Location via proxy:   [ UP ]  
[Report a bug]   [Manage cookies]                
create a website

Contagious Currency Crises. (1996). Wyplosz, Charles ; Rose, Andrew ; Eichengreen, Barry.
In: NBER Working Papers.
RePEc:nbr:nberwo:5681.

Full description at Econpapers || Download paper

Cited: 856

Citations received by this document

Cites: 30

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. The Shock Absorbing Role of Cross-border Investments: Net Positions Versus Currency Composition. (2024). Schmitz, Martin ; Demirolmez, Beren ; Benetrix, Agustin.
    In: Open Economies Review.
    RePEc:kap:openec:v:35:y:2024:i:2:d:10.1007_s11079-023-09728-3.

    Full description at Econpapers || Download paper

  2. Risk contagion in financial markets: A systematic review using bibliometric methods. (2024). Zhou, Yunyan ; Zhai, Lili ; Su, Fei ; Wang, Feifan ; Zhuang, Zixi.
    In: Australian Economic Papers.
    RePEc:bla:ausecp:v:63:y:2024:i:1:p:163-199.

    Full description at Econpapers || Download paper

  3. Crisis transmission degree measurement under crisis propagation model. (2023). Jilani, Faouzi ; Hallara, Slaheddine ; Bedoui-Belghith, Imen.
    In: SN Business & Economics.
    RePEc:spr:snbeco:v:3:y:2023:i:1:d:10.1007_s43546-022-00361-9.

    Full description at Econpapers || Download paper

  4. Improving the entrepreneurial ability of rural migrant workers returning home in China: Study based on 5,675 questionnaires. (2023). Liu, Pengling ; Zhou, Yuqi ; Lu, Yan.
    In: Palgrave Communications.
    RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-023-01663-5.

    Full description at Econpapers || Download paper

  5. Economic policy uncertainty and exchange market pressure in Nigeria: a quantile regression analysis. (2023). Adeyemi, Francis Olayinka ; Adedokun, Adeniyi Jimmy ; Falayi, Olabusuyi Rufus ; Kumeka, Terver Theophilus.
    In: International Journal of Sustainable Economy.
    RePEc:ids:ijsuse:v:15:y:2023:i:2:p:135-166.

    Full description at Econpapers || Download paper

  6. External financing risks: How important is the composition of the international investment position?. (2023). Rabanal, Pau ; Hannan, Swarnali Ahmed ; Cubeddu, Luis.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560622001759.

    Full description at Econpapers || Download paper

  7. A new view of risk contagion by decomposition of dependence structure: Empirical analysis of Sino-US stock markets. (2023). Lu, Xin ; Luan, Xin ; Zheng, Yanting ; Liu, Jiaming.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004362.

    Full description at Econpapers || Download paper

  8. Volatility spillover across Chinese carbon markets: Evidence from quantile connectedness method. (2023). Peculea, Adelina Dumitrescu ; Huang, Chia-Yun ; Li, Yameng.
    In: Energy Economics.
    RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000403.

    Full description at Econpapers || Download paper

  9. Frequency heterogeneity of tail connectedness: Evidence from global stock markets. (2023). Xu, Huiling ; Zhu, Zhican ; Lu, Haisong ; Jian, Zhihong.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001669.

    Full description at Econpapers || Download paper

  10. How to foresee crises? A new synthetic index of vulnerabilities for emerging economies. (2023). Molina, Luis ; Alonso-Alvarez, Irma.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001165.

    Full description at Econpapers || Download paper

  11. Financial Contagion in a Two?Country Model. (2022). Matsuoka, Tarishi.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:54:y:2022:i:7:p:2149-2172.

    Full description at Econpapers || Download paper

  12. Political environment and financial crises. (2022). Wood, Justine ; Castro, Vitor ; Nguyen, Thanh C.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:27:y:2022:i:1:p:417-438.

    Full description at Econpapers || Download paper

  13. From Health Crisis to Financial Distress. (2022). Reinhart, Carmen.
    In: IMF Economic Review.
    RePEc:pal:imfecr:v:70:y:2022:i:1:d:10.1057_s41308-021-00152-6.

    Full description at Econpapers || Download paper

  14. Early warning systems using dynamic factor models: An application to Asian economies. (2022). Villafuerte, James ; Truck, Stefan ; Sheen, Jeffrey ; Truong, Chi.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:58:y:2022:i:c:s1572308921000450.

    Full description at Econpapers || Download paper

  15. The determinants of Asian banking crises—Application of the panel threshold logit model. (2022). Hsu, Hsinghua ; Shen, Chunghua.
    In: International Review of Finance.
    RePEc:bla:irvfin:v:22:y:2022:i:1:p:248-277.

    Full description at Econpapers || Download paper

  16. .

    Full description at Econpapers || Download paper

  17. .

    Full description at Econpapers || Download paper

  18. .

    Full description at Econpapers || Download paper

  19. From Health Crisis to Financial Distress. (2021). Reinhart, Carmen.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:9616.

    Full description at Econpapers || Download paper

  20. Financial Contagion During the Covid-19 Pandemic: A Wavelet-Copula-GARCH Approach.. (2021). Zanetti Chini, Emilio ; Canepa, Alessandra ; Alqaralleh, Huthaifa.
    In: Department of Economics and Statistics Cognetti de Martiis. Working Papers.
    RePEc:uto:dipeco:202110.

    Full description at Econpapers || Download paper

  21. The shock absorbing role of cross-border investments: net positions versus currency composition. (2021). Schmitz, Martin ; Demirölmez, Beren ; Bénétrix, Agustín.
    In: Trinity Economics Papers.
    RePEc:tcd:tcduee:tep0421.

    Full description at Econpapers || Download paper

  22. Global Financial Crisis: Economic and Social Impact. (2021). Mihai, Eleodor-Alin ; Scarlat, Corina-Florentina.
    In: Ovidius University Annals, Economic Sciences Series.
    RePEc:ovi:oviste:v:xxi:y:2021:i:2:p:493-499.

    Full description at Econpapers || Download paper

  23. Commodity prices and banking crises. (2021). Presbitero, Andrea ; Eberhardt, Markus.
    In: Discussion Papers.
    RePEc:not:notcfc:2021/02.

    Full description at Econpapers || Download paper

  24. International Capital Flows and Extreme Exchange Market Pressure: Evidence from Emerging Market Economies. (2021). Chia, Wai-Mun ; Wang, Wei-Siang ; Tan, Sook-Rei.
    In: Open Economies Review.
    RePEc:kap:openec:v:32:y:2021:i:3:d:10.1007_s11079-020-09599-y.

    Full description at Econpapers || Download paper

  25. Friend or Foe? Cross-Border Links, Contagious Banking Crises, and Joint Use of Macroprudential Policies. (2021). Lu, Jing ; Kodres, Laura E ; Mo, Seung.
    In: Journal of Financial Services Research.
    RePEc:kap:jfsres:v:60:y:2021:i:1:d:10.1007_s10693-021-00349-w.

    Full description at Econpapers || Download paper

  26. Foreign exchange market pressure and stock market dynamics in emerging Asia. (2021). Hegerty, Scott ; Ali, Abid ; Aftab, Muhammad.
    In: International Economics and Economic Policy.
    RePEc:kap:iecepo:v:18:y:2021:i:4:d:10.1007_s10368-021-00501-w.

    Full description at Econpapers || Download paper

  27. Cyclical Patterns of Systemic Risk Metrics: Cross-Country Analysis. (2021). Schmidt, Tomas Dutra ; Iossifov, Plamen K.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2021/028.

    Full description at Econpapers || Download paper

  28. Stock market comovements: Evidence from the COVID-19 pandemic. (2021). Zehri, Chokri.
    In: The Journal of Economic Asymmetries.
    RePEc:eee:joecas:v:24:y:2021:i:c:s1703494921000335.

    Full description at Econpapers || Download paper

  29. Spatial financial contagion during the COVID-19 outbreak: Local correlation approach. (2021). Garfatta, Riadh ; Zorgati, Imen.
    In: The Journal of Economic Asymmetries.
    RePEc:eee:joecas:v:24:y:2021:i:c:s1703494921000281.

    Full description at Econpapers || Download paper

  30. The transmission of global monetary and credit shocks on exchange market pressure in emerging markets and developing economies. (2021). Keefe, Helena Glebocki.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:72:y:2021:i:c:s1042443121000391.

    Full description at Econpapers || Download paper

  31. Endogenous corporate leverage response to a safer macro environment: The case of foreign exchange reserve accumulation. (2021). Wei, Shang-Jin ; Tong, Hui.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:132:y:2021:i:c:s0022199621000799.

    Full description at Econpapers || Download paper

  32. Commodity prices and banking crises. (2021). Presbitero, Andrea F ; Eberhardt, Markus.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:131:y:2021:i:c:s0022199621000519.

    Full description at Econpapers || Download paper

  33. A model of delegation with a VaR constraint. (2021). Qiu, Zhigang ; Wang, Hefei ; Li, AO ; Jiang, Ying ; Guo, Rui.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:42:y:2021:i:c:s1544612320317098.

    Full description at Econpapers || Download paper

  34. Output Losses from Currency Crises and the Role of Central Bank. (2021). Yazdani, Mahdi ; Nikzad, Mohammad.
    In: Journal of Central Banking Theory and Practice.
    RePEc:cbk:journl:v:10:y:2021:i:3:p:79-97.

    Full description at Econpapers || Download paper

  35. The impact of foreign capital flows on long?term interest rates in emerging and advanced economies. (2021). Inoguchi, Masahiro.
    In: Review of International Economics.
    RePEc:bla:reviec:v:29:y:2021:i:2:p:268-295.

    Full description at Econpapers || Download paper

  36. Welfare costs of bilateral currency crises: The role of international trade. (2021). YILMAZKUDAY, HAKAN.
    In: International Finance.
    RePEc:bla:intfin:v:24:y:2021:i:1:p:119-131.

    Full description at Econpapers || Download paper

  37. Capital account liberalisation in India: Volatility of capital flows and selective policy issues. (2021). Kubendran, N ; Jaiswal, Shivangi.
    In: Theoretical and Applied Economics.
    RePEc:agr:journl:v:1(626):y:2021:i:1(626):p:201-218.

    Full description at Econpapers || Download paper

  38. Shift‐contagion in energy markets and global crisis. (2020). Mili, Mehdi ; Teulon, Frederic ; Sahut, Jeanmichel.
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:39:y:2020:i:5:p:725-736.

    Full description at Econpapers || Download paper

  39. Global financial crisis and multiscale systematic risk: Evidence from selected European stock markets. (2020). Hasan, Mohammad S ; Alexandridis, Antonios K.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:25:y:2020:i:4:p:518-546.

    Full description at Econpapers || Download paper

  40. Investigating liquidity constraints as a channel of contagion: a regime switching approach. (2020). Shijin, Santhakumar ; Sruthi, Rajan.
    In: Financial Innovation.
    RePEc:spr:fininn:v:6:y:2020:i:1:d:10.1186_s40854-020-00185-2.

    Full description at Econpapers || Download paper

  41. Iluzii financiare, Partea întâi. (2020). Stefanescu, Rzvan ; Dumitriu, Ramona.
    In: MPRA Paper.
    RePEc:pra:mprapa:101201.

    Full description at Econpapers || Download paper

  42. Are Corporate Bond Defaults Contagious across Sectors?. (2020). Ellis, Colin.
    In: IJFS.
    RePEc:gam:jijfss:v:8:y:2020:i:1:p:1-:d:305922.

    Full description at Econpapers || Download paper

  43. Welfare Costs of Bilateral Currency Crises: The Role of International Trade. (2020). YILMAZKUDAY, HAKAN.
    In: Working Papers.
    RePEc:fiu:wpaper:2010.

    Full description at Econpapers || Download paper

  44. Crisis transmission: Visualizing vulnerability. (2020). Volkov, Vladimir ; Islam, Raisul ; Dungey, Mardi.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:59:y:2020:i:c:s0927538x19302665.

    Full description at Econpapers || Download paper

  45. Together or apart? The relationship between currency and banking crises. (2020). Karataş, Bilge.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:119:y:2020:i:c:s0378426619302067.

    Full description at Econpapers || Download paper

  46. Examining stress in Asian currencies: A perspective offered by high frequency financial market data. (2020). Treepongkaruna, Sirimon ; Matei, Marius ; Dungey, Mardi.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:67:y:2020:i:c:s1042443120300846.

    Full description at Econpapers || Download paper

  47. Not the usual suspects: Critical indicators in a dollarized countrys Financial Stress Index. (2020). El Hariri, Sadika ; Dagher, Leila ; Ishrakieh, Layal Mansour.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318307451.

    Full description at Econpapers || Download paper

  48. Does Bitcoin behave as a currency?: A standard monetary model approach. (2020). Wong, Andrew ; Chau, Po-Hon ; Lo, Chi-Fai ; Hui, Cho-Hoi.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:70:y:2020:i:c:s1057521920301629.

    Full description at Econpapers || Download paper

  49. Una aproximación a los determinantes de acumulación de reservas internacionales en economías emergentes. (2020). Porras-Alarcon, Cristian Camilo.
    In: Borradores de Economia.
    RePEc:bdr:borrec:1126.

    Full description at Econpapers || Download paper

  50. A wavelet analysis of inter-dependence, contagion and long memory among global equity markets. (2020). Bhandari, Avishek.
    In: Papers.
    RePEc:arx:papers:2003.14110.

    Full description at Econpapers || Download paper

  51. Empirics of currency crises: A duration analysis approach. (2019). Voia, Marcel ; Karimi, Mohammad.
    In: Review of Financial Economics.
    RePEc:wly:revfec:v:37:y:2019:i:3:p:428-449.

    Full description at Econpapers || Download paper

  52. Impact of credit rating agencies on European Banking stock prices: Is the recognition of credit rating agency important?. (2019). chodnicka -Jaworska, Patrycja ; Chodnicka-Jaworska, Patrycja.
    In: Faculty of Management Working Paper Series.
    RePEc:sgm:fmuwwp:42019.

    Full description at Econpapers || Download paper

  53. The Chinese and The Big Three Credit Rating Agencies – their impact on stock prices. (2019). Jaworski, Piotr ; Jaworska, Patrycja Chodnicka.
    In: Faculty of Management Working Paper Series.
    RePEc:sgm:fmuwwp:22019.

    Full description at Econpapers || Download paper

  54. Determinants of currency crises in the Republic of Serbia. (2019). Markovia, Milan ; Marjanovia, Ivana.
    In: Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics.
    RePEc:rfe:zbefri:v:37:y:2019:i:1:p:191-212.

    Full description at Econpapers || Download paper

  55. Endogenous Corporate Leverage Response to a Safer Macro Environment: The Case of Foreign Exchange Reserve Accumulation. (2019). Wei, Shang-Jin ; Tong, Hui.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:26545.

    Full description at Econpapers || Download paper

  56. The Effect of Derivative Instruments on the Contagion of Stock Markets in Developing Countries. (2019). Nabavi, Nasim ; Rasekhi, Saeed.
    In: Journal of Money and Economy.
    RePEc:mbr:jmonec:v:14:y:2019:i:4:p:475-494.

    Full description at Econpapers || Download paper

  57. EFFECTIVENESS OF EARLY WARNING MODELS: A CRITICAL REVIEW AND NEW AGENDA FOR FUTURE DIRECTION. (2019). Prabheesh, K P ; Padhan, Rakesh.
    In: Bulletin of Monetary Economics and Banking.
    RePEc:idn:journl:v:22:y:2019:i:4d:p:457-484.

    Full description at Econpapers || Download paper

  58. How to Design More Sustainable Financial Systems: The Roles of Environmental, Social, and Governance Factors in the Decision-Making Process. (2019). Bk, Iwona ; Filipiak, Beata Zofia ; Ziolo, Magdalena ; Cheba, Katarzyna.
    In: Sustainability.
    RePEc:gam:jsusta:v:11:y:2019:i:20:p:5604-:d:275500.

    Full description at Econpapers || Download paper

  59. Contagion and bond pricing: The case of the ASEAN region. (2019). Abid, Ilyes ; Guesmi, Khaled ; Goutte, Stephane ; Dhaoui, Abderrazak.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:47:y:2019:i:c:p:371-385.

    Full description at Econpapers || Download paper

  60. Financial contagion analysis in frontier markets: Evidence from the US subprime and the Eurozone debt crises. (2019). Vieira, Isabel ; Ferreira, Paulo ; Mohti, Wahbeeah ; Dionisio, Andreia.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:525:y:2019:i:c:p:1388-1398.

    Full description at Econpapers || Download paper

  61. Day-of-the-week effects in financial contagion. (2019). Gebka, Bartosz ; Anderson, Robert ; Sewraj, Deeya.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:28:y:2019:i:c:p:221-226.

    Full description at Econpapers || Download paper

  62. A systematic review of sovereign connectedness on emerging economies. (2019). Gonzalez-Urteaga, Ana ; Diaz-Mendoza, Ana Carmen ; Ballester, Laura.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:62:y:2019:i:c:p:157-163.

    Full description at Econpapers || Download paper

  63. The role of geopolitical risks on the Turkish economy opportunity or threat. (2019). Zeaiter, Hussein ; Mansour-Ichrakieh, Layal.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819301445.

    Full description at Econpapers || Download paper

  64. Financial contagion in the subprime crisis context: A copula approach. (2019). Zaabi, Elmoez ; Lakhal, Faten ; Zorgati, Imen.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:47:y:2019:i:c:p:269-282.

    Full description at Econpapers || Download paper

  65. The SHERLOC: an EWS-based index of vulnerability for emerging economies. (2019). Molina Sánchez, Luis ; Alonso Alvarez, Irma.
    In: Working Papers.
    RePEc:bde:wpaper:1946.

    Full description at Econpapers || Download paper

  66. .

    Full description at Econpapers || Download paper

  67. .

    Full description at Econpapers || Download paper

  68. .

    Full description at Econpapers || Download paper

  69. .

    Full description at Econpapers || Download paper

  70. Contagion and Information Frictions in Emerging Markets: The Role of Joint Signals. (2018). Gruhle, Tobias ; Avdiu, Besart.
    In: Annual Conference 2018 (Freiburg, Breisgau): Digital Economy.
    RePEc:zbw:vfsc18:181570.

    Full description at Econpapers || Download paper

  71. Global liquidity and exchange market pressure in emerging market economies. (2018). Pramor, Marcus ; Hossfeld, Oliver.
    In: Discussion Papers.
    RePEc:zbw:bubdps:052018.

    Full description at Econpapers || Download paper

  72. Financial Contagion in the BRICS Stock Markets: An empirical analysis of the Lehman Brothers Collapse and European Sovereign Debt Crisis. (2018). Pereira, Dirceu.
    In: Journal of Economics and Financial Analysis.
    RePEc:trp:01jefa:jefa0011.

    Full description at Econpapers || Download paper

  73. The main determinants of banking crises in OECD countries. (2018). Ramalho, Joaquim ; Silva, Jacinto Vidigal ; Pedro, Cristina Pereira.
    In: Review of World Economics (Weltwirtschaftliches Archiv).
    RePEc:spr:weltar:v:154:y:2018:i:1:d:10.1007_s10290-017-0294-0.

    Full description at Econpapers || Download paper

  74. Vulnerability to spillovers. (2018). Mukerji, Purba.
    In: Empirical Economics.
    RePEc:spr:empeco:v:55:y:2018:i:1:d:10.1007_s00181-017-1411-6.

    Full description at Econpapers || Download paper

  75. Currency Crisis Transmission Through Trade Channel: Asian and Mexican Crises Revisited. (2018). Khan, Saleheen.
    In: Journal of Economic Integration.
    RePEc:ris:integr:0760.

    Full description at Econpapers || Download paper

  76. CONTAGIO FINANCIERO: UNA BREVE REVISIÓN DE LITERATURA. (2018). Paucar, Giovanny Sandoval.
    In: MPRA Paper.
    RePEc:pra:mprapa:89554.

    Full description at Econpapers || Download paper

  77. Risk management process in banking industry. (2018). Türsoy, Turgut.
    In: MPRA Paper.
    RePEc:pra:mprapa:86427.

    Full description at Econpapers || Download paper

  78. Contagion and information frictions in emerging markets: the role of joint signals. (2018). Avdiu, Besart ; Gruhle, Tobias.
    In: MPRA Paper.
    RePEc:pra:mprapa:84872.

    Full description at Econpapers || Download paper

  79. Explaining the impact of the global financial crisis on European transition countries: a GVAR approach. (2018). Hoxha, Artha.
    In: Focus on European Economic Integration.
    RePEc:onb:oenbfi:y:2018:i:q2-18:b:2.

