmentation in the Canadian stock market
-
Jorion P., and Schwartz E. Integration versus segmentation in the Canadian stock market. Journal of Finance 41 (1986) 603-616
-
(1986)
Journal of Finance
, vol.41
, pp. 603-616
-
-
Jorion, P.1
Schwartz, E.2
-
56
-
-
17644385922
-
An examination of the Asian crisis: regime shifts in currency and equity markets
-
Kallberg J., Liu C., and Pasquariello P. An examination of the Asian crisis: regime shifts in currency and equity markets. Journal of Business, 78 (2005) 169-211
-
(2005)
Journal of Business
, vol.78
, pp. 169-211
-
-
Kallberg, J.1
Liu, C.2
Pasquariello, P.3
-
60
-
-
12144272491
-
Managers, investors, and crises: mutual fund strategies in emerging markets
-
Kaminsky G., Lyons R., and Schmukler S. Managers, investors, and crises: mutual fund strategies in emerging markets. Journal of International Economics 64 (2004) 113-134
-
(2004)
Journal of International Economics
, vol.64
, pp. 113-134
-
-
Kaminsky, G.1
Lyons, R.2
Schmukler, S.3
-
61
-
-
0003365819
-
Why do companies list shares abroad? A survey of the evidence and its managerial implications
-
Karolyi A. Why do companies list shares abroad? A survey of the evidence and its managerial implications. Financial Markets, Institutions & Money 7 (1998) 1-60
-
(1998)
Financial Markets, Institutions & Money
, vol.7
, pp. 1-60
-
-
Karolyi, A.1
-
62
-
-
32144464931
-
The world of cross-listings and cross-listings of the world: challenging conventional wisdom
-
Karolyi A. The world of cross-listings and cross-listings of the world: challenging conventional wisdom. Review of Finance 10 (2006) 99-152
-
(2006)
Review of Finance
, vol.10
, pp. 99-152
-
-
Karolyi, A.1
-
63
-
-
66049088654
-
Are financial assets priced locally or globally?
-
Constantinides G., Harris M., and Stulz R. (Eds), North-Holland
-
Karolyi A., and Stulz R. Are financial assets priced locally or globally?. In: Constantinides G., Harris M., and Stulz R. (Eds). Handbook of the Economics of Finance (2003), North-Holland
-
(2003)
Handbook of the Economics of Finance
-
-
Karolyi, A.1
Stulz, R.2
-
65
-
-
0036131943
-
Foreign portfolio investors before and during a crisis
-
Kim W., and Wei S. Foreign portfolio investors before and during a crisis. Journal of International Economics 56 (2002) 77-96
-
(2002)
Journal of International Economics
, vol.56
, pp. 77-96
-
-
Kim, W.1
Wei, S.2
-
66
-
-
0003151378
-
Transmission of volatility between stock markets
-
King M., and Wadhwani S. Transmission of volatility between stock markets. Review of Financial Studies 3 (1990) 5-33
-
(1990)
Review of Financial Studies
, vol.3
, pp. 5-33
-
-
King, M.1
Wadhwani, S.2
-
67
-
-
0013067956
-
A rational expectations model of financial contagion
-
Kodres L., and Pritsker M. A rational expectations model of financial contagion. Journal of Finance 57 (2002) 769-799
-
(2002)
Journal of Finance
, vol.57
, pp. 769-799
-
-
Kodres, L.1
Pritsker, M.2
-
69
-
-
0011366180
-
Contagion as a wealth effect
-
Kyle A., and Xiong W. Contagion as a wealth effect. Journal of Finance 56 (2001) 1401-1440
-
(2001)
Journal of Finance
, vol.56
, pp. 1401-1440
-
-
Kyle, A.1
Xiong, W.2
-
71
-
-
21344483941
-
Cross-sectional determinants of analysts' ratings of corporate disclosures
-
Lang M., and Lundholm R. Cross-sectional determinants of analysts' ratings of corporate disclosures. Journal of Accounting Research 31 (1993) 246-271
-
(1993)
Journal of Accounting Research
, vol.31
, pp. 246-271
-
-
Lang, M.1
Lundholm, R.2
-
73
-
-
0242534354
-
The economic consequences of increased disclosure
-
Leuz C., and Verrecchia R. The economic consequences of increased disclosure. Journal of Accounting Research 38 (2000) 91-124
-
(2000)
Journal of Accounting Research
, vol.38
, pp. 91-124
-
-
Leuz, C.1
Verrecchia, R.2
-
74
-
-
1342333129
-
The price of inconvertible deposits: the stock market boom during the Argentine crisis
-
Levy Yeyati E., Schmukler S., and Van Horen N. The price of inconvertible deposits: the stock market boom during the Argentine crisis. Economic Letters 83 (2004) 7-13
-
(2004)
Economic Letters
, vol.83
, pp. 7-13
-
-
Levy Yeyati, E.1
Schmukler, S.2
Van Horen, N.3
-
75
-
-
0038845431
-
Rationality and analysts' forecast bias
-
Lim T. Rationality and analysts' forecast bias. Journal of Finance 56 (2001) 369-385
-
(2001)
Journal of Finance
, vol.56
, pp. 369-385
-
-
Lim, T.1
-
76
-
-
0031616581
-
Did markets react efficiently to the 1994 Mexican peso crisis? Evidence from Mexican ADRs
-
Mathur I., Gleason K., and Singh M. Did markets react efficiently to the 1994 Mexican peso crisis? Evidence from Mexican ADRs. Journal of Multinational Financial Management 8 (1998) 39-48
-
(1998)
Journal of Multinational Financial Management
, vol.8
, pp. 39-48
-
-
Mathur, I.1
Gleason, K.2
Singh, M.3
-
77
-
-
0141576736
-
A stock market boom during a financial crisis? ADRs and capital outflows in Argentina
-
Melvin M. A stock market boom during a financial crisis? ADRs and capital outflows in Argentina. Economic Letters 81 (2003) 129-136
-
(2003)
Economic Letters
, vol.81
, pp. 129-136
-
-
Melvin, M.1
-
79
-
-
0001373089
-
The information content of stock markets: why do emerging markets have synchronous stock price movements?
