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Emerging Market Economies: The Aftermath of Volatility Contagion in a Selection of Three Financial Crises. (2004). Jaque, Felipe .
In: Working Papers Central Bank of Chile.
RePEc:chb:bcchwp:305.

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  1. Does the financial crisis affect distressed or constrained firms more heavily?. (2015). Alfranseder, Emanuel .
    In: Knut Wicksell Working Paper Series.
    RePEc:hhs:luwick:2015_004.

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  2. Efectos de las Crisis Anticipadas y No Anticipadas sobre El Contagio Financiero Internacional.. (2009). Watkins, Karen ; Lagunes, Mario .
    In: Panorama Económico.
    RePEc:ipn:panora:v:iv:y:2009:i:08:p:101-148.

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  3. General Equilibrium Models: An Overview. (2004). Schmidt-Hebbel, Klaus ; Chumacero, Romulo.
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:307.

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References

References cited by this document

  1. –––––, 1998, ‘What Happened to Asia’, mimeo, Massachusetts Institute of Technology, January.
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  2. –––––, 2000, ‘On Crises, Contagion and Confusion’, Journal of International Economics, Vol. 51, pp. 145-168.
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  3. Dooley, M.P., 1997, ‘A Model Crisis in Emerging Markets’, NBER Working Paper 6300, National Bureau of Economic Research, Cambridge, Massachusetts.

  4. Dornbusch, R. Y.C. Park and S. Claessens, 2000, ‘Contagion: Understanding How it Spreads’, The World Bank Research Observer, Vol. 15, No. 2, pp. 177-197.

  5. Edwards, S., 1998, ‘Interest Rate Volatility, Capital Controls and Contagion’, NBER Working Paper 6756, National Bureau of Economic Research, Cambridge, Massachusetts.

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  7. Engle, R. and V.K. Ng, 1993, ‘Measuring and Testing the Impact of News on Volatility’, Journal of Finance, Vol. 48, pp. 1749-1778.

  8. Engle, R., 1982, ‘Autorregresive Conditional Heteroskedasticity with Estimates of the Variance of United Kingdom Inflation’, Econometrica, Vol. 50, pp. 987-1001.
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  9. Flood, R.P. and P.M. Garber, 1984, ‘Collapsing Exchange Rate Regimes: Some Linear Examples’, Journal of International Economics, Vol. 16, pp. 1-13.

  10. Glosten, L., R. Jagannathan and D. Runkle, 1993, ‘On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks’, Journal of Finance, Vol. 48, pp. 1779-1801.

  11. Hernandez, L. and R., Valdés, 2001, ‘What Drives Contagion: Trade, Neighborhood, or Financial Links?’, International Review of Financial Analysis, Vol. 10, pp. 203-218.

  12. Jaque, F., and A. Rojas, 2003, ‘Determinants of the Chilean Sovereign Spread: Is it Purely Fundamentals?’, Money Affairs, Vol. XVI, N. 2, July-December 2003, CEMLA.

  13. Kaminsky, G. and C. Reinhart, 1999, ‘The Twin Crises: The Causes of Banking and Balance-ofPayments Problems’, The American Economic Review, Vol. 89, No. 3, pp. 473-500.

  14. Krugman, P., 1979, ‘A Model of Balance-of-Payments Crises’, Journal of Money, Credit and Banking, Vol. 11, No. 3, pp 311-325.

  15. Miller, M. and L. Zhang, 1999, ‘Creditor Panic, Asset Bubbles and Sharks: Three Views of the Asian Crisis’, Chapter 10 in U. Dadush et al. (eds.), Private Capital Flows in the Age of Globalization, pp. 222-240, Cheltenham, UK, E. Elgar, 2000.

  16. Radelet, S. and J. Sachs, 1998, ‘The Onset of the East Asian Financial Crisis’, mimeo, Harvard Institute for International Development, March.
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  17. Sachs, J. A. Tornell and A. Velasco, 1996, ‘The Mexican Peso Crisis: Sudden Death or Foretold Death’, Journal of International Economics, Symposium, 41, pp. 265-283.

  18. Sarno, L. and M. Taylor, 2002, ‘The Economics of Exchange Rates’, Cambridge University Press, Cambridge.
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  19. Sy, A., 2002, ‘Emerging Market Bond Spreads and Sovereign Credit Ratings: Reconciling Market Views with Economics Fundamentals’, Emerging Markets Review, Vol. 3, pp 380-408.

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