    Full description at Econpapers || Download paper

  80. Medición de la vulnerabilidad monetaria en el área latinoamericana bajo un enfoque de señales ?móviles?/Measurement of Monetary Vulnerability in the Latin American Area using a. (2018). Medina, Eva ; Perucha, David Salvador ; Moral, Eva Medina .
    In: Estudios de Economía Aplicada.
    RePEc:lrk:eeaart:36_2_12.

    Full description at Econpapers || Download paper

  81. Commodity Price Movements and Banking Crises. (2018). Eberhardt, Markus ; Presbitero, Andrea F.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2018/153.

    Full description at Econpapers || Download paper

  82. International Capital Flow Pressures. (2018). Krogstrup, Signe ; Goldberg, Linda S.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2018/030.

    Full description at Econpapers || Download paper

  83. Friend or Foe? Cross-Border Linkages, Contagious Banking Crises, and “Coordinated” Macroprudential Policies. (2018). Lu, Jing ; Kodres, Laura E ; Choi, Seung M.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2018/009.

    Full description at Econpapers || Download paper

  84. Return Levels Approach and Periods of Currency Crises. (2018). Hamidou, Mouridi M ; Orwa, George O ; Mung, Joseph K.
    In: Journal of Mathematics Research.
    RePEc:ibn:jmrjnl:v:10:y:2018:i:3:p:77.

    Full description at Econpapers || Download paper

  85. Measuring sovereign risk spillovers and assessing the role of transmission channels: A spatial econometrics approach. (2018). Gnabo, Jean-Yves ; Debarsy, Nicolas ; Ertur, Cem ; Dossougoin, Cyrille.
    In: Post-Print.
    RePEc:hal:journl:hal-01744629.

    Full description at Econpapers || Download paper

  86. Contagion Effect of Natural Disaster and Financial Crisis Events on International Stock Markets. (2018). Shih, You ; Lu, Su-Lien ; Lee, Kuo-Jung.
    In: JRFM.
    RePEc:gam:jjrfmx:v:11:y:2018:i:2:p:16-:d:138939.

    Full description at Econpapers || Download paper

  87. International capital flow pressures. (2018). Krogstrup, Signe ; Goldberg, Linda.
    In: Staff Reports.
    RePEc:fip:fednsr:834.

    Full description at Econpapers || Download paper

  88. Banking Crises and Reversals in Financial Reforms. (2018). Stankov, Petar.
    In: Czech Journal of Economics and Finance (Finance a uver).
    RePEc:fau:fauart:v:68:y:2018:i:5:p:442-459.

    Full description at Econpapers || Download paper

  89. Intraday dynamics of credit risk contagion before and during the euro area sovereign debt crisis: Evidence from central Europe. (2018). Ters, Kristyna ; Urban, Jorg.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:54:y:2018:i:c:p:123-142.

    Full description at Econpapers || Download paper

  90. Real and financial shocks, exchange rate regimes and the probability of a currency crisis. (2018). Nakatani, Ryota.
    In: Journal of Policy Modeling.
    RePEc:eee:jpolmo:v:40:y:2018:i:1:p:60-73.

    Full description at Econpapers || Download paper

  91. Identifying contagion: A unifying approach. (2018). Gebka, Bartosz ; Robert, ; Sewraj, Deeya.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:55:y:2018:i:c:p:224-240.

    Full description at Econpapers || Download paper

  92. Forecasting currency crises with threshold models. (2018). CHONG, Terence Tai Leung ; Yan, Isabel K.
    In: International Economics.
    RePEc:eee:inteco:v:156:y:2018:i:c:p:156-174.

    Full description at Econpapers || Download paper

  93. Illiquidity and volatility spillover effects in equity markets during and after the global financial crisis: An MEM approach. (2018). Xu, Yongdeng ; Taylor, Nick ; Lu, Wenna .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:56:y:2018:i:c:p:208-220.

    Full description at Econpapers || Download paper

  94. Exchange rate dynamics and US dollar-denominated sovereign bond prices in emerging markets. (2018). Hui, Cho-Hoi ; Chau, Po-Hon ; Lo, Chi-Fai.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:44:y:2018:i:c:p:109-128.

    Full description at Econpapers || Download paper

  95. Testing extreme dependence in financial time series. (2018). Chaudhuri, Kausik ; Tan, Zheng ; Sen, Rituparna.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:73:y:2018:i:c:p:378-394.

    Full description at Econpapers || Download paper

  96. Measuring sovereign risk spillovers and assessing the role of transmission channels: A spatial econometrics approach. (2018). Gnabo, Jean-Yves ; Dossougoin, Cyrille ; Debarsy, Nicolas ; Ertur, Cem.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:87:y:2018:i:c:p:21-45.

    Full description at Econpapers || Download paper

  97. Taxonomy of Chilean Financial Fragility Periods from 1975 to 2017. (2018). Oda, Daniel ; Matus, Jose Miguel ; Martinez, Juan Francisco.
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:822.

    Full description at Econpapers || Download paper

  98. Illiquidity and Volatility Spillover effects in Equity Markets during and after the Global Financial Crisis: an MEM approach. (2018). Xu, Yongdeng ; Taylor, Nick ; Lu, Wenna.
    In: Cardiff Economics Working Papers.
    RePEc:cdf:wpaper:2018/6.

    Full description at Econpapers || Download paper

  99. .

    Full description at Econpapers || Download paper

  100. .

    Full description at Econpapers || Download paper

  101. .

    Full description at Econpapers || Download paper

  102. .

    Full description at Econpapers || Download paper

  103. IMPACT OF EUROZONE SOVEREIGN DEBT CRISIS ON CHINA AND INDIA. (2017). Tuteja, Divya ; Dua, Pami.
    In: The Singapore Economic Review (SER).
    RePEc:wsi:serxxx:v:62:y:2017:i:05:n:s021759081550099x.

    Full description at Econpapers || Download paper

  104. Policy Inconsistencies and the Political Economy of Currency Crises. (2017). Amri, Puspa ; Willett, Thomas D.
    In: Journal of International Commerce, Economics and Policy (JICEP).
    RePEc:wsi:jicepx:v:08:y:2017:i:01:n:s1793993317500041.

    Full description at Econpapers || Download paper

  105. Empirical Assessment of Exchange Market Pressure within the West African Monetary Zone.. (2017). Mogaji, Peter.
    In: MPRA Paper.
    RePEc:pra:mprapa:98771.

    Full description at Econpapers || Download paper

  106. Real and Financial Shocks, Exchange Rate Regimes and the Probability of a Currency Crisis. (2017). Nakatani, Ryota.
    In: MPRA Paper.
    RePEc:pra:mprapa:82186.

    Full description at Econpapers || Download paper

  107. An exchange market pressure measure for cross-country analysis.. (2017). Shah, Ajay ; Patnaik, Ila ; Felman, Joshua .
    In: Working Papers.
    RePEc:npf:wpaper:17/189.

    Full description at Econpapers || Download paper

  108. Interconnectedness and Contagion Effects in International Financial Instruments Markets. (2017). Kravchuk, Igor.
    In: Montenegrin Journal of Economics.
    RePEc:mje:mjejnl:v:13:y:2017:i:3:p:161-174.

    Full description at Econpapers || Download paper

  109. Interconnectedness and Contagion Effects in International Financial Instruments Markets. (2017). Kravchuk, Igor.
    In: Montenegrin Journal of Economics.
    RePEc:mje:mjejnl:v:12:y:2017:i:3:p:161-174.

    Full description at Econpapers || Download paper

  110. Trade and National Security: A Test for Best-Known Hypothesis. (2017). Oliagard, Elham ; Asghari, Maryam.
    In: Iranian Economic Review (IER).
    RePEc:eut:journl:v:21:y:2017:i:2:p:403.

    Full description at Econpapers || Download paper

  111. Capital account liberalization and financial deepening: Does the private sector matter?. (2017). Trabelsi, Mohamed ; Cherif, Mondher.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:64:y:2017:i:c:p:141-151.

    Full description at Econpapers || Download paper

  112. An exchange market pressure measure for cross country analysis. (2017). Shah, Ajay ; Patnaik, Ila ; Felman, Joshua .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:73:y:2017:i:pa:p:62-77.

    Full description at Econpapers || Download paper

  113. Central banks and macroeconomic policy choices: Relaxing the trilemma. (2017). Steiner, Andreas.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:77:y:2017:i:c:p:283-299.

    Full description at Econpapers || Download paper

  114. Intra- and inter-regional portfolio diversification strategies under regional market integration: Evidence from U.S. global banks. (2017). Lee, Eun-Joo .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:54:y:2017:i:c:p:1-22.

    Full description at Econpapers || Download paper

  115. Regional spillovers across transitioning emerging and frontier equity markets: A multi-time scale wavelet analysis. (2017). Masih, Abul ; Dewandaru, Ginanjar.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:65:y:2017:i:c:p:30-40.

    Full description at Econpapers || Download paper

  116. Financial System Vulnerability Indicators in Indonesia. (2017). Suidarma, Made I ; Anggaradana, Nyoman I ; Nengah, Gusti I ; Indrawati, Yulia.
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2017-05-36.

    Full description at Econpapers || Download paper

  117. Bankruptcy of Lehman Brothers: Determinants of Cross-country Impacts on Stock Market Volatility. (2017). Kim, Daehwan ; Song, Chi-Young .
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2017-03-28.

    Full description at Econpapers || Download paper

  118. Risk Generating Industries for European Stock Markets. (2017). Calin, Adrian Cantemir ; Albu, Lucian ; Lupu, Radu.
    In: ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH.
    RePEc:cys:ecocyb:v:50:y:2017:i:4:p:5-17.

    Full description at Econpapers || Download paper

  119. Is monetary policy effective in dampening fiscally induced exchange market pressures? Evidence from Ghana. (2016). Akosah, Nana ; Dasah, Julius Berry .
    In: Macroeconomics and Finance in Emerging Market Economies.
    RePEc:taf:macfem:v:9:y:2016:i:2:p:148-166.

    Full description at Econpapers || Download paper

  120. Crises and exchange rate regimes: time to break down the bipolar view?. (2016). Minea, Alexandru ; Combes, Jean-Louis ; Sow, Mouss .
    In: Applied Economics.
    RePEc:taf:applec:v:48:y:2016:i:46:p:4393-4409.

    Full description at Econpapers || Download paper

  121. Exchange Arrangements and Speculative Attacks: Is there a link?. (2016). Cruz-Rodriguez, Alexis.
    In: MPRA Paper.
    RePEc:pra:mprapa:72359.

    Full description at Econpapers || Download paper

  122. Exchange Arrangements and Currency Crises: What´s the matter with the exchange rate classification?. (2016). Cruz-Rodriguez, Alexis.
    In: MPRA Paper.
    RePEc:pra:mprapa:71949.

    Full description at Econpapers || Download paper

  123. Balance Sheet Effects on Monetary and Financial Spillovers: The East Asian Crisis Plus 20. (2016). Ito, Hiro ; Chinn, Menzie ; Aizenman, Joshua.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:22737.

    Full description at Econpapers || Download paper

  124. A Comparison of Currency Crisis Dating Methods: Turkey 1990-2014. (2016). ARI, Ali ; Cergibozan, Raif.
    In: Montenegrin Journal of Economics.
    RePEc:mje:mjejnl:v:12:y:2016:i:3:p:19-37.

    Full description at Econpapers || Download paper

  125. Measuring Sovereign Risk Spillovers and Assessing the Role of Transmission Channels: A Spatial Econometrics Approach. (2016). Debarsy, Nicolas ; Dossougoin, Cyrille ; Gnabo, Jean-Yves ; Ertur, Cem.
    In: LEO Working Papers / DR LEO.
    RePEc:leo:wpaper:2441.

    Full description at Econpapers || Download paper

  126. Exchange Arrangements and Currency Crises: What´s the matter with the exchange rate classification?. (2016). Cruz-Rodriguez, Alexis.
    In: Journal of Economics and Political Economy.
    RePEc:ksp:journ1:v:3:y:2016:i:2:p:377-392.

    Full description at Econpapers || Download paper

  127. On the Determinants of Surges and Stops in Foreign Loans: An Empirical Investigation. (2016). Song, Chi-Young ; Baek, Seung-Gwan .
    In: Open Economies Review.
    RePEc:kap:openec:v:27:y:2016:i:3:d:10.1007_s11079-015-9379-3.

    Full description at Econpapers || Download paper

  128. Exchange Rate Dynamics and US Dollar-denominated Sovereign Bond Prices in Emerging Markets. (2016). Chau, Po-Hon ; Lo, Chi-Fai ; Hui, Cho-Hoi.
    In: Working Papers.
    RePEc:hkm:wpaper:072016.

    Full description at Econpapers || Download paper

  129. Capital Account Liberalization and Financial Deepening: Does the Private Sector Matter?. (2016). Cherif, Mondher ; Trabelsi, Mohamed .
    In: Working Papers.
    RePEc:erg:wpaper:980.

    Full description at Econpapers || Download paper

  130. Contagion effects in selected European capital markets during the financial crisis of 2007–2009. (2016). Burzala, Milda.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:37:y:2016:i:c:p:556-571.

    Full description at Econpapers || Download paper

  131. Contagion and interdependence across Asia-Pacific equity markets: An analysis based on multi-horizon discrete and continuous wavelet transformations. (2016). Masih, Abul ; Dewandaru, Ginanjar.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:43:y:2016:i:c:p:363-377.

    Full description at Econpapers || Download paper

  132. Monetary policy spillovers and the trilemma in the new normal: Periphery country sensitivity to core country conditions. (2016). Ito, Hiro ; Chinn, Menzie ; Aizenman, Joshua.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:68:y:2016:i:c:p:298-330.

    Full description at Econpapers || Download paper

  133. Exchange market pressure in OECD and emerging economies: Domestic vs. external factors and capital flows in the old and new normal. (2016). Binici, Mahir ; Aizenman, Joshua.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:66:y:2016:i:c:p:65-87.

    Full description at Econpapers || Download paper

  134. Sovereign defaults by currency denomination. (2016). Jeanneret, Alexandre ; Souissi, Slim .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:60:y:2016:i:c:p:197-222.

    Full description at Econpapers || Download paper

  135. Liquidity risk contagion in the interbank market. (2016). Eross, Andrea ; Wolfe, Simon ; Urquhart, Andrew.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:45:y:2016:i:c:p:142-155.

    Full description at Econpapers || Download paper

  136. Media sentiment and CDS spread spillovers: Evidence from the GIIPS countries. (2016). Apergis, Nicholas ; Yarovaya, Larisa ; Keung, Marco Chi.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:47:y:2016:i:c:p:50-59.

    Full description at Econpapers || Download paper

  137. Causes and hazards of the euro area sovereign debt crisis: Pure and fundamentals-based contagion. (2016). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:56:y:2016:i:c:p:133-147.

    Full description at Econpapers || Download paper

  138. How might the South be helped by Northern technology yet harmed by Northern money?. (2016). zhang, dingsheng ; Cheng, Wenli.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:55:y:2016:i:c:p:83-91.

    Full description at Econpapers || Download paper

  139. What can wavelets unveil about the vulnerabilities of monetary integration? A tale of Eurozone stock markets. (2016). Masih, Abul ; Mansur, A ; Dewandaru, Ginanjar.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:52:y:2016:i:pb:p:981-996.

    Full description at Econpapers || Download paper

  140. No contagion from Russia toward global equity markets after the 2014 international sanctions. (2016). Castagneto-Gissey, G ; Nivorozhkin, E.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:52:y:2016:i:c:p:79-98.

    Full description at Econpapers || Download paper

  141. Contagion, spillover and interdependence. (2016). Rigobon, Roberto.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20161975.

    Full description at Econpapers || Download paper

  142. US Crashes of 2008 and 1929 How did the French market react? An empirical study.. (2016). Hekimian, Raphael ; le Bris, David.
    In: EconomiX Working Papers.
    RePEc:drm:wpaper:2016-21.

    Full description at Econpapers || Download paper

  143. Measuring sovereign risk spillovers and assessing the role of transmission channels: a spatial econometrics approach. (2016). Gnabo, Jean-Yves ; Dossougoin, Cyrille ; Debarsy, Nicolas ; Ertur, Cem.
    In: CORE Discussion Papers.
    RePEc:cor:louvco:2016053.

    Full description at Econpapers || Download paper

  144. Contagion in Experimental Financial Markets. (2016). Vardanyan, Suren .
    In: CERGE-EI Working Papers.
    RePEc:cer:papers:wp580.

    Full description at Econpapers || Download paper

  145. Contagion, spillover and interdependence. (2016). Rigobon, Roberto.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0607.

    Full description at Econpapers || Download paper

  146. MACRO-FINANCE LINKAGES. (2016). Morley, James.
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:30:y:2016:i:4:p:698-711.

    Full description at Econpapers || Download paper

  147. Informational contagion in the laboratory. (2016). Tagliati, Federico ; Guazzarotti, Giovanni ; Guarino, Antonio ; Cipriani, Marco ; Fischer, Sven.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_1063_16.

    Full description at Econpapers || Download paper

  148. Time-scale analysis of co-movement in EU sovereign bond markets. (2016). Vacha, Lukas ; Smolik, Filip .
    In: Papers.
    RePEc:arx:papers:1506.03347.

    Full description at Econpapers || Download paper

  149. Falling Dominoes: A Theory of Rare Events and Crisis Contagion. (2016). Suen, Wing ; Chen, Heng.
    In: American Economic Journal: Microeconomics.
    RePEc:aea:aejmic:v:8:y:2016:i:1:p:228-55.

    Full description at Econpapers || Download paper

  150. Time-scale analysis of sovereign bonds market co-movement in the EU. (2015). Vacha, Lukas ; Smolik, Filip .
    In: FinMaP-Working Papers.
    RePEc:zbw:fmpwps:44.

    Full description at Econpapers || Download paper

  151. Interest Rate Surprises and Transmission Mechanism in Turkey: Evidence from Impulse Response Analysis. (2015). Özdemir, Kazim ; Ozdemir, Azim K.
    In: Working Papers.
    RePEc:tcb:wpaper:1504.

    Full description at Econpapers || Download paper

  152. A new financial stress index model based on support vector regression and control chart. (2015). el Ghourabi, Mohamed ; Limam, Mohamed ; Dridi, Amira .
    In: Journal of Applied Statistics.
    RePEc:taf:japsta:v:42:y:2015:i:4:p:775-788.

    Full description at Econpapers || Download paper

  153. Debt and Financial Market Contagion. (2015). Morley, James ; Hsiao, Cody Yu-Ling.
    In: Discussion Papers.
    RePEc:swe:wpaper:2015-02.

    Full description at Econpapers || Download paper

  154. Identifying extreme values of exchange market pressure. (2015). Voia, Marcel ; Karimi, Mohammad.
    In: Empirical Economics.
    RePEc:spr:empeco:v:48:y:2015:i:3:p:1055-1078.

    Full description at Econpapers || Download paper

  155. Commodity-Price Volatility, Exchange Market Pressure, and Macroeconomic Linkages: Evidence from Latin America. (2015). Hegerty, Scott.
    In: Bulletin of Applied Economics.
    RePEc:rmk:rmkbae:v:2:y:2015:i:2:p:11-21.

    Full description at Econpapers || Download paper

  156. Time-Varying Versus Fixed Weights in Exchange-Market Pressure Indices: Evidence From Tests Using Latin American Data. (2015). Hegerty, Scott.
    In: Bulletin of Applied Economics.
    RePEc:rmk:rmkbae:v:2:y:2015:i:1:p:21-36.

    Full description at Econpapers || Download paper

  157. Is Real Exchange Rate Misalignment a Leading Indicator of Currency Crises in Nigeria?. (2015). Omotosho, Babatunde.
    In: MPRA Paper.
    RePEc:pra:mprapa:98353.

    Full description at Econpapers || Download paper

  158. Crisis Determination and Financial Contagion: An Analysis of the Hong Kong and Tokyo Stock Markets using an MSBVAR Approach. (2015). Troug, Haytem ; Murray, Matt.
    In: MPRA Paper.
    RePEc:pra:mprapa:68706.

    Full description at Econpapers || Download paper

  159. Sostenibilidad fiscal y crisis cambiarias: Un análisis empírico. (2015). Cruz-Rodriguez, Alexis.
    In: MPRA Paper.
    RePEc:pra:mprapa:67741.