-
Morck R., Yeung B., and Yu W. The information content of stock markets: why do emerging markets have synchronous stock price movements?. Journal of Financial Economics 58 (2000) 215-260
-
(2000)
Journal of Financial Economics
, vol.58
, pp. 215-260
-
-
Morck, R.1
Yeung, B.2
Yu, W.3
-
80
-
-
0002216005
-
The global capital market: benefactor or menace
-
Obstfeld M. The global capital market: benefactor or menace. Journal of Economic Perspectives 12 (1998) 9-30
-
(1998)
Journal of Economic Perspectives
, vol.12
, pp. 9-30
-
-
Obstfeld, M.1
-
81
-
-
34848870960
-
Recovery and sustainability in East Asia
-
Dooley M., and Frankel J. (Eds), University of Chicago Press
-
Park Y., and Lee J. Recovery and sustainability in East Asia. In: Dooley M., and Frankel J. (Eds). Managing Currency Crises in Emerging Markets (2003), University of Chicago Press 275-320
-
(2003)
Managing Currency Crises in Emerging Markets
, pp. 275-320
-
-
Park, Y.1
Lee, J.2
-
82
-
-
33847646358
-
Imperfect competition, information heterogeneity, and financial contagion
-
Pasquariello P. Imperfect competition, information heterogeneity, and financial contagion. Review of Financial Studies 20 (2007) 391-426
-
(2007)
Review of Financial Studies
, vol.20
, pp. 391-426
-
-
Pasquariello, P.1
-
85
-
-
0002804887
-
An empirical test of the efficiency of the ADR market
-
Rosenthal L. An empirical test of the efficiency of the ADR market. Journal of Banking and Finance 7 (1983) 17-29
-
(1983)
Journal of Banking and Finance
, vol.7
, pp. 17-29
-
-
Rosenthal, L.1
-
86
-
-
0003334402
-
Real and pseudo-financial crises
-
Capie F., and Wood G. (Eds), St. Martins Press
-
Schwartz A. Real and pseudo-financial crises. In: Capie F., and Wood G. (Eds). Financial Crises and the World Banking System (1986), St. Martins Press 11-31
-
(1986)
Financial Crises and the World Banking System
, pp. 11-31
-
-
Schwartz, A.1
-
87
-
-
0002610771
-
Why not diversify internationally rather than domestically?
-
Solnik B. Why not diversify internationally rather than domestically?. Financial Analyst Journal 30 (1974) 48-54
-
(1974)
Financial Analyst Journal
, vol.30
, pp. 48-54
-
-
Solnik, B.1
-
88
-
-
0002846733
-
International financial crises: causes, prevention, and cures
-
Summers L. International financial crises: causes, prevention, and cures. American Economic Review Papers and Proceedings 90 (2000) 1-16
-
(2000)
American Economic Review Papers and Proceedings
, vol.90
, pp. 1-16
-
-
Summers, L.1
-
90
-
-
0028834583
-
U.S. equity investment in emerging stock markets. World Bank Economic Review
-
Tesar L., and Werner I. U.S. equity investment in emerging stock markets. World Bank Economic Review 9 (1995) 109-130
-
(1995)
, vol.9
, pp. 109-130
-
-
Tesar, L.1
Werner, I.2
-
91
-
-
0346495396
-
American depositary receipts: an overview
-
Velli J. American depositary receipts: an overview. Fordham International Law Journal 17 (1994) 38-57
-
(1994)
Fordham International Law Journal
, vol.17
, pp. 38-57
-
-
Velli, J.1
-
92
-
-
84993052892
-
An examination of international equity markets using American depositary receipts
-
Webb S., O, cer D., and Boyd B. An examination of international equity markets using American depositary receipts. Journal of Business Finance and Accounting 22 (1995) 415-430
-
(1995)
Journal of Business Finance and Accounting
, vol.22
, pp. 415-430
-
-
Webb, S.1
Ocer, D.2
Boyd, B.3
-
93
-
-
12344298750
-
Asymmetric price movements and borrowing constraints: a REE model of crisis, contagion, and confusion
-
Yuan K. Asymmetric price movements and borrowing constraints: a REE model of crisis, contagion, and confusion. Journal of Finance 60 (2005) 379-411
-
(2005)
Journal of Finance
, vol.60
, pp. 379-411
-
-
Yuan, K.1
-
94
-
-
33645072225
-
Information uncertainty and stock returns
-
Zhang F. Information uncertainty and stock returns. Journal of Finance 61 (2006) 105-137
-
(2006)
Journal of Finance
, vol.61
, pp. 105-137
-
-
Zhang, F.1
|