    Full description at Econpapers || Download paper

  160. Comparing different early warning systems: Results from a horse race competition among members of the Macro-prudential Research Network. (2015). Zigraiova, Diana ; van Tilburg, Ruben ; Vašíček, Bořek ; Stremmel, Hanno ; Sigmund, Michael ; Rodrigues, Paulo ; Peltonen, Tuomas ; Matějů, Jakub ; Kauko, Karlo ; Joy, Mark ; Havranek, Tomas ; Frost, Jon ; Detken, Carsten ; Bush, Oliver ; Bonfim, Diana ; Babecký, Jan ; Antunes, António ; Alessi, Lucia ; Rusnak, Marek ; Baltussen, Simon ; Smidkova, Katerina ; Guimaraes, Rodrigo ; Babecky, Jan ; Mateju, Jakub ; Monteiro, Nuno ; Behn, Markus ; Neudorfer, Benjamin ; Schudel, Willem.
    In: MPRA Paper.
    RePEc:pra:mprapa:62194.

    Full description at Econpapers || D

  161. Financial and Macroeconomic Connectedness: A Network Approach to Measurement and Monitoring. (2015). Diebold, Francis X ; Yilmaz, Kamil.
    In: OUP Catalogue.
    RePEc:oxp:obooks:9780199338306.

    Full description at Econpapers || Download paper

  162. Exchange Market Pressure in OECD and Emerging Economies: Domestic vs. External Factors and Capital Flows in the Old and New Normal. (2015). Binici, Mahir ; Aizenman, Joshua.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:21662.

    Full description at Econpapers || Download paper

  163. Monetary Policy Spillovers and the Trilemma in the New Normal: Periphery Country Sensitivity to Core Country Conditions. (2015). Ito, Hiro ; Chinn, Menzie ; Aizenman, Joshua.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:21128.

    Full description at Econpapers || Download paper

  164. Foreign exchange option pricing in the currency cycle with jump risks. (2015). Wu, An-Chi ; Lin, Shih-Kuei.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:44:y:2015:i:4:p:755-789.

    Full description at Econpapers || Download paper

  165. Tests of Financial Market Contagion: Evolutionary Cospectral Analysis Versus Wavelet Analysis. (2015). Tiwari, Aviral ; Guesmi, Khaled ; Ftiti, Zied ; Belanes, Amel.
    In: Computational Economics.
    RePEc:kap:compec:v:46:y:2015:i:4:p:575-611.

    Full description at Econpapers || Download paper

  166. A Different Perspective for Current Account Deficit Issue on Some OECD Member Countries: A Binary Panel Logit Approach. (2015). Cavdar, Seyma Caliskan ; Aydin, Alev Dilek .
    In: Research in World Economy.
    RePEc:jfr:rwe111:v:6:y:2015:i:3:p:14-22.

    Full description at Econpapers || Download paper

  167. Analyzing the Size, Diffusion, and Spillover ff Loans Risk. (2015). Moreno, Jorge O ; Herrerias, Renata .
    In: Remef - The Mexican Journal of Economics and Finance.
    RePEc:imx:journl:v:10:y:2015:i:2:p:159-181.

    Full description at Econpapers || Download paper

  168. Analyzing the Size, Diffusion, and Spillover ff Loans Risk. (2015). Moreno, Jorge O ; Herrerias, Renata .
    In: Remef - The Mexican Journal of Economics and Finance.
    RePEc:imx:journl:201509142.

    Full description at Econpapers || Download paper

  169. Crises and Exchange Rate Regimes: Time to break down the bipolar view?. (2015). SOW, Mousse ; Minea, Alexandru ; Combes, Jean-Louis.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-00944372.

    Full description at Econpapers || Download paper

  170. Informational contagion in the laboratory. (2015). Tagliati, Federico ; Guazzarotti, Giovanni ; Guarino, Antonio ; Cipriani, Marco ; Fischer, Sven.
    In: Staff Reports.
    RePEc:fip:fednsr:715.

    Full description at Econpapers || Download paper

  171. Credit risk spillovers, systemic importance and vulnerability in financial networks. (2015). Grinis, Inna.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:60954.

    Full description at Econpapers || Download paper

  172. Spillover effects of the U.S. financial crisis on financial markets in emerging Asian countries. (2015). Kim, Hyeongwoo ; Lee, Bong-Soo.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:39:y:2015:i:c:p:192-210.

    Full description at Econpapers || Download paper

  173. Measuring sovereign risk contagion in the Eurozone. (2015). Suh, Sangwon.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:35:y:2015:i:c:p:45-65.

    Full description at Econpapers || Download paper

  174. Deciphering financial contagion in the euro area during the crisis. (2015). Waelti, Sébastien ; Tola, Albi ; Walti, Sebastien .
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:55:y:2015:i:c:p:108-123.

    Full description at Econpapers || Download paper

  175. Why is no financial crisis a dress rehearsal for the next? Exploring contagious heterogeneities across major Asian stock markets. (2015). Masih, Abul ; Dewandaru, Ginanjar ; Masih, A. Mansur M., .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:419:y:2015:i:c:p:241-259.

    Full description at Econpapers || Download paper

  176. Crises and contagion in Asia Pacific — Islamic v/s conventional markets. (2015). Rizvi, Syed Aun R. ; Alam, Nafis ; Aun, Syed ; Arshad, Shaista.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:34:y:2015:i:c:p:315-326.

    Full description at Econpapers || Download paper

  177. Identifying banking crises using money market pressure: New evidence for a large set of countries. (2015). Jacobs, Jan ; de Haan, Jakob ; Yang, Haizhen ; Jing, Zhongbo.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:43:y:2015:i:c:p:1-20.

    Full description at Econpapers || Download paper

  178. International reserves before and after the global crisis: Is there no end to hoarding?. (2015). Ito, Hiro ; Cheung, Yin-Wong ; Aizenman, Joshua.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:52:y:2015:i:c:p:102-126.

    Full description at Econpapers || Download paper

  179. To intervene, or not to intervene: Monetary policy and the costs of currency crises. (2015). Herz, Bernhard ; Erler, Alexander ; Bauer, Christian.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:51:y:2015:i:c:p:432-456.

    Full description at Econpapers || Download paper

  180. Trade credit and cross-country predictable firm returns. (2015). Ramadorai, Tarun ; Albuquerque, Rui ; Watugala, Sumudu W..
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:115:y:2015:i:3:p:592-613.

    Full description at Econpapers || Download paper

  181. Detecting contagion in a multivariate time series system: An application to sovereign bond markets in Europe. (2015). Candelon, Bertrand ; Manner, Hans ; Blatt, Dominik .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:59:y:2015:i:c:p:1-13.

    Full description at Econpapers || Download paper

  182. Foreign exchange market pressure and capital controls. (2015). Byrne, Joseph ; Akram, Gilal Muhammad .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:37:y:2015:i:c:p:42-53.

    Full description at Econpapers || Download paper

  183. Predicting exchange rate cycles utilizing risk factors. (2015). Straetmans, Stefan ; Ahmed, Jameel.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:34:y:2015:i:c:p:112-130.

    Full description at Econpapers || Download paper

  184. Disentangling contagion among sovereign CDS spreads during the European debt crisis. (2015). Perez Quiros, Gabriel ; Broto, Carmen ; Perez-Quiros, Gabriel.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:32:y:2015:i:c:p:165-179.

    Full description at Econpapers || Download paper

  185. On the relation between currency and banking crises in developing countries, 1980–2010. (2015). Jing, Zhongbo.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:34:y:2015:i:c:p:267-291.

    Full description at Econpapers || Download paper

  186. The internationalisation of financial crises: Banking and currency crises 1883–2008. (2015). Lestano, Lestano ; Jacobs, Jan ; Dungey, Mardi ; Jacobs, Jan P. A. M., ; Lestano,, .
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:32:y:2015:i:c:p:29-47.

    Full description at Econpapers || Download paper

  187. Learning to open up: Capital account liberalizations in the post-Bretton Woods era. (2015). coricelli, fabrizio ; Bicaba, Zorobabel.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10389.

    Full description at Econpapers || Download paper

  188. An Asset Allocation Framework with Tranches for Foreign Reserves. (2015). Garcia-Pulgarin, Julian David ; Vela-Baron, Daniel ; Gomez-Restrepo, Javier .
    In: BORRADORES DE ECONOMIA.
    RePEc:col:000094:013440.

    Full description at Econpapers || Download paper

  189. International Reserves Before and After the Global Crisis: Is There No End to Hoarding?. (2015). Ito, Hiro ; Cheung, Yin-Wong ; Aizenman, Joshua.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_5237.

    Full description at Econpapers || Download paper

  190. Financial integration in emerging market economies: Effects on volatility transmission and contagion. (2015). Ben Rejeb, Aymen ; Boughrara, Adel .
    In: Borsa Istanbul Review.
    RePEc:bor:bistre:v:15:y:2015:i:3:p:161-179.

    Full description at Econpapers || Download paper

  191. Measuring financial stress – A country specific stress index for Finland. (2015). Huotari, Jarkko .
    In: Research Discussion Papers.
    RePEc:bof:bofrdp:2015_007.

    Full description at Econpapers || Download paper

  192. Contagion Channels between Real Estate and Financial Markets. (2015). Hoesli, Martin ; Reka, Kustrim .
    In: Real Estate Economics.
    RePEc:bla:reesec:v:43:y:2015:i:1:p:101-138.

    Full description at Econpapers || Download paper

  193. An Asset Allocation Framework with Tranches for Foreign Reserves. (2015). Vela-Baron, Daniel ; Gomez-Restrepo, Javier ; Garcia-Pulgarin, Julian David .
    In: Borradores de Economia.
    RePEc:bdr:borrec:899.

    Full description at Econpapers || Download paper

  194. A Wake-Up-Call Theory of Contagion. (2015). Bertsch, Christoph ; Ahnert, Toni.
    In: Staff Working Papers.
    RePEc:bca:bocawp:15-14.

    Full description at Econpapers || Download paper

  195. Spillover Effects of the U.S. Financial Crisis on Financial Markets in Emerging Asian Countries. (2015). Kim, Hyeongwoo ; Lee, Bong-Soo.
    In: Auburn Economics Working Paper Series.
    RePEc:abn:wpaper:auwp2015-01.

    Full description at Econpapers || Download paper

  196. A REGIME SWITCHING ANALYSIS OF INDONESIAS EXCHANGE MARKET PRESSURE. (2014). Heriqbaldi, Unggul ; Santoso, Dwi Budi ; Kaluge, David ; Ismail, Munawar.
    In: The Singapore Economic Review (SER).
    RePEc:wsi:serxxx:v:59:y:2014:i:02:n:s0217590814500131.

    Full description at Econpapers || Download paper

  197. Finance and Property Rights: Exploring Other Directions. (2014). Murshid, Antu ; Bose, Niloy ; Rath, Chitralekha.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:46:y:2014:i:2-3:p:503-517.

    Full description at Econpapers || Download paper

  198. Unconventional monetary policy normalization in high-income countries : implications for emerging market capital flows and crisis risks. (2014). Mohapatra, Sanket ; Lim, Jamus ; Kida, Mizuho ; Burns, Andrew ; Stocker, Marc.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:6830.

    Full description at Econpapers || Download paper

  199. Global Economic Prospects, Volume 8, January 2014 : Coping with Policy Normalization in High-Income Countries. (2014). Bank, World.
    In: World Bank Publications.
    RePEc:wbk:wbpubs:16572.

    Full description at Econpapers || Download paper

  200. The More Divergent, the Better? Lessons on Trilemma Policies and Crises for Asia. (2014). Ito, Hiro ; Aizenman, Joshua.
    In: Asian Development Review.
    RePEc:tpr:adbadr:v:31:y:2014:i:2:p:21-54.

    Full description at Econpapers || Download paper

  201. CONTAGION DES CRISES DE 1997 ET 2008 EN ASEAN+3 : UN MODÈLE VAR STRUCTUREL. (2014). Coupaud, Marine .
    In: Region et Developpement.
    RePEc:tou:journl:v:40:y:2014:p:113-138.

    Full description at Econpapers || Download paper

  202. Financial crisis and monetary policy. (2014). Karatas, Bilge.
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:41e463f0-e122-4379-8db5-6547713486d4.

    Full description at Econpapers || Download paper

  203. Is there a relationship between fiscal sustainability and currency crises? International evidence based on causality tests. (2014). Cruz-Rodriguez, Alexis.
    In: International Journal of Business and Economic Sciences Applied Research (IJBESAR).
    RePEc:tei:journl:v:7:y:2014:i:1:p:69-87.

    Full description at Econpapers || Download paper

  204. Identifying periods of financial stress in Asian currencies: the role of high frequency financial market data. (2014). Dungey, Mardi ; Treepongkaruna, Sirimon ; Matei, Marius.
    In: Working Papers.
    RePEc:tas:wpaper:18605.

    Full description at Econpapers || Download paper

  205. Network analysis of exchange data: interdependence drives crisis contagion. (2014). Gómez, David ; Ortega, Guillermo ; Matesanz, David.
    In: Quality & Quantity: International Journal of Methodology.
    RePEc:spr:qualqt:v:48:y:2014:i:4:p:1835-1851.

    Full description at Econpapers || Download paper

  206. Asset price volatility and financial contagion: analysis using the MS-VAR framework. (2014). Le, Chau ; David, Dickinson .
    In: Eurasian Economic Review.
    RePEc:spr:eurase:v:4:y:2014:i:2:p:133-162.

    Full description at Econpapers || Download paper

  207. Stock Market Performance: Foretelling and Crisis Signalling?. (2014). Lim, Vincent ; Nurulhuda Mohd. Hussain, .
    In: Working Papers.
    RePEc:sea:wpaper:wp01.

    Full description at Econpapers || Download paper

  208. Is there a relationship between fiscal sustainability and currency crises? International evidence based on causality tests. (2014). Cruz-Rodriguez, Alexis.
    In: MPRA Paper.
    RePEc:pra:mprapa:72103.

    Full description at Econpapers || Download paper

  209. قياس الآثار التبادلية بين التكتلات الاقتصادية والأزمات حالة المكسيك ضمن تكتل منطقة التجارة الحرة لأمريكا الØ. (2014). Abdellaoui, Okba ; Elkhatib, Mohammed .
    In: MPRA Paper.
    RePEc:pra:mprapa:65966.

    Full description at Econpapers || Download paper

  210. Leverage, Sensitivity to Market Risk and Contagion: A Multi-Country Analysis for Shari’ah(Islamic) Stock Screening. (2014). Masih, Abul ; EL Alaoui, AbdelKader ; Bacha, Obiyathulla ; Asutay, Mehmet.
    In: MPRA Paper.
    RePEc:pra:mprapa:57685.

    Full description at Econpapers || Download paper

  211. Leverage versus volatility: Evidence from the Capital Structure of European Firms. (2014). Masih, Abul ; EL Alaoui, AbdelKader ; Bacha, Obiyathulla ; Asutay, Mehmet.
    In: MPRA Paper.
    RePEc:pra:mprapa:57682.

    Full description at Econpapers || Download paper

  212. Stock Market Co-movement and Shock Transmission: Islamic versus Conventional Equity Indices. (2014). Masih, Abul ; Bacha, Obiyathulla ; Alaoui, AbdelKader ; Dewandaru, Ginanjar.
    In: MPRA Paper.
    RePEc:pra:mprapa:56888.

    Full description at Econpapers || Download paper

  213. The Role of Islamic Asset Classes in the Diversified Portfolios: Mean Variance Spanning Test. (2014). Masih, Abul ; Bacha, Obiyathulla ; Dewandaru, Ginanjar ; Masih, A. Mansur M., .
    In: MPRA Paper.
    RePEc:pra:mprapa:56857.

    Full description at Econpapers || Download paper

  214. Estimating and Testing Threshold Regression Models with Multiple Threshold Variables. (2014). CHONG, Terence Tai Leung ; Chong, Terence Tai Leung, ; Yan, Isabel K..
    In: MPRA Paper.
    RePEc:pra:mprapa:54732.

    Full description at Econpapers || Download paper

  215. ¿Puede un índice de sostenibilidad fiscal predecir la ocurrencia de crisis cambiarias? Evidencias para algunos países seleccionados. (2014). Cruz-Rodriguez, Alexis.
    In: MPRA Paper.
    RePEc:pra:mprapa:54103.

    Full description at Econpapers || Download paper

  216. The Effects of News Events on Market Contagion: Evidence from the 2007-2009 Financial Crisis. (2014). Chevapatrakul, Thanaset ; Tee, Kai-Hong .
    In: Discussion Papers.
    RePEc:not:notcfc:14/08.

    Full description at Econpapers || Download paper

  217. Comprehensive Crisis Indicator for Russia. (2014). Afanasev, D. ; Fedorova, E..
    In: Journal of the New Economic Association.
    RePEc:nea:journl:y:2014:i:23:p:38-59.

    Full description at Econpapers || Download paper

  218. International Reserves Before and After the Global Crisis: Is There No End to Hoarding?. (2014). Ito, Hiro ; Cheung, Yin-Wong ; Aizenman, Joshua.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20386.

    Full description at Econpapers || Download paper

  219. A Crisis Transmission Channel for Reserve Currency Countries: A Cautionary Tale. (2014). Miller, Victoria.
    In: Open Economies Review.
    RePEc:kap:openec:v:25:y:2014:i:4:p:809-818.

    Full description at Econpapers || Download paper

  220. The determinants of vulnerability to currency crises: country-specific factors versus regional factors. (2014). Moore, Tomoe ; Wang, Ping.
    In: Empirica.
    RePEc:kap:empiri:v:41:y:2014:i:4:p:619-640.

    Full description at Econpapers || Download paper

  221. Measuring Currency Pressure and Contagion Risks in Countries under Monetary Unions: The Case of Euro. (2014). Piersanti, Giovanni ; Canofari, Paolo ; Marini, Giancarlo.
    In: Atlantic Economic Journal.
    RePEc:kap:atlecj:v:42:y:2014:i:4:p:455-469.

    Full description at Econpapers || Download paper

  222. “Causality and Contagion in EMU Sovereign Debt Markets”. (2014). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta.
    In: IREA Working Papers.
    RePEc:ira:wpaper:201403.

    Full description at Econpapers || Download paper

  223. “EMU sovereign debt market crisis: Fundamentals-based or pure contagion?”. (2014). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta.
    In: IREA Working Papers.
    RePEc:ira:wpaper:201402.

    Full description at Econpapers || Download paper

  224. Tests of Financial Market Contagion: Evolutionary Cospectral Analysis V.S. Wavelet Analysis. (2014). Tiwari, Aviral ; Ftiti, Zied ; Belanes, Amel .
    In: Working Papers.
    RePEc:ipg:wpaper:2014-62.

    Full description at Econpapers || Download paper

  225. Tests of Financial Market Contagion: Evolutionary Cospectral Analysis V.S. Wavelet Analysis. (2014). Tiwari, Aviral ; Guesmi, Khaled ; Belanes, Amel ; Ftiti, Zied.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-577.

    Full description at Econpapers || Download paper

  226. Tests of Financial Market Contagion- Evolutionary Cospectral Analysis V.S. Wavelet Analysis. (2014). Belanes, Amel .
    In: Working Papers.
    RePEc:ipg:wpaper:2014-062.

    Full description at Econpapers || Download paper

  227. A wake-up call: information contagion and strategic uncertainty. (2014). Bertsch, Christoph ; Ahnert, Toni.
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0282.

    Full description at Econpapers || Download paper

  228. Systemic Event Prediction by Early Warning System. (2014). Zigraiova, Diana ; Jakubík, Petr.
    In: Working Papers IES.
    RePEc:fau:wpaper:wp2014_01.

    Full description at Econpapers || Download paper

  229. The effects of news events on market contagion: Evidence from the 2007–2009 financial crisis. (2014). Tee, Kai-Hong ; Chevapatrakul, Thanaset.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:32:y:2014:i:c:p:83-105.

    Full description at Econpapers || Download paper

  230. Causality and contagion in EMU sovereign debt markets. (2014). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:33:y:2014:i:c:p:12-27.

    Full description at Econpapers || Download paper

  231. How effective are countercyclical policy tools in mitigating the impact of financial and economic crises in Africa?. (2014). Bandara, Amarakoon.
    In: Journal of Policy Modeling.
    RePEc:eee:jpolmo:v:36:y:2014:i:5:p:840-854.

    Full description at Econpapers || Download paper

  232. Financial contagion and asset pricing. (2014). Tang, Chrismin ; Martin, Vance ; Fry-McKibbin, Renee.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:47:y:2014:i:c:p:296-308.

    Full description at Econpapers || Download paper

  233. External liabilities and crises. (2014). Milesi-Ferretti, Gian Maria ; Catão, Luis ; Catão, Luis A. V., .
    In: Journal of International Economics.
    RePEc:eee:inecon:v:94:y:2014:i:1:p:18-32.

    Full description at Econpapers || Download paper

  234. The empirics of banking regulation. (2014). Tchana Tchana, Fulbert.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:19:y:2014:i:c:p:49-76.

    Full description at Econpapers || Download paper

  235. Reserve accumulation and financial crises: From individual protection to systemic risk. (2014). Steiner, Andreas.
    In: European Economic Review.
    RePEc:eee:eecrev:v:70:y:2014:i:c:p:126-144.

    Full description at Econpapers || Download paper

  236. Stock market co-movements: Islamic versus conventional equity indices with multi-timescales analysis. (2014). Rizvi, Syed Aun R. ; Masih, Abul ; Alhabshi, Syed Othman ; Dewandaru, Ginanjar ; Rizvi, Syed Aun R., .
    In: Economic Systems.
    RePEc:eee:ecosys:v:38:y:2014:i:4:p:553-571.

    Full description at Econpapers || Download paper

  237. Equity market contagion during the global financial crisis: Evidence from the worlds eight largest economies. (2014). Gajurel, Dinesh ; Dungey, Mardi.
    In: Economic Systems.
    RePEc:eee:ecosys:v:38:y:2014:i:2:p:161-177.

    Full description at Econpapers || Download paper

  238. Extremes, return level and identification of currency crises. (2014). Liu, Liya ; Qin, Xiao.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:37:y:2014:i:c:p:439-450.

    Full description at Econpapers || Download paper

  239. Information Content of Internal Control Weaknesses: The Evidence from Japan. (2014). Takeda, Fumiko ; Takano, Yudai ; Nishizaki, Riku .
    In: The International Journal of Accounting.
    RePEc:eee:accoun:v:49:y:2014:i:1:p:1-26.

    Full description at Econpapers || Download paper

  240. EXCHANGE MARKET PRESSURE AND REGIONAL PRICE SPILLOVERS IN RUSSIA, UKRAINE, AND BELARUS. (2014). Hegerty, Scott.
    In: Applied Econometrics and International Development.
    RePEc:eaa:aeinde:v:14:y:2014:i:2_5.

    Full description at Econpapers || Download paper

  241. Early Warning Systems: A Survey and a Regime-Switching Approach. (2014). Abiad, Abdul.
    In: Annals of Economics and Finance.
    RePEc:cuf:journl:y:2014:v:15:i:2:abiad.

    Full description at Econpapers || Download paper

  242. External Liabilities and Crises. (2014). Milesi-Ferretti, Gian Maria ; Catão, Luis ; Catão, Luis A. V., .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10058.

    Full description at Econpapers || Download paper

  243. Early Warning for Currency Crises: What Is the Role of Financial Openness?. (2014). Saiki, Ayako ; Frost, Jon.
    In: Review of International Economics.
    RePEc:bla:reviec:v:22:y:2014:i:4:p:722-743.

    Full description at Econpapers || Download paper

  244. Prognostic Power of Early Warning Signals for Financial Crises – Theoretical Approaches and Empirical Results. (2014). Yotzov, Victor.
    In: Economic Studies journal.
    RePEc:bas:econst:y:2014:i:2:p:3-38.

    Full description at Econpapers || Download paper

  245. Causality and contagion in EMU sovereign debt markets. (2014). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta.
    In: Working Papers.
    RePEc:bak:wpaper:201403.

    Full description at Econpapers || Download paper

  246. CONTAGION AND FLIGHT-TO-QUALITY: EVIDENCES FROM THE ASIA-PACIFIC ECONOMIC COOPERATION (APEC) REGION. (2014). Peng, Yu-Tung ; Treepongkaruna, Sirimon ; Au, Hue Hwa.
    In: Review of Applied Economics.
    RePEc:ags:reapec:264593.

    Full description at Econpapers || Download paper

  247. EMU sovereign debt market crisis: Fundamentals-based or pure contagion?. (2014). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta.
    In: Working Papers.
    RePEc:aee:wpaper:1408.

    Full description at Econpapers || Download paper

  248. Causality and Contagion in EMU Sovereign Debt Markets. (2014). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gmez-Puig, Marta.
    In: Working Papers.
    RePEc:aee:wpaper:1403.

    Full description at Econpapers || Download paper

  249. .

    Full description at Econpapers || Download paper

  250. .

    Full description at Econpapers || Download paper

  251. A single composite financial stress indicator and its real impact in the euro area. (2013). Kurz-Kim, Jeong-Ryeol ; Islami, Mevlud.
    In: Discussion Papers.
    RePEc:zbw:bubdps:312013.

    Full description at Econpapers || Download paper

  252. Contagion or Interdependence in the recent Global Financial Crisis? An application to the stock markets using unconditional cross-market correlations. (2013). Urbina, Jilber.
    In: Working Papers.
    RePEc:urv:wpaper:2072/211884.

    Full description at Econpapers || Download paper

  253. Equity Market Contagion during the Global Financial Crisis: Evidence from the World’s Eight Largest Economies. (2013). Gajurel, Dinesh ; Dungey, Mardi.
    In: Working Papers.
    RePEc:tas:wpaper:17213.

    Full description at Econpapers || Download paper

  254. Exchange market pressure, stock prices, and commodity prices in West Africa. (2013). Hegerty, Scott.
    In: International Review of Applied Economics.
    RePEc:taf:irapec:v:27:y:2013:i:6:p:750-765.

    Full description at Econpapers || Download paper

  255. Principal component measures of exchange market pressure: comparisons with variance-weighted measures. (2013). Hegerty, Scott.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:23:y:2013:i:18:p:1483-1495.

    Full description at Econpapers || Download paper

  256. Did Vietnam stock market avoid the “contagion risk” from China and the U.S.? The contagion effect test with dynamic correlation coefficients. (2013). wang, kuan min.
    In: Quality & Quantity: International Journal of Methodology.
    RePEc:spr:qualqt:v:47:y:2013:i:4:p:2143-2161.

    Full description at Econpapers || Download paper

  257. Spatial spillovers in emerging market spreads. (2013). Poghosyan, Tigran ; Baldacci, Emanuele ; DellErba, Salvatore .
    In: Empirical Economics.
    RePEc:spr:empeco:v:45:y:2013:i:2:p:735-756.

    Full description at Econpapers || Download paper

  258. Modelling Currency Crises in Nigeria: An Application of Logit Model. (2013). Omotosho, Babatunde.
    In: MPRA Paper.
    RePEc:pra:mprapa:96258.

    Full description at Econpapers || Download paper

  259. The Relationship between Fiscal Sustainability and Currency Crises in Some Selected Countries. (2013). Cruz-Rodriguez, Alexis.
    In: MPRA Paper.
    RePEc:pra:mprapa:72102.

    Full description at Econpapers || Download paper

  260. Financial Market Contagion During the Global Financial Crisis: Evidence from the Moroccan Stock Market. (2013). SAIDI, Youssef ; El Ghini, Ahmed.
    In: MPRA Paper.
    RePEc:pra:mprapa:53392.

    Full description at Econpapers || Download paper

  261. To the Problem of Financial Safety Estimation: the Index of Financial Safety of Turkey. (2013). Matkovskyy, Roman.
    In: MPRA Paper.
    RePEc:pra:mprapa:47673.

    Full description at Econpapers || Download paper

  262. Assessing Indicators of Currency Crisis in Ethiopia: Signals Approach. (2013). Megersa, Kelbesa ; Cassimon, Danny.
    In: MPRA Paper.
    RePEc:pra:mprapa:47151.

    Full description at Econpapers || Download paper

  263. Was Unofficial Dollarisation/Euroisation an Amplifier of the ‘Great Recession’ of 2007–2009 in Emerging Economies?. (2013). Chitu, Livia ; Livia Chiţu, .
    In: Comparative Economic Studies.
    RePEc:pal:compes:v:55:y:2013:i:2:p:233-265.

    Full description at Econpapers || Download paper

  264. Volatility Threshold Dynamic Conditional Correlations: An International Analysis. (2013). Caporin, Massimiliano ; Kasch, Maria .
    In: Journal of Financial Econometrics.
    RePEc:oup:jfinec:v:11:y:2013:i:4:p:706-742.

    Full description at Econpapers || Download paper

  265. AN INQUIRY INTO CONTAGION TRANSMISSION AND SPILLOVER EFFECTS IN STOCK MARKETS. (2013). Petria, Nicolae ; Dezsi, Eva ; Eva, Dezsi ; Ioan, Trenca ; Nicolae, Petria.
    In: Annals of Faculty of Economics.
    RePEc:ora:journl:v:1:y:2013:i:2:p:472-482.

    Full description at Econpapers || Download paper

  266. Home Bias and Local Contagion: Evidence from Funds of Hedge Funds. (2013). Zheng, Lu ; Sialm, Clemens ; Sun, Zheng.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19570.

    Full description at Econpapers || Download paper

  267. Living with the Trilemma Constraint: Relative Trilemma Policy Divergence, Crises, and Output Losses for Developing Countries. (2013). Ito, Hiro ; Aizenman, Joshua.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19448.

    Full description at Econpapers || Download paper

  268. Rapid Credit Growth in Emerging Markets: Boon or Boom-Bust?. (2013). Wu, Yiqun ; Elekdag, Selim .
    In: Emerging Markets Finance and Trade.
    RePEc:mes:emfitr:v:49:y:2013:i:5:p:45-62.

    Full description at Econpapers || Download paper

  269. Contagion des crises de 1997 et 2008 en ASEAN+3 : un modèle VAR structurel. (2013). Coupaud, Marien .
    In: Larefi Working Papers.
    RePEc:laf:wpaper:cr1306.

    Full description at Econpapers || Download paper

  270. External Liabilities and Crises. (2013). Catão, Luis ; Milesi-Ferretti, Gian M ; Cato, Luis.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2013/113.

    Full description at Econpapers || Download paper

  271. CONTAGION DES CRISES DE 1997 ET 2008 EN ASEAN+3: UN MODELE VAR STRUCTUREL. (2013). Coupaud, Marine .
    In: Working Papers.
    RePEc:hal:wpaper:hal-00913175.

    Full description at Econpapers || Download paper

  272. How Does the Financial Crisis Affect Volatility Behavior and Transmission Among European Stock Markets?. (2013). Kazi, Irfan Akbar ; Ben Slimane, Faten ; Mehanaoui, Mohamed .
    In: IJFS.
    RePEc:gam:jijfss:v:1:y:2013:i:3:p:81-101:d:27968.

    Full description at Econpapers || Download paper

  273. Troubles in the Euro Area Periphery: The View through the Lens of a Simple Convergence-Sensitive Optimum Currency Area Index. (2013). Skořepa, Michal ; Skorepa, Michal .
    In: Czech Journal of Economics and Finance (Finance a uver).
    RePEc:fau:fauart:v:63:y:2013:i:2:p:129-151.

    Full description at Econpapers || Download paper

  274. Testing for contagion: the impact of US structured markets on international financial markets. (2013). Taylor, Nicholas ; Leung, Woon Sau.
    In: Chapters.
    RePEc:elg:eechap:14545_11.

    Full description at Econpapers || Download paper

  275. Financial Contagion and Asset Pricing. (2013). Tang, Chrismin ; Martin, Vance ; Fry-McKibbin, Renee.
    In: CAMA Working Papers.
    RePEc:een:camaaa:2013-61.

    Full description at Econpapers || Download paper

  276. International gross capital flows: New uses of balance of payments data and application to financial crises. (2013). Riera-Crichton, Daniel ; Janus, Thorsten.
    In: Journal of Policy Modeling.
    RePEc:eee:jpolmo:v:35:y:2013:i:1:p:16-28.

    Full description at Econpapers || Download paper

  277. The accumulation of foreign exchange by central banks: Fear of capital mobility?. (2013). Steiner, Andreas.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:38:y:2013:i:pb:p:409-427.

    Full description at Econpapers || Download paper

  278. Do contagion effects exist in capital flow volatility?. (2013). Park, Cyn-Young ; Lee, Hyun-Hoon ; Byun, Hyung-suk .
    In: Journal of the Japanese and International Economies.
    RePEc:eee:jjieco:v:30:y:2013:i:c:p:76-95.

    Full description at Econpapers || Download paper

  279. Early warning systems for currency crises: A multivariate extreme value approach. (2013). Kouwenberg, Roy ; Cumperayot, Phornchanok .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:36:y:2013:i:c:p:151-171.

    Full description at Econpapers || Download paper

  280. Spread the news: The impact of news on the European sovereign bond markets during the crisis. (2013). Giuliodori, Massimo ; de Jong, Frank ; Beetsma, Roel ; Widijanto, Daniel .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:34:y:2013:i:c:p:83-101.

    Full description at Econpapers || Download paper

  281. How central banks prepare for financial crises – An empirical analysis of the effects of crises and globalisation on international reserves. (2013). Steiner, Andreas.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:33:y:2013:i:c:p:208-234.

    Full description at Econpapers || Download paper

  282. Sovereign bond spreads determinants in Latin American countries: Before and during the XXI financial crisis. (2013). Terceo, Antonio ; Teruel, Mercedes ; Martinez, Lisana B..
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:17:y:2013:i:c:p:60-75.

    Full description at Econpapers || Download paper

  283. A switching model with flexible threshold variable: With an application to nonlinear dynamics in stock returns. (2013). Massacci, Daniele.
    In: Economics Letters.
    RePEc:eee:ecolet:v:119:y:2013:i:2:p:199-203.

    Full description at Econpapers || Download paper

  284. Does Bayesian shrinkage help to better reflect what happened during the subprime crisis?. (2013). KAABIA, Olfa ; Guesmi, Khaled ; Abid, Ilyes .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:31:y:2013:i:c:p:423-432.

    Full description at Econpapers || Download paper

  285. The changing international transmission of U.S. monetary policy shocks: Is there evidence of contagion effect on OECD countries. (2013). Kazi, Irfan Akbar ; Akbar, Farhan ; Wagan, Hakimzadi .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:30:y:2013:i:c:p:90-116.

    Full description at Econpapers || Download paper

  286. Exchange Market Pressure, Output Drops, and Domestic Credit: Do Emerging Markets Behave Differently?. (2013). Hegerty, Scott.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-13-00649.

    Full description at Econpapers || Download paper

  287. A new approach of contagion based on smooth transition conditional correlation GARCH models: An empirical application to the Greek crisis. (2013). Audigé, Henri ; Audige, Henri .
    In: EconomiX Working Papers.
    RePEc:drm:wpaper:2013-2.

    Full description at Econpapers || Download paper

  288. Illiquidité, contagion et risque systémique. (2013). Le Fol, Gaelle ; Dudek, Jeremy.
    In: Economics Thesis from University Paris Dauphine.
    RePEc:dau:thesis:123456789/13236.

    Full description at Econpapers || Download paper

  289. Three Sisters: The Interlinkage between Sovereign Debt, Currency and Banking Crises. (2013). Karatas, Bilge ; Eijffinger, Sylvester ; Eijffinger, Sylvester C W, .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9369.

    Full description at Econpapers || Download paper

  290. Determination of the Time of Contagion in Capital Markets Based on the Switching Model. (2013). Burzala, Milda.
    In: Dynamic Econometric Models.
    RePEc:cpn:umkdem:v:13:y:2013:p:69-86.

    Full description at Econpapers || Download paper

  291. An exploration on interbank markets and the operational framework of monetary policy in Colombia. (2013). Vargas, Carmina ; Velasco, Andres M. ; Silva, Luisa F. ; Gonzalez, Camilo .
    In: BORRADORES DE ECONOMIA.
    RePEc:col:000094:010982.

    Full description at Econpapers || Download paper

  292. Assessing Reserve Adequacy: The Colombian Case. (2013). Rojas Bohórquez, Juan Sebastián ; Restrepo, Javier Gomez ; Juan Sebastian Rojas Bohorquez, .
    In: BORRADORES DE ECONOMIA.
    RePEc:col:000094:010981.

    Full description at Econpapers || Download paper

  293. Contagion Channels between Real Estate and Financial Markets. (2013). Kustrim, Reka ; Hoesli, Martin.
    In: Swiss Finance Institute Research Paper Series.
    RePEc:chf:rpseri:rp1312.

    Full description at Econpapers || Download paper

  294. FONDAMENTAUX, CONTAGION ET DYNAMIQUE DES ANTICIPATIONS :UNE EVALUATION A PARTIR DE LA CRISE FINANCIERE COREENNE. (2013). Khallouli, Wajih ; Ayadi, Mohamed ; Sandretto, Rene .
    In: Brussels Economic Review.
    RePEc:bxr:bxrceb:2013/186524.

    Full description at Econpapers || Download paper

  295. Sovereign Contagion in Europe: Evidence from the CDS Market. (2013). Manasse, Paolo ; Zavalloni, L..
    In: Working Papers.
    RePEc:bol:bodewp:wp863.

    Full description at Econpapers || Download paper

  296. The determinants of cross-border bank flows to emerging markets. (2013). Mihaljek, Dubravko ; Herrmann, Sabine.
    In: The Economics of Transition.
    RePEc:bla:etrans:v:21:y:2013:i:3:p:479-508.

    Full description at Econpapers || Download paper

  297. Assessing Reserve Adequacy: The Colombian Case. (2013). Rojas Bohórquez, Juan Sebastián ; Restrepo, Javier Gomez ; Juan Sebastian Rojas Bohorquez, .
    In: Borradores de Economia.
    RePEc:bdr:borrec:781.

    Full description at Econpapers || Download paper

  298. Pure or wake-up-call contagion? Another look at the EMU sovereign debt crisis. (2013). Tommasino, Pietro ; Pericoli, Marcello ; Giordano, Raffaela.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_904_13.

    Full description at Econpapers || Download paper

  299. Disentangling contagion among sovereign cds spreads during the european debt crisis. (2013). Perez Quiros, Gabriel ; Broto, Carmen ; Perez-Quiros, Gabriel.
    In: Working Papers.
    RePEc:bde:wpaper:1314.

    Full description at Econpapers || Download paper

  300. Fitting and Forecasting Sovereign Defaults Using Multiple Risk Signals. (2012). Savona, Roberto ; Vezzoli, Marika .
    In: Working Papers.
    RePEc:ven:wpaper:2012_26.

    Full description at Econpapers || Download paper

  301. Volatility Spillovers in East Asian Financial Markets: A Mem-Based Approach. (2012). Velucchi, Margherita ; Gallo, Giampiero ; Engle, Robert.
    In: The Review of Economics and Statistics.
    RePEc:tpr:restat:v:94:y:2012:i:1:p:222-223.

    Full description at Econpapers || Download paper

  302. On monitoring financial stress index with extreme value theory. (2012). Dridi, Amira ; Limam, Mohamed ; el Ghourabi, Mohamed .
    In: Quantitative Finance.
    RePEc:taf:quantf:v:12:y:2012:i:3:p:329-339.

    Full description at Econpapers || Download paper

  303. Measuring Financial Contagion with Extreme Coexceedances. (2012). Thomadakis, Apostolos.
    In: School of Economics Discussion Papers.
    RePEc:sur:surrec:1112.

    Full description at Econpapers || Download paper

  304. Contagion or Flight-to-Quality Phenomena in Stock and Bond Returns. (2012). Thomadakis, Apostolos.
    In: School of Economics Discussion Papers.
    RePEc:sur:surrec:0612.

    Full description at Econpapers || Download paper

  305. The study of contagious paces of financial crises. (2012). Chen, Jo-Hui.
    In: Quality & Quantity: International Journal of Methodology.
    RePEc:spr:qualqt:v:46:y:2012:i:6:p:1825-1846.

    Full description at Econpapers || Download paper

  306. The Sustainability of Monetary Unions. Can the Euro Survive?. (2012). Piersanti, Giovanni ; Marini, Giancarlo ; Canofari, Paolo.
    In: CEIS Research Paper.
    RePEc:rtv:ceisrp:226.

    Full description at Econpapers || Download paper

  307. The Real Output Costs of Financial Crisis: A Loss Distribution Approach. (2012). Vega, Marco ; Kapp, Daniel.
    In: Working Papers.
    RePEc:rbp:wpaper:2012-013.

    Full description at Econpapers || Download paper

  308. Deciphering financial contagion in the euro area during the crisis. (2012). Waelti, Sébastien ; Tola, Albi ; Walti, Sebastien .
    In: MPRA Paper.
    RePEc:pra:mprapa:49251.

    Full description at Econpapers || Download paper

  309. The transmission process of financial crises across the emerging markets: an alternative consideration. (2012). KORKMAZ, Abdurrahman ; Abdurrahman, Korkmaz .
    In: MPRA Paper.
    RePEc:pra:mprapa:37421.

    Full description at Econpapers || Download paper

  310. Direct and Indirect Crisis Effects on International Trade or: Is There a Chance to Employ an Income Stimulus to Stimulate Exports?. (2012). Konon, Alexander.
    In: MPRA Paper.
    RePEc:pra:mprapa:36363.

    Full description at Econpapers || Download paper

  311. Real output costs of financial crises: a loss distribution approach. (2012). Kapp, Daniel ; Vega, Marco.
    In: MPRA Paper.
    RePEc:pra:mprapa:35706.

    Full description at Econpapers || Download paper

  312. Currency Crisis Transmission through International Trade. (2012). Haidar, Jamal.
    In: MPRA Paper.
    RePEc:pra:mprapa:112122.

    Full description at Econpapers || Download paper

  313. The Macroeconomic Theory of Exchange Rate Crises. (2012). Piersanti, Giovanni .
    In: OUP Catalogue.
    RePEc:oxp:obooks:9780199653126.

    Full description at Econpapers || Download paper

  314. Index of Exchange Market Pressure (EMP): Specifics of Emerging Markets. (2012). Fedorova, Ye., ; Lukasevich, I..
    In: Journal of the New Economic Association.
    RePEc:nea:journl:y:2012:i:14:p:51-66.

    Full description at Econpapers || Download paper

  315. The Big C: Identifying Contagion. (2012). Forbes, Kristin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18465.

    Full description at Econpapers || Download paper

  316. Analysis of 2008 Central and East European Currency Crisis Using Early Warning Model. (2012). Takahashi, Mie .
    In: Public Policy Review.
    RePEc:mof:journl:ppr018f.

    Full description at Econpapers || Download paper

  317. Financial contagion and attention allocation. (2012). Quintana-Domeque, Climent ; Mondria, Jordi ; QuintanaDomeque, Climent .
    In: Working Papers. Serie AD.
    RePEc:ivi:wpasad:2012-07.

    Full description at Econpapers || Download paper

  318. How much should I hold? Reserve Adequacy in Emerging Markets and Small Islands. (2012). Mwase, Nkunde.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2012/205.

    Full description at Econpapers || Download paper

  319. Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation. (2012). Palm, Franz ; Dumitrescu, Elena Ivona ; Hurlin, Christophe ; Candelon, Bertrand.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-00630036.

    Full description at Econpapers || Download paper

  320. How to evaluate an Early Warning System ?. (2012). Dumitrescu, Elena Ivona ; Hurlin, Christophe ; Candelon, Bertrand.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-00450050.

    Full description at Econpapers || Download paper

  321. Does Bayesian Shrinkage Help to Better Reflect What Happened during the Subprime Crisis?. (2012). Guesmi, Khaled ; Abid, Ilyes ; Kaabia, Olfa.
    In: Working Papers.
    RePEc:hal:wpaper:hal-04141032.

    Full description at Econpapers || Download paper

  322. The “Big C”: identifying and mitigating contagion. (2012). Forbes, Kristin.
    In: Proceedings - Economic Policy Symposium - Jackson Hole.
    RePEc:fip:fedkpr:y:2012:p:23-87.

    Full description at Econpapers || Download paper

  323. Responses of the Korean Economy to the Global Economic Crisis: Another Currency Crisis?. (2012). Cho, Dong Chul .
    In: Chapters.
    RePEc:elg:eechap:14951_3.

    Full description at Econpapers || Download paper

  324. Episodes of large exchange rate appreciations and reserves accumulations in selected Asian economies: Is fear of appreciations justified?. (2012). Siregar, Reza ; Pontines, Victor.
    In: CAMA Working Papers.
    RePEc:een:camaaa:2012-31.

    Full description at Econpapers || Download paper

  325. Market linkage and information spillover: Evidence from pre-crisis, crisis, and recovery periods. (2012). Ding, Liang ; Pu, Xiaoling .
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:64:y:2012:i:2:p:145-159.

    Full description at Econpapers || Download paper

  326. Money market pressure in emerging economies: International contagion versus domestic determinants. (2012). Hegerty, Scott.
    In: Economic Systems.
    RePEc:eee:ecosys:v:36:y:2012:i:4:p:506-521.

    Full description at Econpapers || Download paper

  327. Early warning systems for currency crises: The Turkish case. (2012). ARI, Ali.
    In: Economic Systems.
    RePEc:eee:ecosys:v:36:y:2012:i:3:p:391-410.

    Full description at Econpapers || Download paper

  328. The more contagion effect on emerging markets: The evidence of DCC-GARCH model. (2012). Celk, Sibel .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:29:y:2012:i:5:p:1946-1959.

    Full description at Econpapers || Download paper

  329. Currency crisis transmission through international trade. (2012). Haidar, Jamal.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:29:y:2012:i:2:p:151-157.

    Full description at Econpapers || Download paper

  330. A wavelet-based approach to test for financial market contagion. (2012). Gallegati, Marco.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:56:y:2012:i:11:p:3491-3497.

    Full description at Econpapers || Download paper

  331. Fear of appreciation in East and Southeast Asia: The role of the Chinese renminbi. (2012). Siregar, Reza ; Pontines, Victor.
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:23:y:2012:i:4:p:324-334.

    Full description at Econpapers || Download paper

  332. Was unofficial dollarisation/euroisation an amplifier of the Great Recession of 2007-09 in emerging economies. (2012). Chitu, Livia ; Chiu, Livia .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20121473.

    Full description at Econpapers || Download paper

  333. Global exchange rate configurations: Do oil shocks matter?. (2012). Stracca, Livio ; Buetzer, Sascha ; Habib, Maurizio Michael.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20121442.

    Full description at Econpapers || Download paper

  334. New Measures of the Trilemma Hypothesis : Implications for Asia. (2012). KAWAI, Masahiro ; Ito, Hiro.
    In: Macroeconomics Working Papers.
    RePEc:eab:macroe:23331.

    Full description at Econpapers || Download paper

  335. Does Bayesian Shrinkage Help to Better Reflect What Happened during the Subprime Crisis?. (2012). KAABIA, Olfa ; Guesmi, Khaled.
    In: EconomiX Working Papers.
    RePEc:drm:wpaper:2012-46.

    Full description at Econpapers || Download paper

  336. The changing international transmission of US monetary policy shocks: is there evidence of contagion effect on OECD countries. (2012). Kazi, Irfan Akbar ; Wagan, Hakimzadi ; Akbar, Farhan .
    In: EconomiX Working Papers.
    RePEc:drm:wpaper:2012-27.

    Full description at Econpapers || Download paper

  337. The optimal size of the European Stability Mechanism: A cost-benefit analysis. (2012). Kapp, Daniel .
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:349.

    Full description at Econpapers || Download paper

  338. Spread the News: How the Crisis Affected the Impact of News on the European Sovereign Bond Markets. (2012). Giuliodori, Massimo ; de Jong, Frank ; Beetsma, Roel ; Widijanto, Daniel .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9043.

    Full description at Econpapers || Download paper

  339. Volatility Spillover, Interdependence, Comovements across GCC, Oil and U.S. Markets and Portfolio Management Strategies in a Regime-Changing Environment. (2012). Khalifa, Ahmed ; Hammoudeh, S. ; Otranto, Edoardo.
    In: Working Paper CRENoS.
    RePEc:cns:cnscwp:201209.

    Full description at Econpapers || Download paper

  340. PREDICTABILITY OF FINANCIAL CRISES: TESTING K.R.L. MODEL IN THE CASE OF TURKEY. (2012). Gokmenoglu, Korhan ; KARACOR, Zeynep .
    In: Annals - Economy Series.
    RePEc:cbu:jrnlec:y:2012:v:2:p:5-16.

    Full description at Econpapers || Download paper

  341. The International Transmission of Bank Liquidity Shocks: Evidence from an Emerging Market. (2012). Schnabl, Philipp.
    In: Journal of Finance.
    RePEc:bla:jfinan:v:67:y:2012:i:3:p:897-932.

    Full description at Econpapers || Download paper

  342. How integrated are the exchange markets of the Baltic Sea Region? An examination of market pressure and its contagion. (2012). Hegerty, Scott.
    In: Baltic Journal of Economics.
    RePEc:bic:journl:v:12:y:2012:i:2:p:109-122.

    Full description at Econpapers || Download paper

  343. Spillover Effects of the U.S. Financial Crisis on Financial Markets in Emerging Asian Countries. (2012). Kim, Hyeongwoo ; Lee, Bong-Soo.
    In: Auburn Economics Working Paper Series.
    RePEc:abn:wpaper:auwp2012-06.

    Full description at Econpapers || Download paper

  344. Developing Efficient Activation Approaches and Identifying Elements for Regional Cooperation in the Western Balkans. (2011). Holzner, Mario ; Gligorov, Vladimir ; Vidovic, Hermine ; Haupfleisch, Renate ; Natter, Monika ; Korolkova, Katja .
    In: wiiw Research Reports.
    RePEc:wii:rpaper:rr:374.

    Full description at Econpapers || Download paper

  345. Financial contagion in developed sovereign bond markets. (2011). Metiu, Norbert.
    In: Research Memorandum.
    RePEc:unm:umamet:2011004.

    Full description at Econpapers || Download paper

  346. Structured Eurobonds. (2011). Herz, Bernhard ; Bauer, Christian ; Hild, Alexandra .
    In: Research Papers in Economics.
    RePEc:trr:wpaper:201109.

    Full description at Econpapers || Download paper

  347. Central and Eastern European countries in the global financial crisis: a typical twin crisis?. (2011). Lindner, Axel ; Knedlik, Tobias ; Dietrich, Diemo.
    In: Post-Communist Economies.
    RePEc:taf:pocoec:v:23:y:2011:i:4:p:415-432.

    Full description at Econpapers || Download paper

  348. Currency crises: can high reserves offset vulnerable fundamentals?. (2011). Ouyang, Alice ; LI, JIE.
    In: Applied Economics.
    RePEc:taf:applec:v:43:y:2011:i:16:p:2055-2069.

    Full description at Econpapers || Download paper

  349. Asymmetric Phase Shifts in the U.S. Industrial Production Cycles. (2011). Hwang, Sunoong ; Chang, Yongsung.
    In: RCER Working Papers.
    RePEc:roc:rocher:564.

    Full description at Econpapers || Download paper

  350. Asymmetric Phase Shifts in U.S. Industrial Production Cycles. (2011). Hwang, Sunoong ; Chang, Yongsung.
    In: 2011 Meeting Papers.
    RePEc:red:sed011:31.

    Full description at Econpapers || Download paper

  351. Prediction of Currency Crises using a Fiscal Sustainability Indicator. (2011). Cruz-Rodriguez, Alexis.
    In: MPRA Paper.
    RePEc:pra:mprapa:72101.

    Full description at Econpapers || Download paper

  352. Averting Currency Crises: The Pros and Cons of Financial Openness. (2011). Zhou, Chen ; Garita, Gus ; Gus, Garita ; Chen, Zhou .
    In: MPRA Paper.
    RePEc:pra:mprapa:30218.

    Full description at Econpapers || Download paper

  353. Growth effect of aid and its volatility: An individual country study in South Asian economies. (2011). Bucevska, Vesna.
    In: Business and Economic Horizons (BEH).
    RePEc:pdc:jrnbeh:v:4:y:2011:i:1:p:13-26.

    Full description at Econpapers || Download paper

  354. Exchange Rates in Emerging Countries: Eleven Empirical Regularities from Latin America and East Asia. (2011). Edwards, Sebastian.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17074.

    Full description at Econpapers || Download paper

  355. Modelling Financial Crises Mutation. (2011). Palm, Franz ; Dumitrescu, Elena Ivona ; Hurlin, Christophe ; Candelon, Bertrand.
    In: LEO Working Papers / DR LEO.
    RePEc:leo:wpaper:1238.

    Full description at Econpapers || Download paper

  356. Exchange-Rate Policies in Emerging Countries: Eleven Empirical Regularities From Latin America and East Asia. (2011). Edwards, Sebastian.
    In: Open Economies Review.
    RePEc:kap:openec:v:22:y:2011:i:4:p:533-563.

    Full description at Econpapers || Download paper

  357. Financial contagion of the 2008 crisis: is there any evidence of financial contagion from the US to the Baltic states. (2011). PAAS, TIIU ; Kuusk, Andres .
    In: Eastern Journal of European Studies.
    RePEc:jes:journl:y:2011:v:2:p:61-76.

    Full description at Econpapers || Download paper

  358. Crisis and Consumption Smoothing. (2011). Dutt, Pushan ; Padmanabhan, V..
    In: Marketing Science.
    RePEc:inm:ormksc:v:30:y:2011:i:3:p:491-512.

    Full description at Econpapers || Download paper

  359. Rapid Credit Growth; Boon or Boom-Bust?. (2011). Wu, Yiqun ; Elekdag, Selim.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2011/241.

    Full description at Econpapers || Download paper

  360. Spatial Spillovers in Emerging Market Spreads. (2011). Poghosyan, Tigran ; Baldacci, Emanuele ; Dell'Erba, Salvatore.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2011/221.

    Full description at Econpapers || Download paper

  361. An Approach of Combining Empirical Mode Decomposition and Neural Network Learning for Currency Crisis Forecasting. (2011). BENBOUZIANE, Mohamed ; Djennas, Meriem .
    In: Working Papers.
    RePEc:erg:wpaper:627.

    Full description at Econpapers || Download paper

  362. Testing for “Contagion” of the Subprime Crisis on the Middle East And North African Stock Markets: A Markov Switching EGARCH Approach. (2011). Khallouli, Wajih ; Sandretto, Rene .
    In: Working Papers.
    RePEc:erg:wpaper:609.

    Full description at Econpapers || Download paper

  363. Sudden stops and currency crises. (2011). Sula, Ozan ; Efremidze, Levan ; Schreyer, Samuel M..
    In: Journal of Financial Economic Policy.
    RePEc:eme:jfeppp:v:3:y:2011:i:4:p:304-321.

    Full description at Econpapers || Download paper

  364. Business cycles in a small open economy: The case of Hong Kong. (2011). Iza, Maria Amaya ; Echeverria, Paulina Elisa .
    In: DFAEII Working Papers.
    RePEc:ehu:dfaeii:6381.

    Full description at Econpapers || Download paper

  365. The mobility of economists and the diffusion of policy ideas: The influence of economics on national policies. (2011). Kogut, Bruce ; Macpherson, Muir J..
    In: Research Policy.
    RePEc:eee:respol:v:40:y:2011:i:10:p:1307-1320.

    Full description at Econpapers || Download paper

  366. Exchange rate volatility across financial crises. (2011). Mignon, Valérie ; COUHARDE, Cécile ; Coudert, Virginie.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:11:p:3010-3018.

    Full description at Econpapers || Download paper

  367. How globally contagious was the recent US real estate market crisis? Evidence based on a new contagion test. (2011). Roca, Eduardo ; Hatemi-J, Abdulnasser ; Hatemi-J, Abdulnasser, ; Hatemi-J , Abdulnasser, .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:28:y:2011:i:6:p:2560-2565.

    Full description at Econpapers || Download paper

  368. Liquidity Shocks and Hedge Fund Contagion. (2011). Stulz, René ; Stahel, Christof W. ; Boyson, Nicole M..
    In: Working Paper Series.
    RePEc:ecl:ohidic:2011-12.

    Full description at Econpapers || Download paper

  369. Macro-financial vulnerabilities and future financial stress: assessing systemic risks and predicting systemic events. (2011). Lo Duca, Marco ; Peltonen, Tuomas A..
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20111311.

    Full description at Econpapers || Download paper

  370. OPENNESS OF THE CAPITAL MARKET IN MACEDONIA. (2011). Nikolov, Marjan.
    In: Journal Articles.
    RePEc:cmk:journl:y:2011:p:43-52.

    Full description at Econpapers || Download paper

  371. Empirics of Currency Crises: A Duration Analysis Approach. (2011). Voia, Marcel ; Karimi, Mohammad .
    In: Carleton Economic Papers.
    RePEc:car:carecp:11-11.

    Full description at Econpapers || Download paper

  372. Identifying Extreme Values of Exchange Market Pressure. (2011). Voia, Marcel ; Karimi, Mohammad .
    In: Carleton Economic Papers.
    RePEc:car:carecp:11-10.

    Full description at Econpapers || Download paper

  373. The determinants of cross-border bank flows to emerging markets : new empirical evidence on the spread of financial crises. (2011). Mihaljek, Dubravko ; Herrmann, Sabine .
    In: BOFIT Discussion Papers.
    RePEc:bof:bofitp:2011_003.

    Full description at Econpapers || Download paper

  374. Macrofinancial vulnerabilities and future financial stress: assessing systemic risks and predicting systemic events. (2011). lo Duca, Marco ; Peltonen, Tuomas.
    In: BIS Papers chapters.
    RePEc:bis:bisbpc:60-11.

    Full description at Econpapers || Download paper

  375. Financial Crises In Spain: Lessons From The Last 150 Years. (2011). MARTIN-ACENA, PABLO ; Betran, Concha ; Martin-Acea, Pablo ; Pons, Maria Angeles .
    In: Documentos de Trabajo (DT-AEHE).
    RePEc:ahe:dtaehe:1106.

    Full description at Econpapers || Download paper

  376. An anaylsis of financial crisis by an early warning system model: The Case of the EU candidate countries. (2011). Bucevska, Vesna.
    In: Business and Economic Horizons (BEH).
    RePEc:ags:pdcbeh:204182.

    Full description at Econpapers || Download paper

  377. Monthly Report No. 8-9/2010. (2010). Woerz, Julia ; Martin, Reiner ; Holzner, Mario ; Worz, Julia ; Yurchyshyn, Vasyl ; Feldkircher, Martin ; Poznanski, Kazimierz .
    In: wiiw Monthly Reports.
    RePEc:wii:mpaper:mr:2010-08-09.

    Full description at Econpapers || Download paper

  378. The Financial Crisis in Central and Eastern Europe: the Measures and Determinants of the Exchange Market Pressure Index and the Money Market Pressure Index. (2010). Filipozzi, Fabio.
    In: Research in Economics and Business: Central and Eastern Europe.
    RePEc:ttu:rebcee:27.

    Full description at Econpapers || Download paper

  379. Financial crises in Asia: concordance by asset market or country?. (2010). Lestano, Lestano ; Jacobs, Jan ; Dungey, Mardi.
    In: Working Papers.
    RePEc:tas:wpaper:10575.

    Full description at Econpapers || Download paper

  380. Evaluating currency crisis:A multivariate Markov switching approach. (2010). Kenourgios, Dimitris ; Samitas, Aris ; Mouratidis, Kostas.
    In: Working Papers.
    RePEc:shf:wpaper:2010018.

    Full description at Econpapers || Download paper

  381. The US Sub-prime Crises and Extreme Exchange Market Pressures in Asia. (2010). Hussain, Nurulhuda Mohd ; Pontines, Victor ; Siregar, Reza .
    In: Staff Papers.
    RePEc:sea:spaper:sp75.

    Full description at Econpapers || Download paper

  382. Exchange Market Pressure Index in Pakistan. (2010). Khan, Imran Naveed.
    In: SBP Working Paper Series.
    RePEc:sbp:wpaper:35.

    Full description at Econpapers || Download paper

  383. Exchange Rate Asymmetry and Flexible Exchange Rates under Inflation Targeting Regimes: Evidence from Four East and Southeast Asian Countries. (2010). Siregar, Reza ; Pontines, Victor.
    In: MPRA Paper.
    RePEc:pra:mprapa:25260.

    Full description at Econpapers || Download paper

  384. The contagion effect: evidences from former Soviet Economies in Eastern Europe. (2010). KORKMAZ, Abdurrahman ; Insel, Aysu.
    In: MPRA Paper.
    RePEc:pra:mprapa:24999.

    Full description at Econpapers || Download paper

  385. Can Financial Openness Help Avoid Currency Crises?. (2010). Zhou, Chen ; Garita, Gus.
    In: MPRA Paper.
    RePEc:pra:mprapa:23166.

    Full description at Econpapers || Download paper

  386. The US Subprime Crises and Extreme Market Pressures in Asia. (2010). Siregar, Reza ; Pontines, Victor ; Hussain, Nurulhuda Mohd .
    In: MPRA Paper.
    RePEc:pra:mprapa:22995.

    Full description at Econpapers || Download paper

  387. Uncertainty and Currency Crises: Evidence from Survey Data. (2010). Sbracia, Massimo ; Prati, Alessandro.
    In: MPRA Paper.
    RePEc:pra:mprapa:21209.

    Full description at Econpapers || Download paper

  388. A FRAMEWORK FOR THE TREATMENT OF FINANCIAL CONTAGION EFFECTS IN THE CONTEXT OF THE ACTUAL EUROPEAN TURBULENCES. (2010). Prelipcean, Gabriela ; Mircea, Boscoianu ; Gabriela, Prelipcean .
    In: Annals of Faculty of Economics.
    RePEc:ora:journl:v:1:y:2010:i:2:p:456-461.

    Full description at Econpapers || Download paper

  389. Surfing the Waves of Globalization: Asia and Financial Globalization in the Context of the Trilemma. (2010). Ito, Hiro ; Chinn, Menzie ; Aizenman, Joshua.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15876.

    Full description at Econpapers || Download paper

  390. Modeling Financial Contagion Using Mutually Exciting Jump Processes. (2010). Laeven, Roger ; Ait-Sahalia, Yacine ; Cacho-Diaz, Julio ; Roger J. A. Laeven, .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15850.

    Full description at Econpapers || Download paper

  391. CONTAGION OF FINANCIAL CRISES WITH SPECIAL EMPHASIS ON CEE ECONOMIES: A METAANALYSIS. (2010). PAAS, TIIU ; Kuusk, Andres .
    In: University of Tartu - Faculty of Economics and Business Administration Working Paper Series.
    RePEc:mtk:febawb:66.

    Full description at Econpapers || Download paper

  392. Banking Sector Fragility and the Transmission of Currency Crises. (2010). Raabe, Katharina ; Candelon, Bertrand ; Bruinshoofd, Allard.
    In: Open Economies Review.
    RePEc:kap:openec:v:21:y:2010:i:2:p:263-292.

    Full description at Econpapers || Download paper

  393. Analysis of current account reversals via regime switching models. (2010). Boysen-Hogrefe, Jens ; Aßmann, Christian.
    In: Economic Change and Restructuring.
    RePEc:kap:ecopln:v:43:y:2010:i:1:p:21-43.

    Full description at Econpapers || Download paper

  394. Financial Globalization, Economic Growth, and the Crisis of 2007-09. (2010). Cline, William R..
    In: Peterson Institute Press: All Books.
    RePEc:iie:ppress:499.

    Full description at Econpapers || Download paper

  395. The Accumulation of Foreign Exchange by Central Banks: Fear of Capital Mobility?. (2010). Steiner, Andreas.
    In: Working Papers.
    RePEc:iee:wpaper:wp0085.

    Full description at Econpapers || Download paper

  396. Central Banks’ Dilemma: Reserve Accumulation, Inflation and Financial Instability. (2010). Steiner, Andreas.
    In: Working Papers.
    RePEc:iee:wpaper:wp0084.

    Full description at Econpapers || Download paper

  397. Contagious Policies: An Analysis of Spatial Interactions Among Countries’ Capital Account Policies. (2010). Steiner, Andreas.
    In: Working Papers.
    RePEc:iee:wpaper:wp0080.

    Full description at Econpapers || Download paper

  398. The internationalisation of financial crises. (2010). Lestano, Lestano ; Jacobs, Jan ; Dungey, Mardi ; Jacobs, J. P. A. M., .
    In: Research Report.
    RePEc:gro:rugsom:10002.

    Full description at Econpapers || Download paper

  399. The political economy of fixed exchange rate regimes: The experience of post-communist countries. (2010). Bodea, Cristina.
    In: European Journal of Political Economy.
    RePEc:eee:poleco:v:26:y:2010:i:2:p:248-264.

    Full description at Econpapers || Download paper

  400. Uncertainty and currency crises: Evidence from survey data. (2010). Sbracia, Massimo ; Prati, Alessandro.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:57:y:2010:i:6:p:668-681.

    Full description at Econpapers || Download paper

  401. Monetary Policy in Emerging Markets. (2010). Frankel, Jeffrey.
    In: Handbook of Monetary Economics.
    RePEc:eee:monchp:3-25.

    Full description at Econpapers || Download paper

  402. A Markov switching analysis of contagion in the EMS. (2010). Mandilaras, Alex (Alexandros) ; Bird, Graham.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:29:y:2010:i:6:p:1062-1075.

    Full description at Econpapers || Download paper

  403. The emerging global financial architecture: Tracing and evaluating new patterns of the trilemma configuration. (2010). Ito, Hiro ; Chinn, Menzie ; Aizenman, Joshua ; MenzieD. Chinn, .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:29:y:2010:i:4:p:615-641.

    Full description at Econpapers || Download paper

  404. Currency crisis prediction using ADR market data: An options-based approach. (2010). Eichler, Stefan ; Maltritz, Dominik .
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:26:y::i:4:p:858-884.

    Full description at Econpapers || Download paper

  405. Predicting banking distress in the EMEAP economies. (2010). Wong, Jim ; Leung, Phyllis .
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:6:y:2010:i:3:p:169-179.

    Full description at Econpapers || Download paper

  406. News and correlations of CEEC-3 financial markets. (2010). Hayo, Bernd ; Buttner, David .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:27:y:2010:i:5:p:915-922.

    Full description at Econpapers || Download paper

  407. Market linkages, variance spillovers, and correlation stability: Empirical evidence of financial contagion. (2010). Caporin, Massimiliano ; Billio, Monica.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:54:y:2010:i:11:p:2443-2458.

    Full description at Econpapers || Download paper

  408. Exchange-market pressure and currency crises in Latin America: Empirical tests of their macroeconomic determinants. (2010). Hegerty, Scott.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-10-00355.

    Full description at Econpapers || Download paper

  409. The Financial Crisis, Rethinking of the Global Financial Architecture, and the Trilemma. (2010). Ito, Hiro ; Aizenman, Joshua ; Chinna, Menzie D..
    In: Trade Working Papers.
    RePEc:eab:tradew:21873.

    Full description at Econpapers || Download paper

  410. Regionality Revisited: An Examination of the Direction of Spread of Currency Crisis. (2010). Shortland, Anja ; Leon-Gonzalez, Roberto ; Dasgupta, Amil ; Roberto, Leon-Gonzalez .
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp1023.

    Full description at Econpapers || Download paper

  411. Volatility Transmission in Emerging European Foreign Exchange Markets. (2010). Kočenda, Evžen ; Bubak, Vit ; Kocenda, Even ; Zikes, Filip.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_3063.

    Full description at Econpapers || Download paper

  412. CONTAGIOUS POLICIES: AN ANALYSIS OF SPATIAL INTERACTIONS AMONG COUNTRIES CAPITAL ACCOUNT POLICIES. (2010). Steiner, Andreas.
    In: Pacific Economic Review.
    RePEc:bla:pacecr:v:15:y:2010:i:3:p:422-445.

    Full description at Econpapers || Download paper

  413. INTRODUCTION TO THE SPECIAL ISSUE OF PACIFIC ECONOMIC REVIEW ON CONTAGION. (2010). Candelon, Bertrand.
    In: Pacific Economic Review.
    RePEc:bla:pacecr:v:15:y:2010:i:3:p:336-339.

    Full description at Econpapers || Download paper

  414. Hedge Fund Contagion and Liquidity Shocks. (2010). Stulz, René ; Stahel, Christof W. ; Boyson, Nicole M..
    In: Journal of Finance.
    RePEc:bla:jfinan:v:65:y:2010:i:5:p:1789-1816.

    Full description at Econpapers || Download paper

  415. MONETARY CREDIBILITY VS. VOTER APPROVAL: POLITICAL INSTITUTIONS AND EXCHANGE-RATE STABILIZATION DURING CRISES. (2010). Walter, Stefanie ; Sattler, Thomas .
    In: Economics and Politics.
    RePEc:bla:ecopol:v:22:y:2010:i:3:p:392-418.

    Full description at Econpapers || Download paper

  416. FINANCIAL CONTAGION ON THE INTERNATIONAL TRADE NETWORK. (2010). Reyes, Javier ; Kali, Raja .
    In: Economic Inquiry.
    RePEc:bla:ecinqu:v:48:y:2010:i:4:p:1072-1101.

    Full description at Econpapers || Download paper

  417. Is there Evidence of Shift-Contagion in International Housing Markets?. (2010). malik, Sachin ; DE BANDT, OLIVIER.
    In: Working papers.
    RePEc:bfr:banfra:295.

    Full description at Econpapers || Download paper

  418. A Cross-Country Empirical Analysis of International Reserves. (2009). Ito, Hiro ; Cheung, Yin-Wong.
    In: International Economic Journal.
    RePEc:taf:intecj:v:23:y:2009:i:4:p:447-481.

    Full description at Econpapers || Download paper

  419. Once Bitten: The Effect of IMF Programs on Subsequent Reserve Behaviour. (2009). Mandilaras, Alex (Alexandros) ; Bird, Graham.
    In: School of Economics Discussion Papers.
    RePEc:sur:surrec:0509.

    Full description at Econpapers || Download paper

  420. Global recessions as a cascade phenomenon with interacting agents. (2009). ormerod, paul ; Heineike, Amy .
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:4:y:2009:i:1:p:15-26.

    Full description at Econpapers || Download paper

  421. International crises, instability periods and contagion: the case of the ERM. (2009). Bacchiocchi, Emanuele ; Bevilacqua, Marta .
    In: International Review of Economics.
    RePEc:spr:inrvec:v:56:y:2009:i:2:p:105-122.

    Full description at Econpapers || Download paper

  422. An Assessment of Exchange Rate Policy under Floating Regime in Bangladesh. (2009). Hossain, Monzur ; Ahmed, Mansur.
    In: Bangladesh Development Studies.
    RePEc:ris:badest:0488.

    Full description at Econpapers || Download paper

  423. An Early Warning Signals Approach for Currency Crises: The Turkish Case. (2009). ARI, Ali.
    In: MPRA Paper.
    RePEc:pra:mprapa:25858.

    Full description at Econpapers || Download paper

  424. Choosing and assessing exchange rate regimes: A survey of the literature. (2009). Cruz-Rodriguez, Alexis.
    In: MPRA Paper.
    RePEc:pra:mprapa:16314.

    Full description at Econpapers || Download paper

  425. 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.

    Full description at Econpapers || Download paper

  426. Capital Inflows; Macroeconomic Implications and Policy Responses. (2009). Kose, Ayhan ; Cardarelli, Roberto ; Elekdag, Selim.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2009/040.

    Full description at Econpapers || Download paper

  427. Market interdependence and financial volatility transmission in East Asia. (2009). Velucchi, Margherita ; Gallo, Giampiero.
    In: International Journal of Finance & Economics.
    RePEc:ijf:ijfiec:v:14:y:2009:i:1:p:24-44.

    Full description at Econpapers || Download paper

  428. Are Free Trade Agreements Contagious?. (2009). Jaimovich, Dany ; Baldwin, Richard.
    In: Global COE Hi-Stat Discussion Paper Series.
    RePEc:hst:ghsdps:gd09-057.

    Full description at Econpapers || Download paper

  429. Are Free Trade Agreements Contagious?. (2009). Jaimovich, Dany ; Baldwin, Richard.
    In: CCES Discussion Paper Series.
    RePEc:hit:ccesdp:12.

    Full description at Econpapers || Download paper

  430. A forewarning indicator system for financial crises: the case of six Central and Eastern European countries. (2009). ZDZIENICKA, Aleksandra ; Dufrénot, Gilles ; Sand-Zantman, Alain ; Andreou, Irene ; Dufrenot, Gilles ; Zdzienicka-Durand, Aleksandra .
    In: Post-Print.
    RePEc:hal:journl:halshs-00372728.

    Full description at Econpapers || Download paper

  431. Financial Crises and International Trade: The Long Way to Recovery. (2009). Berman, Nicolas.
    In: Economics Working Papers.
    RePEc:eui:euiwps:eco2009/23.

    Full description at Econpapers || Download paper

  432. Ready for capital account convertibility?. (2009). Mukerji, Purba .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:28:y:2009:i:6:p:1006-1021.

    Full description at Econpapers || Download paper

  433. Output volatility of five crisis-affected East Asia economies. (2009). Li, Kui-Wai ; Kwok, Ming-Lok .
    In: Japan and the World Economy.
    RePEc:eee:japwor:v:21:y:2009:i:2:p:172-182.

    Full description at Econpapers || Download paper

  434. The transmission of emerging market shocks to global equity markets. (2009). Thimann, Christian ; Fratzscher, Marcel ; Cuadro Sáez, Lucía ; Cuadro-Saez, Lucia .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:16:y:2009:i:1:p:2-17.

    Full description at Econpapers || Download paper

  435. The reversibility of different types of capital flows to emerging markets. (2009). Sula, Ozan ; Willett, Thomas D..
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:10:y:2009:i:4:p:296-310.

    Full description at Econpapers || Download paper

  436. Evidence of interdependence and contagion using a frequency domain framework. (2009). Candelon, Bertrand ; Bodart, Vincent.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:10:y:2009:i:2:p:140-150.

    Full description at Econpapers || Download paper

  437. Currency crises and foreign credit in emerging markets: Credit crunch or demand effect?. (2009). Hale, Galina ; Arteta, Carlos.
    In: European Economic Review.
    RePEc:eee:eecrev:v:53:y:2009:i:7:p:758-774.

    Full description at Econpapers || Download paper

  438. Behavioural heterogeneity and shift-contagion: Evidence from the Asian crisis. (2009). Zwinkels, Remco ; Verschoor, Willem ; de Jong, Eelke ; Zwinkels, Remco C. J., ; Verschoor, Willem F. C., .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:33:y:2009:i:11:p:1929-1944.

    Full description at Econpapers || Download paper

  439. Multivariate contagion and interdependence. (2009). Fry-McKibbin, Renee ; Baur, Dirk.
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:20:y:2009:i:4:p:353-366.

    Full description at Econpapers || Download paper

  440. Can Open Capital Markets Help Avoid Currency Crises?. (2009). Zhou, Chen ; Garita, Gus.
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:205.

    Full description at Econpapers || Download paper

  441. Asset fire sales and purchases and the international transmission of financial shocks. (2009). Ramadorai, Tarun ; Lundblad, Christian ; Jotikasthira, Chotibhak .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7595.

    Full description at Econpapers || Download paper

  442. Default Risk and Risk Averse International Investors. (2009). Lizarazo, Sandra.
    In: Working Papers.
    RePEc:cie:wpaper:0907.

    Full description at Econpapers || Download paper

  443. Early, Late, and Multiple Bidding in Internet Auctions. (2009). Vadovic, Radovan.
    In: Working Papers.
    RePEc:cie:wpaper:0904.

    Full description at Econpapers || Download paper

  444. A Cross-Country Empirical Analysis of International Reserves. (2009). Ito, Hiro ; Cheung, Yin-Wong.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2654.

    Full description at Econpapers || Download paper

  445. Assessing the Emerging Global Financial Architecture: Measuring the Trilemmas Configurations over Time. (2009). Ito, Hiro ; Chinn, Menzie ; Aizenman, Joshua.
    In: Santa Cruz Department of Economics, Working Paper Series.
    RePEc:cdl:ucscec:qt840728sc.

    Full description at Econpapers || Download paper

  446. La transmission entre les marchés boursiers :Une analyse en composante principale. (2009). Ksantini, Majdi ; Boujelbene, Younes.
    In: Brussels Economic Review.
    RePEc:bxr:bxrceb:2013/81314.

    Full description at Econpapers || Download paper

  447. Common determinants of currency crises: role of external balance sheet variables. (2009). Licchetta, Mirko .
    In: Bank of England working papers.
    RePEc:boe:boeewp:0366.

    Full description at Econpapers || Download paper

  448. An alternative framework for foreign exchange risk management of sovereign debt. (2008). Melecký, Martin.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:4458.

    Full description at Econpapers || Download paper

  449. Transmission of shocks across global financial markets : The role of contagion and investors risk appetite. (2008). Gonzalez-Hermosillo Gonzalez, B. M., .
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:d684f3c7-7ad8-4e93-88cf-aa4aec8ccace.

    Full description at Econpapers || Download paper

  450. Empirical essays on the information transfer between and the informational efficiency of stock markets. (2008). Zolotoy, L..
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:2a2652c6-1060-4622-8721-891457dd7e6b.

    Full description at Econpapers || Download paper

  451. Financial Market Volatility and International Reserve Holding Behaviour: A Case Study for Korea, Indonesia, the Philippines, and Thailand. (2008). Ra, Hee-Ryang.
    In: Global Economic Review.
    RePEc:taf:glecrv:v:37:y:2008:i:3:p:311-332.

    Full description at Econpapers || Download paper

  452. Stanovení náchylnosti ekonomiky k nadměrným tlakům na měnový kurs. (2008). Pazou, Michal .
    In: Politická ekonomie.
    RePEc:prg:jnlpol:v:2008:y:2008:i:5:id:654:p:598-620.

    Full description at Econpapers || Download paper

  453. The Empirics of Banking Regulation. (2008). Tchana Tchana, Fulbert.
    In: MPRA Paper.
    RePEc:pra:mprapa:9299.

    Full description at Econpapers || Download paper

  454. Thought and Behavior Contagion in Capital Markets. (2008). Teoh, Siew Hong ; Hirshleifer, David.
    In: MPRA Paper.
    RePEc:pra:mprapa:9142.

    Full description at Econpapers || Download paper

  455. Presion y ataques especulativos en el mercado cambiario de la Republica Dominicana. (2008). Cruz-Rodriguez, Alexis.
    In: MPRA Paper.
    RePEc:pra:mprapa:15172.

    Full description at Econpapers || Download paper

  456. The center and the periphery: The globalization of financial turmoil. (2008). Reinhart, Carmen ; Kaminsky, Graciela.
    In: MPRA Paper.
    RePEc:pra:mprapa:14100.

    Full description at Econpapers || Download paper

  457. Controls on capital inflows and the transmission of external shocks. (2008). David, Antonio.
    In: Cambridge Journal of Economics.
    RePEc:oup:cambje:v:32:y:2008:i:6:p:887-906.

    Full description at Econpapers || Download paper

  458. Assessing the Emerging Global Financial Architecture: Measuring the Trilemmas Configurations over Time. (2008). Ito, Hiro ; Chinn, Menzie ; Aizenman, Joshua.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14533.

    Full description at Econpapers || Download paper

  459. Hedge Fund Contagion and Liquidity. (2008). Stulz, René ; Stahel, Christof W. ; Boyson, Nicole M..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14068.

    Full description at Econpapers || Download paper

  460. Estimation of De Facto Exchange Rate Regimes: Synthesis of the Techniques for Inferring Flexibility and Basket Weights. (2008). Wei, Shang-Jin ; Frankel, Jeffrey.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14016.

    Full description at Econpapers || Download paper

  461. Financial Openness, Currency Crises, and Output Losses. (2008). Edwards, Sebastian.
    In: NBER Chapters.
    RePEc:nbr:nberch:4775.

    Full description at Econpapers || Download paper

  462. The Interplay Between Two Stock Markets and a Related Foreign Exchange Market: A Simulation Approach. (2008). Marchesi, Michele.
    In: Computational Economics.
    RePEc:kap:compec:v:32:y:2008:i:1:p:99-119.

    Full description at Econpapers || Download paper

  463. Similarities and Differences of The 1994 and 2001 Turkish Currency Crises: A Signal Approach. (2008). Gormu, akir ; Tekeli, Recep ; Peker, Osman .
    In: Papers of the Annual IUE-SUNY Cortland Conference in Economics.
    RePEc:izm:prcdng:200815.

    Full description at Econpapers || Download paper

  464. New evidence on the international bank lending channel. (2008). Schnabl, Philipp.
    In: Proceedings.
    RePEc:fip:fedhpr:1102.

    Full description at Econpapers || Download paper

  465. A Cheap Lunch for Emerging Markets: Removing International Financial Market Imperfections with Modern Financial Instruments. (2008). Herz, Bernhard ; Bauer, Christian ; Hoops, Stefan.
    In: World Development.
    RePEc:eee:wdevel:v:36:y:2008:i:9:p:1514-1530.

    Full description at Econpapers || Download paper

  466. Currency crisis contagion and the identification of transmission channels. (2008). Pozo, Susan ; Haile, Fasika.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:17:y:2008:i:4:p:572-588.

    Full description at Econpapers || Download paper

  467. Choice of exchange rate regime and currency zones. (2008). Uctum, Merih ; Kato, Isamu.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:17:y:2008:i:3:p:436-456.

    Full description at Econpapers || Download paper

  468. Fundamental pitfalls of exchange market pressure-based approaches to identification of currency crises. (2008). Siregar, Reza ; Pontines, Victor.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:17:y:2008:i:3:p:345-365.

    Full description at Econpapers || Download paper

  469. Evaluating currency crises: A Bayesian Markov switching approach. (2008). Mouratidis, Kostas.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:30:y:2008:i:4:p:1688-1711.

    Full description at Econpapers || Download paper

  470. A new approach to modeling early warning systems for currency crises: Can a machine-learning fuzzy expert system predict the currency crises effectively?. (2008). Khan, Haider ; Lin, Chin-Shien ; Wang, Ying-Chieh ; Chang, Ruei-Yuan .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:27:y:2008:i:7:p:1098-1121.

    Full description at Econpapers || Download paper

  471. The anatomy of financial crises: Evidence from the emerging ADR market. (2008). Pasquariello, Paolo.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:76:y:2008:i:2:p:193-207.

    Full description at Econpapers || Download paper

  472. Was China the first domino? Revisiting the Asian currency crisis. (2008). Islam, Faridul ; Khan, Saleheen.
    In: Economics Letters.
    RePEc:eee:ecolet:v:98:y:2008:i:3:p:275-281.

    Full description at Econpapers || Download paper

  473. Is There Hedge Fund Contagion?. (2008). Stulz, René ; Stahel, Christof ; Boyson, Nicole .
    In: Working Papers.
    RePEc:ecl:upafin:08-2.

    Full description at Econpapers || Download paper

  474. Hedge Fund Contagion and Liquidity. (2008). Stulz, René ; Stahel, Christof W. ; Boyson, Nicole M..
    In: Working Paper Series.
    RePEc:ecl:ohidic:2008-8.

    Full description at Econpapers || Download paper

  475. Estimation of De Facto Exchange Rate Regimes: Synthesis of The Techniques for Inferring Flexibility and Basket Weights. (2008). Wei, Shang-Jin ; Frankel, Jeffrey.
    In: Working Paper Series.
    RePEc:ecl:harjfk:rwp08-026.

    Full description at Econpapers || Download paper

  476. Estimation of De Facto Exchange Rate Regimes: Synthesis of the Techniques for Inferring Flexibility and Basket Weights. (2008). Wei, Shang-Jin ; Frankel, Jeffrey.
    In: CID Working Papers.
    RePEc:cid:wpfacu:157.

    Full description at Econpapers || Download paper

  477. On Current Account Surpluses and the Correction of Global Imbalances. (2008). Edwards, Sebastian.
    In: Central Banking, Analysis, and Economic Policies Book Series.
    RePEc:chb:bcchsb:v12c02pp025-083.

    Full description at Econpapers || Download paper

  478. The Nonlinear Dynamics of Foreign Reserves and Currency Crises. (2008). Hinich, Melvin ; HE, QING ; CHONG, Terence Tai Leung ; Terence T. L. Chong, ; Terence T. L. Chong, .
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:12:y:2008:i:4:n:2.

    Full description at Econpapers || Download paper

  479. Speculative Attacks on the Drachma and the Changeover to the Euro. (2008). Manou, Constantina ; Anastasatos, Tassos.
    In: Economic Bulletin.
    RePEc:bog:econbl:y:2008:i:31:p:49-77.

    Full description at Econpapers || Download paper

  480. Monetary and financial stability implications of capital flows in Latin America and the Caribbean. (2008). Bank for International Settlements, .
    In: BIS Papers.
    RePEc:bis:bisbps:43.

    Full description at Econpapers || Download paper

  481. Desalineamiento de la Tasa de Cambio, Destorcidas de Cuenta Corriente y Ataques Especulativos en Colombia. (2008). Misas, Martha ; López, Enrique ; Echavarría, Juan ; Enciso, Enrique Lopez ; Arango, Martha Misas ; Echavarria, Juan Jose.
    In: Borradores de Economia.
    RePEc:bdr:borrec:500.

    Full description at Econpapers || Download paper

  482. Global recessions as a cascade phenomenon with heterogenous, interacting agents. (2008). ormerod, paul.
    In: Papers.
    RePEc:arx:papers:0807.1639.

    Full description at Econpapers || Download paper

  483. Three methods of forecasting currency crises: Which made the run in signaling the South African currency crisis of June 2006?. (2007). Scheufele, Rolf ; Knedlik, Tobias.
    In: IWH Discussion Papers.
    RePEc:zbw:iwhdps:iwh-17-07.

    Full description at Econpapers || Download paper

  484. Exchange Rate Volatility and the Asian Financial Crisis: Evidence from South Korea and ASEAN-5. (2007). Hooy, Chee-Wooi ; Baharumshah, Ahmad Zubaidi.
    In: Review of Pacific Basin Financial Markets and Policies (RPBFMP).
    RePEc:wsi:rpbfmp:v:10:y:2007:i:02:n:s0219091507001057.

    Full description at Econpapers || Download paper

  485. Fatal attraction: Using distance to measure contagion in good times as well as bad. (2007). MacDonald, Ronald ; Fazio, Giorgio ; Bayoumi, Tamim ; Kumar, Manmohan.
    In: Review of Financial Economics.
    RePEc:wly:revfec:v:16:y:2007:i:3:p:259-273.

    Full description at Econpapers || Download paper

  486. Is Financial Globalization Beneficial?. (2007). Mishkin, Frederic S.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:39:y:2007:i:2-3:p:259-294.

    Full description at Econpapers || Download paper

  487. A FOREWARNING INDICATOR SYSTEM FOR FINANCIAL CRISES : THE CASE OF SIX CENTRAL AND EASTERN EUROPEAN COUNTRIES. (2007). ZDZIENICKA, Aleksandra ; Dufrénot, Gilles ; Sand-Zantman, Alain ; Andreou, Irene ; Dufrenot, Gilles ; Zdzienicka-Durand, Aleksandra .
    In: William Davidson Institute Working Papers Series.
    RePEc:wdi:papers:2008-901.

    Full description at Econpapers || Download paper

  488. Controls on capital inflows and external shocks. (2007). David, Antonio.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:4176.

    Full description at Econpapers || Download paper

  489. Market linkages, variance spillovers and correlation stability: empirical evidences of financial contagion. (2007). Caporin, Massimiliano ; Billio, Monica.
    In: Working Papers.
    RePEc:ven:wpaper:2007_18.

    Full description at Econpapers || Download paper

  490. MÉCANISMES DE PROPAG ATION RÉGIONALE DE LA CRISE BOURSIÈRE ASIATIQUE. (2007). MARAIS, Elise .
    In: Region et Developpement.
    RePEc:tou:journl:v:26:y:2007:p:13-33.

    Full description at Econpapers || Download paper

  491. Contagion in emerging markets: the Russian crisis. (2007). Sojli, Elvira.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:17:y:2007:i:3:p:197-213.

    Full description at Econpapers || Download paper

  492. Capital Folws, capital account liberalisation and the southern Mediterranean countries. (2007). Gibson, Heather ; Vlassopoulo, Thomas .
    In: Banca Nazionale del Lavoro Quarterly Review.
    RePEc:psl:bnlqrr:2007:22.

    Full description at Econpapers || Download paper

  493. Capital Folws, capital account liberalisation and the southern Mediterranean countries. (2007). Gibson, Heather ; Vlassopoulo, Thomas .
    In: BNL Quarterly Review.
    RePEc:psl:bnlaqr:2007:22.

    Full description at Econpapers || Download paper

  494. Compounded Effects of External Crises on GDP Growth. (2007). Melecký, Martin ; Melecky, Martin.
    In: Comparative Economic Studies.
    RePEc:pal:compes:v:49:y:2007:i:4:p:642-659.

    Full description at Econpapers || Download paper

  495. On Current Account Surpluses and the Correction of Global Imbalances. (2007). Edwards, Sebastian.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12904.

    Full description at Econpapers || Download paper

  496. Sudden Stops and Currency Drops: A Historical Look. (2007). Luis A. V. Catão, .
    In: NBER Chapters.
    RePEc:nbr:nberch:10658.

    Full description at Econpapers || Download paper

  497. Exchange Rate Pegs, Fiscal Policy and Credibility. (2007). Andersen, Torben ; Chiriaeva, Julia.
    In: Open Economies Review.
    RePEc:kap:openec:v:18:y:2007:i:1:p:53-76.

    Full description at Econpapers || Download paper

  498. Unravelling financial market linkages during crises. (2007). Martin, Vance ; Dungey, Mardi.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:22:y:2007:i:1:p:89-119.

    Full description at Econpapers || Download paper

  499. The transmission mechanism in a changing world. (2007). Marcellino, Massimiliano ; Galvão, Ana ; artis, michael ; Ana Beatriz Galvão, .
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:22:y:2007:i:1:p:39-61.

    Full description at Econpapers || Download paper

  500. Exchange Rate Policy and Liability Dollarization; An Empirical Study. (2007). Cavallo, Eduardo ; Berkmen, Pelin.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2007/033.

    Full description at Econpapers || Download paper

  501. Dating currency crises with ad hoc and extreme value-based thresholds: East Asia 1970-2002 [Dating currency crises]. (2007). Lestano, Lestano ; Jacobs, Jan.
    In: International Journal of Finance & Economics.
    RePEc:ijf:ijfiec:v:12:y:2007:i:4:p:371-388.

    Full description at Econpapers || Download paper

  502. Conditions necessary for the sustainability of an emerging area: the importance of banking and financial regional criteria. (2007). Gimet, Celine.
    In: Post-Print.
    RePEc:hal:journl:halshs-00356066.

    Full description at Econpapers || Download paper

  503. A forewarning indicator system for financial crises: the case of six Central and Eastern European countries. (2007). ZDZIENICKA, Aleksandra ; Dufrénot, Gilles ; Sand-Zantman, Alain ; Andreou, Irene ; Zdzienicka-Durand, Aleksandra .
    In: Post-Print.
    RePEc:hal:journl:halshs-00142433.

    Full description at Econpapers || Download paper

  504. A forewarning indicator system for financial crises: the case of six Central and Eastern European countries. (2007). ZDZIENICKA, Aleksandra ; Dufrénot, Gilles ; Sand, Alain ; Andreou, Irene ; Dufrenot, Gilles ; Zdzienicka-Durand, Aleksandra .
    In: Working Papers.
    RePEc:gat:wpaper:0709.

    Full description at Econpapers || Download paper

  505. Monitoring Financial Stability In Developing Economies (Case of Russia). (2007). Trunin, Pavel ; Kamenskih, M.
    In: Research Paper Series.
    RePEc:gai:rpaper:97.

    Full description at Econpapers || Download paper

  506. Markov switching GARCH models of currency turmoil in southeast Asia. (2007). Scotti, Chiara ; Mariano, Roberto ; Brunetti, Celso ; Augustine H. H. Tan, .
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:889.

    Full description at Econpapers || Download paper

  507. Currency crises and foreign credit in emerging markets: credit crunch or demand effect?. (2007). Hale, Galina ; Arteta, Carlos.
    In: Working Paper Series.
    RePEc:fip:fedfwp:2007-02.

    Full description at Econpapers || Download paper

  508. A forewarning indicator system for financial crises: the case of six central and eastern european countries. (2007). ZDZIENICKA, Aleksandra ; Dufrénot, Gilles ; Sand-Zantman, Alain ; Andreou, Irene ; Dufrenot, Gilles ; Zdzienicka-Durand, Aleksandra .
    In: Documents de Travail de l'OFCE.
    RePEc:fce:doctra:0727.

    Full description at Econpapers || Download paper

  509. Contagion effect in financial markets after the South-East Asia Tsunami. (2007). Lee, Hsien-Yi ; Wang, Yung-Jang ; Wu, Hsing-Chi.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:21:y:2007:i:2:p:281-296.

    Full description at Econpapers || Download paper

  510. Fatal attraction: Using distance to measure contagion in good times as well as bad. (2007). MacDonald, Ronald ; Fazio, Giorgio ; Bayoumi, Tamim ; Kumar, Manmohan.
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:16:y:2007:i:3:p:259-273.

    Full description at Econpapers || Download paper

  511. Conditions necessary for the sustainability of an emerging area: The importance of banking and financial regional criteria. (2007). Gimet, Celine.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:17:y:2007:i:4:p:317-335.

    Full description at Econpapers || Download paper

  512. Extreme interdependence and extreme contagion between emerging markets. (2007). Fazio, Giorgio.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:26:y:2007:i:8:p:1261-1291.

    Full description at Econpapers || Download paper

  513. The Yen, the US dollar, and the trade weighted basket of currencies: Does the choice of anchor currencies matter in identifying incidences of speculative attacks?. (2007). Siregar, Reza ; Pontines, Victor.
    In: Japan and the World Economy.
    RePEc:eee:japwor:v:19:y:2007:i:2:p:214-235.

    Full description at Econpapers || Download paper

  514. Deconstructing the Nasdaq bubble: A look at contagion across international stock markets. (2007). Strauss, Jack ; Hon, Mark ; Yong, Soo-Keong.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:17:y:2007:i:3:p:213-230.

    Full description at Econpapers || Download paper

  515. Contagion and interdependence: Measuring CEE banking sector co-movements. (2007). lucey, brian ; Jokipii, Terhi.
    In: Economic Systems.
    RePEc:eee:ecosys:v:31:y:2007:i:1:p:71-96.

    Full description at Econpapers || Download paper

  516. Foreign exchange markets in South-East Asia 1990-2004: An empirical analysis of spillovers during crisis and non-crisis periods. (2007). Mandilaras, Alex (Alexandros) ; Bird, Graham.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:18:y:2007:i:1:p:41-57.

    Full description at Econpapers || Download paper

  517. Econometric issues in the analysis of contagion. (2007). Pesaran, M ; Pick, Andreas.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:31:y:2007:i:4:p:1245-1277.

    Full description at Econpapers || Download paper

  518. The transmission of emerging market shocks to global equity markets. (2007). Thimann, Christian ; Fratzscher, Marcel ; Cuadro Sáez, Lucía ; Saez, Lucia Cuadro .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2007724.

    Full description at Econpapers || Download paper

  519. Balance of payment crises in emerging markets: how early were the “early” warning signals?. (2007). Bussiere, Matthieu.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2007713.

    Full description at Econpapers || Download paper

  520. Financial contagion and tests using instrumental variables. (2007). Pick, Andreas.
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:139.

    Full description at Econpapers || Download paper

  521. Reassessment Of Currency Index By Fundamentals. (2007). Akiba, Hiroya ; Jia, Yonghui .
    In: Annals of Economics and Finance.
    RePEc:cuf:journl:y:2007:v:8:i:1:p:65-93.

    Full description at Econpapers || Download paper

  522. MEASURING OPENNESS OF THE CAPITAL MARKET IN MACEDONIA. (2007). Nikolov, Marjan.
    In: Journal Articles.
    RePEc:cmk:journl:y:2007:p:4-18.

    Full description at Econpapers || Download paper

  523. On Current Account Surpluses and the Correction of Global Imbalances. (2007). Edwards, Sebastian.
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:440.

    Full description at Econpapers || Download paper

  524. East Asian Crisis and Currency Pressure: The Case of India. (2007). Sinha, Arunima ; Dua, Pami.
    In: Working papers.
    RePEc:cde:cdewps:158.

    Full description at Econpapers || Download paper

  525. Identification and Estimation in an Incoherent Model of Contagion. (2007). Massacci, D..
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0744.

    Full description at Econpapers || Download paper

  526. Balance Sheet Effects, Growth, and Crises. (2007). Shankar, Rashmi.
    In: Review of International Economics.
    RePEc:bla:reviec:v:15:y:2007:i:4:p:720-734.

    Full description at Econpapers || Download paper

  527. PRICE-BASED MEASUREMENT OF FINANCIAL GLOBALIZATION: A CROSS-COUNTRY STUDY OF INTEREST RATE PARITY. (2007). Ito, Hiro ; Chinn, Menzie.
    In: Pacific Economic Review.
    RePEc:bla:pacecr:v:12:y:2007:i:4:p:419-444.

    Full description at Econpapers || Download paper

  528. Conditional Properties of Hedge Funds: Evidence from Daily Returns. (2007). Kazemi, Hossein ; Li, Ying.
    In: European Financial Management.
    RePEc:bla:eufman:v:13:y:2007:i:2:p:211-238.

    Full description at Econpapers || Download paper

  529. Contagion or Real Linkages? Some Evidence from Chinas Emerging Parallel Markets. (2007). Kutan, Ali.
    In: China & World Economy.
    RePEc:bla:chinae:v:15:y:2007:i:4:p:52-65.

    Full description at Econpapers || Download paper

  530. The transmission of emerging market shocks to global equity markets. (2007). Thimann, Christian ; Fratzscher, Marcel ; Cuadro Sáez, Lucía ; Saez, Lucia Cuadro .
    In: Working Papers.
    RePEc:bde:wpaper:0727.

    Full description at Econpapers || Download paper

  531. Análise da Taxa de Câmbio a Partir do Índice de Pressão Cambial: A Experiência Brasileira de 1994 a 1999. (2007). Moreira, Tito ; Fernando Antˆonio Ribeiro Soares, ; Tito Belchior Silva Moreira, ; Mauricio Barata de Paula Pinto, .
    In: Economia.
    RePEc:anp:econom:v:8:y:2007:i:3:p:545-572.

    Full description at Econpapers || Download paper

  532. Signaling Currency Crises in South Africa. (2006). Knedlik, Tobias.
    In: IWH Discussion Papers.
    RePEc:zbw:iwhdps:iwh-19-06.

    Full description at Econpapers || Download paper

  533. Correlation, Contagion, and Asian Evidence. (2006). Martin, Vance ; Fry-McKibbin, Renee ; Dungey, Mardi.
    In: Asian Economic Papers.
    RePEc:tpr:asiaec:v:5:y:2006:i:2:p:32-72.

    Full description at Econpapers || Download paper

  534. Contagion and Crises Clusters: Toward a Regional Warning System?. (2006). Kestens, Yan ; Ali, Leila .
    In: Review of World Economics (Weltwirtschaftliches Archiv).
    RePEc:spr:weltar:v:142:y:2006:i:4:p:814-839.

    Full description at Econpapers || Download paper

  535. Forecasting Financial Crises and Contagion in Asia using Dynamic Factor Analysis. (2006). cipollini, andrea.
    In: Computing in Economics and Finance 2006.
    RePEc:sce:scecfa:477.

    Full description at Econpapers || Download paper

  536. Trade First and Trade Fast: A Duration Analysis of Recovery from Currency Crisis. (2006). Deb, Saubhik.
    In: Departmental Working Papers.
    RePEc:rut:rutres:200607.

    Full description at Econpapers || Download paper

  537. Nivel de reservas internacionales y riesgo cambiario en Colombia. (2006). David Fernando LOPEZ ANGARITA, .
    In: Revista de Economía Institucional.
    RePEc:rei:ecoins:v:8:y:2006:i:15:p:117-159.

    Full description at Econpapers || Download paper

  538. El endeudamiento de las empresas argentinas en una economía en crisis (1983-1991). (2006). Berumen, Sergio ; Petrelli, Fabio Bagnasco.
    In: Revista de Economía Institucional.
    RePEc:rei:ecoins:v:8:y:2006:i:14:p:215-234.

    Full description at Econpapers || Download paper

  539. Expectations and Contagion in Self-fulfilling Currency Attacks. (2006). Keister, Todd.
    In: 2006 Meeting Papers.
    RePEc:red:sed006:485.

    Full description at Econpapers || Download paper

  540. Impact of Liquidity on Speculative Pressure in the Exchange Market. (2006). .
    In: Discussion Paper Series.
    RePEc:lbo:lbowps:2006_24.

    Full description at Econpapers || Download paper

  541. A Spatial Modelling Approach to Contagion Among Emerging Economies. (2006). Tavlas, George ; Hondroyiannis, George ; Kelejian, Harry.
    In: Open Economies Review.
    RePEc:kap:openec:v:17:y:2006:i:4:p:423-441.

    Full description at Econpapers || Download paper

  542. A Web Of Shocks: Crises Across Asian Real Estate Markets. (2006). Fry-McKibbin, Renee ; Dungey, Mardi ; Bond, Shaun .
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:32:y:2006:i:3:p:253-274.

    Full description at Econpapers || Download paper

  543. Cascades of Failure and Extinction in Evolving Complex Systems. (2006). ormerod, paul ; Colbaugh, Rich.
    In: Journal of Artificial Societies and Social Simulation.
    RePEc:jas:jasssj:2006-42-3.

    Full description at Econpapers || Download paper

  544. Exchange Market Pressure: Some Caveats In Empirical Applications. (2006). Ricchiuti, Giorgio ; Gallo, Giampiero ; Bertoli, Simone.
    In: Econometrics Working Papers Archive.
    RePEc:fir:econom:wp2006_17.

    Full description at Econpapers || Download paper

  545. Regionality revisited: an examination of the direction of spread of currency crises. (2006). Shortland, Anja ; Leon-Gonzalez, Roberto ; Dasgupta, Amil .
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:24636.

    Full description at Econpapers || Download paper

  546. ENDOGENOUS CONTAGION - A PANEL DATA ANALYSIS. (2006). Fry-McKibbin, Renee ; Baur, Dirk.
    In: CAMA Working Papers.
    RePEc:een:camaaa:2006-09.

    Full description at Econpapers || Download paper

  547. Regional heterogeneity in the relationship between fiscal imbalances and foreign exchange market pressure. (2006). Mandilaras, Alex (Alexandros) ; Bird, Graham.
    In: World Development.
    RePEc:eee:wdevel:v:34:y:2006:i:7:p:1171-1181.

    Full description at Econpapers || Download paper

  548. Robust lessons about practical early warning systems. (2006). Menkhoff, Lukas ; Beckmann, Daniela ; Sawischlewski, Katja.
    In: Journal of Policy Modeling.
    RePEc:eee:jpolmo:v:28:y:2006:i:2:p:163-193.

    Full description at Econpapers || Download paper

  549. Globalization and changing patterns in the international transmission of shocks in financial markets. (2006). Murshid, Antu ; Bordo, Michael.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:25:y:2006:i:4:p:655-674.

    Full description at Econpapers || Download paper

  550. An empirical study to identify shift contagion during the Asian crisis. (2006). Bates, Samuel ; Marais, E..
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:16:y:2006:i:5:p:468-479.

    Full description at Econpapers || Download paper

  551. Detecting shift-contagion in currency and bond markets. (2006). Morley, James ; Gravelle, Toni ; Kichian, Maral.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:68:y:2006:i:2:p:409-423.

    Full description at Econpapers || Download paper

  552. Measuring financial stress in a developed country: An application to Canada. (2006). Illing, Mark ; Liu, Ying.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:2:y:2006:i:3:p:243-265.

    Full description at Econpapers || Download paper

  553. Contagion in international bond markets during the Russian and the LTCM crises. (2006). Martin, Vance ; Fry-McKibbin, Renee ; Dungey, Mardi ; Gonzalez-Hermosillo, Brenda .
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:2:y:2006:i:1:p:1-27.

    Full description at Econpapers || Download paper

  554. Is There Hedge Fund Contagion?. (2006). Stulz, René ; Stahel, Christof W. ; Boyson, Nicole M..
    In: Working Paper Series.
    RePEc:ecl:ohidic:2006-1.

    Full description at Econpapers || Download paper

  555. Are emerging market currency crises predictable? A test. (2006). Peltonen, Tuomas.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2006571.

    Full description at Econpapers || Download paper

  556. An empirical study to identify shift contagion during the Asian crisis. (2006). MARAIS, Elise ; Bates, Samuel.
    In: Economics Papers from University Paris Dauphine.
    RePEc:dau:papers:123456789/272.

    Full description at Econpapers || Download paper

  557. Determinantes de la Clasificación de Riesgo Soberano de las Economías Emergentes. (2006). Godoy, Sergio ; Sergio Godoy W., .
    In: Notas de Investigación Journal Economía Chilena (The Chilean Economy).
    RePEc:chb:bcchni:v:9:y:2006:i:3:p:109-123.

    Full description at Econpapers || Download paper

  558. Indexing Speculative Pressure on an Exchange Rate Regime: A Case Study of Macedonia. (2006). Banaian, King ; Lo, Ming Chien.
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:10:y:2006:i:1:n:6.

    Full description at Econpapers || Download paper

  559. How Homogenous are Currency Crises? A Panel Study Using Multiple-Response Models. (2006). Davidson, Ian R. ; Anastasatos, Tassos G..
    In: Working Papers.
    RePEc:bog:wpaper:52.

    Full description at Econpapers || Download paper

  560. Capital Flows, Capital Account Liberalisation and the Mediterranean Countries. (2006). Vlassopoulos, Thomas ; Gibson, Heather ; Tsaveas, Nicholas T..
    In: Working Papers.
    RePEc:bog:wpaper:33.

    Full description at Econpapers || Download paper

  561. Contagion and interdependence: measuring CEE banking sector co-movements. (2006). lucey, brian ; Jokipii, Terhi .
    In: Research Discussion Papers.
    RePEc:bof:bofrdp:2006_015.

    Full description at Econpapers || Download paper

  562. Robust Lessons about Practical Early Warning Systems. (2005). Menkhoff, Lukas ; Beckmann, Daniela ; Sawischlewski, Katja.
    In: Proceedings of the German Development Economics Conference, Kiel 2005.
    RePEc:zbw:gdec05:3476.

    Full description at Econpapers || Download paper

  563. CRISES & CRASHES: ARGENTINA 1885 – 2003. (2005). Meloni, Osvaldo ; Cerro, Ana.
    In: Economic History.
    RePEc:wpa:wuwpeh:0505001.

    Full description at Econpapers || Download paper

  564. Real Exchange Rate Misalignment: Prelude to Crisis?. (2005). Kemme, David ; Roy, Saktinil .
    In: William Davidson Institute Working Papers Series.
    RePEc:wdi:papers:2005-797.

    Full description at Econpapers || Download paper

  565. Insurance and liquidity : panel evidence. (2005). Shankar, Rashmi.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:3648.

    Full description at Econpapers || Download paper

  566. Banking Sector Strength and the Transmission of Currency Crises. (2005). Raabe, Katharina ; Candelon, Bertrand ; Bruinshoofd, Allard.
    In: Research Memorandum.
    RePEc:unm:umamet:2005023.

    Full description at Econpapers || Download paper

  567. An Examination of the Asian Crisis: Regime Shifts in Currency and Equity Markets. (2005). Pasquariello, Paolo ; Kallberg, Jarl G..
    In: The Journal of Business.
    RePEc:ucp:jnlbus:v:78:y:2005:i:1:p:169-212.

    Full description at Econpapers || Download paper

  568. Measuring equity market contagion in multiple financial events. (2005). Collins, Daryl ; Shãna Gavron, .
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:15:y:2005:i:8:p:531-538.

    Full description at Econpapers || Download paper

  569. Forecasting Financial Crises and Contagion in Asia Using Dynamic Factor Analysis. (2005). Kapetanios, George ; Cipollini, Andrea.
    In: Working Papers.
    RePEc:qmw:qmwecw:538.

    Full description at Econpapers || Download paper

  570. Is Financial Globalization Beneficial?. (2005). Mishkin, Frederic.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11891.

    Full description at Econpapers || Download paper

  571. Banking System Stability: A Cross-Atlantic Perspective. (2005). Straetmans, Stefan ; Hartmann, Philipp ; de Vries, Casper.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11698.

    Full description at Econpapers || Download paper

  572. The End of Large Current Account Deficits, 1970-2002: Are There Lessons for the United States?. (2005). Edwards, Sebastian.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11669.

    Full description at Econpapers || Download paper

  573. Is the U.S. Current Account Deficit Sustainable? And If Not, How Costly is Adjustment Likely To Be?. (2005). Edwards, Sebastian.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11541.

    Full description at Econpapers || Download paper

  574. Wealth Transfers, Contagion, and Portfolio Constraints. (2005). Rigobon, Roberto ; Pavlova, Anna.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11440.

    Full description at Econpapers || Download paper

  575. The Effects of Financial Crises on International Trade. (2005). Cheng, Leonard ; Ma, Zihui .
    In: NBER Chapters.
    RePEc:nbr:nberch:0196.

    Full description at Econpapers || Download paper

  576. Crise et contagion : cas des pays de lEurope de lEst.. (2005). Matei, Iuliana ; BEN ABDALLAH, Mohamed.
    In: Cahiers de la Maison des Sciences Economiques.
    RePEc:mse:wpsorb:bla05044.

    Full description at Econpapers || Download paper

  577. Do controls on capital inflows insulate domestic variables against external shocks?. (2005). David, Antonio.
    In: Money Macro and Finance (MMF) Research Group Conference 2005.
    RePEc:mmf:mmfc05:9.

    Full description at Econpapers || Download paper

  578. The Evolution of International Political Risk 1956-2001. (2005). Clark, Ephraim ; Tunaru, Radu.
    In: Money Macro and Finance (MMF) Research Group Conference 2005.
    RePEc:mmf:mmfc05:37.

    Full description at Econpapers || Download paper

  579. Non-Linear Properties of Currency Crises in Emerging Markets. (2005). Hall, Stephen ; Becker, Bettina.
    In: Money Macro and Finance (MMF) Research Group Conference 2005.
    RePEc:mmf:mmfc05:13.

    Full description at Econpapers || Download paper

  580. Effects of International Capital Inflows on the Turkish Economy. (2005). AHMET ÇIMENOGLU, ; YENTRK, NURHAN.
    In: Emerging Markets Finance and Trade.
    RePEc:mes:emfitr:v:41:y:2005:i:1:p:90-109.

    Full description at Econpapers || Download paper

  581. ERKEN UYARI SISTEMLERÝ YOLUYLA TURKIYE’DEKI EKONOMIK KRIZLERIN ANALIZI. (2005). Doc. Dr. O. Selcuk EMSEN, ; Prof. Dr. Cevat GERNI, ; Dr. M. Kemal DEGER, .
    In: Istanbul University Econometrics and Statistics e-Journal.
    RePEc:ist:ancoec:v:2:y:2005:i:1:p:39-62.

    Full description at Econpapers || Download paper

  582. Currency Crises in Developed and Emerging Market Economies; A Comparative Empirical Treatment. (2005). Fontaine, Thomson.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2005/013.

    Full description at Econpapers || Download paper

  583. CEE Banking Sector Co-Movement: Contagion or Interdependence?. (2005). lucey, brian ; Jokipii, Terhi.
    In: The Institute for International Integration Studies Discussion Paper Series.
    RePEc:iis:dispap:iiisdp077.

    Full description at Econpapers || Download paper

  584. Speculative Attacks on Nordic Exchange-Rates, 1971-1992. (2005). Forsman, Mats-Ola.
    In: Working Papers in Economics.
    RePEc:hhs:gunwpe:0186.

    Full description at Econpapers || Download paper

  585. Robust Lessons about Practical Early Warning Systems. (2005). Menkhoff, Lukas ; Beckmann, Daniela ; Sawischlewski, Katja.
    In: Hannover Economic Papers (HEP).
    RePEc:han:dpaper:dp-322.

    Full description at Econpapers || Download paper

  586. The end of large current account deficits : 1970-2002 : are there lessons for the United States?. (2005). Edwards, Sebastian.
    In: Proceedings - Economic Policy Symposium - Jackson Hole.
    RePEc:fip:fedkpr:y:2005:i:aug:p:205-268.

    Full description at Econpapers || Download paper

  587. CONSTRUCTING A 2001 SOCIAL ACCOUNTING MATRIX OF TAJIKISTAN. (2005). Lestano, Lestano ; Jacobs, Jan ; Dungey, Mardi ; Jan P. A. M. Jacobs, .
    In: CAMA Working Papers.
    RePEc:een:camaaa:2005-20.

    Full description at Econpapers || Download paper

  588. Trading externalities and new equity issues in emerging markets. (2005). Miller, Robert M. ; Miles, William R..
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:15:y:2005:i:1:p:1-13.

    Full description at Econpapers || Download paper

  589. Measuring common cyclical features during financial turmoil: Evidence of interdependence not contagion. (2005). Verschoor, Willem ; Hecq, Alain ; Candelon, Bertrand ; Verschoor, Willem F. C., .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:24:y:2005:i:8:p:1317-1334.

    Full description at Econpapers || Download paper

  590. Some contagion, some interdependence: More pitfalls in tests of financial contagion. (2005). Sbracia, Massimo ; Pericoli, Marcello ; Corsetti, Giancarlo.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:24:y:2005:i:8:p:1177-1199.

    Full description at Econpapers || Download paper

  591. News spillovers in the sovereign debt market. (2005). Parsley, David ; Gande, Amar .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:75:y:2005:i:3:p:691-734.

    Full description at Econpapers || Download paper

  592. Do credit rating agencies add to the dynamics of emerging market crises?. (2005). Kräussl, Roman ; Kraussl, Roman.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:1:y:2005:i:3:p:355-385.

    Full description at Econpapers || Download paper

  593. Predicting financial crises in emerging markets using a composite non-parametric model. (2005). BARTHELEMY, Sylvain ; Apoteker, Thierry .
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:6:y:2005:i:4:p:363-375.

    Full description at Econpapers || Download paper

  594. Regime linkages between the Mexican currency market and emerging equity markets. (2005). Kanas, Angelos.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:22:y:2005:i:1:p:109-125.

    Full description at Econpapers || Download paper

  595. Banking system stability: a cross-Atlantic perspective. (2005). de Vries, Casper ; Straetmans, Stefan ; Hartmann, Philipp.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2005527.

    Full description at Econpapers || Download paper

  596. Measuring comovements by regression quantiles. (2005). Manganelli, Simone ; Gerard, Bruno ; Cappiello, Lorenzo.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2005501.

    Full description at Econpapers || Download paper

  597. Banking Sector Strenght and the Transmission of Currency Crises. (2005). Raabe, Katharina ; Candelon, Bertrand ; Bruinshoofd, Allard.
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:032.

    Full description at Econpapers || Download paper

  598. German Bank Lending During Financial Crises: A Bank Level Analysis. (2005). Weder, Beatrice ; von Westernhagen, Natalja ; Heid, Frank ; Nestmann, Thorsten .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5164.

    Full description at Econpapers || Download paper

  599. Wealth Transfers, Contagion and Portfolio Constraints. (2005). Rigobon, Roberto ; Pavlova, Anna.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5117.

    Full description at Econpapers || Download paper

  600. La propagation des crises financieres dans les pays emergents : la contagion est-elle discriminante ?. (2005). Lahet, Delphine ; Brana, Sophie.
    In: Economie Internationale.
    RePEc:cii:cepiei:2005-3td.

    Full description at Econpapers || Download paper

  601. Expectations and Contagion in Self-Fulfilling Currency Attacks. (2005). Keister, Todd.
    In: Working Papers.
    RePEc:cie:wpaper:0501.

    Full description at Econpapers || Download paper

  602. Some critics to the contagion correlation test. (2005). Criado, Sarai ; Nuevo, Sarai Criado.
    In: Working Papers.
    RePEc:aee:wpaper:0501.

    Full description at Econpapers || Download paper

  603. Incidence of Speculative Attacks on Rupiah During the Pre- and Post- 1997 Financial Crisis. (2005). Siregar, Reza ; Pontines, Victor.
    In: School of Economics Working Papers.
    RePEc:adl:wpaper:2005-07.

    Full description at Econpapers || Download paper

  604. Indicators of financial crises do work! An early-warning system for six Asian countries. (2004). Lestano, Lestano ; Kuper, Gerard ; Jacobs, Jan.
    In: International Finance.
    RePEc:wpa:wuwpif:0409004.

    Full description at Econpapers || Download paper

  605. Indicators of financial crises do work! An early-warning system for six Asian countries. (2004). Lestano, Lestano ; Kuper, Gerard ; Jacobs, Jan.
    In: International Finance.
    RePEc:wpa:wuwpif:0409001.

    Full description at Econpapers || Download paper

  606. La contagion financi`ere : une ´etude empirique sur les causalités lors de la crise asiatique. (2004). Elise, MARAIS.
    In: International Finance.
    RePEc:wpa:wuwpif:0404003.

    Full description at Econpapers || Download paper

  607. Indices de vulnérabilité au créancier bancaire commun.. (2004). Elise, MARAIS.
    In: International Finance.
    RePEc:wpa:wuwpif:0404001.

    Full description at Econpapers || Download paper

  608. The Asian Crises Reexamined. (2004). Nitithanprapas, Ekniti ; Willett, Thomas D. ; Rongala, Sunil.
    In: Asian Economic Papers.
    RePEc:tpr:asiaec:v:3:y:2004:i:3:p:32-87.

    Full description at Econpapers || Download paper

  609. Channels of financial market contagion. (2004). Collins, Daryl ; Shãna Gavron, .
    In: Applied Economics.
    RePEc:taf:applec:v:36:y:2004:i:21:p:2461-2469.

    Full description at Econpapers || Download paper

  610. Contagion, herding and exchange-rate instability — A survey. (2004). Setzer, Ralph ; Belke, Ansgar.
    In: Intereconomics: Review of European Economic Policy.
    RePEc:spr:intere:v:39:y:2004:i:4:p:222-228.

    Full description at Econpapers || Download paper

  611. Contagious Asian Crisis: Bank Lending and Capital Inflows. (2004). Khan, Saleheen.
    In: Journal of Economic Integration.
    RePEc:ris:integr:0297.

    Full description at Econpapers || Download paper

  612. Nové metodologické přístupy k tvorbě empirických modelů měnových krizí. (2004). Pazour, Michal .
    In: Politická ekonomie.
    RePEc:prg:jnlpol:v:2004:y:2004:i:3:id:466:p:375-388.

    Full description at Econpapers || Download paper

  613. Zahraniční investice a náchylnost k měnovým krizím: zkušenosti tranzitivních ekonomik. (2004). Tomšík, Vladimír ; Brada, Josef ; Tomik, Vladimir .
    In: Politická ekonomie.
    RePEc:prg:jnlpol:v:2004:y:2004:i:3:id:462:p:313-329.

    Full description at Econpapers || Download paper

  614. Thirty Years of Current Account Imbalances, Current Account Reversals, and Sudden Stops. (2004). Edwards, Sebastian.
    In: IMF Staff Papers.
    RePEc:pal:imfstp:v:51:y:2004:i:s1:p:1-49.

    Full description at Econpapers || Download paper

  615. High-Frequency Contagion Between the Exchange Rates and Stock Prices. (2004). Ito, Takatoshi ; Hashimoto, Yuko .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10448.

    Full description at Econpapers || Download paper

  616. The Efficiency and Stability of Banks and Markets. (2004). Allen, Franklin.
    In: Working Paper Research.
    RePEc:nbb:reswpp:200405-8.

    Full description at Econpapers || Download paper

  617. Asset Prices and Exchange Rates. (2004). Rigobon, Roberto ; Pavlova, Anna.
    In: Working papers.
    RePEc:mit:sloanp:7349.

    Full description at Econpapers || Download paper

  618. An Empirical Characterisation of Speculative Pressure: A Comprehensive Panel Study Using LDV Models in High Frequency. (2004). Davidson, Ian R. ; Anastasatos, Tassos.
    In: Discussion Paper Series.
    RePEc:lbo:lbowps:2004_8.

    Full description at Econpapers || Download paper

  619. How Homogenous are Currency Crises? A Panel Study using Multiple-Response Models. (2004). Davidson, Ian R. ; Anastasatos, Tassos.
    In: Discussion Paper Series.
    RePEc:lbo:lbowps:2004_23.

    Full description at Econpapers || Download paper

  620. Has Trade Structure Any Importance in the Trasmission of Currency Shocks? An Empirical Application for Central and Eastern European Acceding Countries to Eu.. (2004). de santis, roberta.
    In: ISAE Working Papers.
    RePEc:isa:wpaper:43.

    Full description at Econpapers || Download paper

  621. Timing of International Bailouts. (2004). Kim, Se-Jik.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2004/009.

    Full description at Econpapers || Download paper

  622. Contagion, Herding and Exchange Rate Instability - A Survey. (2004). Setzer, Ralph ; Belke, Ansgar.
    In: Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim.
    RePEc:hoh:hohdip:234.

    Full description at Econpapers || Download paper

  623. Currency Crisis: Theory and Practice with Application to Croatia. (2004). Krznar, Ivo.
    In: Working Papers.
    RePEc:hnb:wpaper:12.

    Full description at Econpapers || Download paper

  624. Financial globalization: gain and pain for developing countries. (2004). Schmukler, Sergio.
    In: Economic Review.
    RePEc:fip:fedaer:y:2004:i:q2:p:39-66:n:v.89no.2.

    Full description at Econpapers || Download paper

  625. Contagion: evidence from international banking industry. (2004). Tai, Chu-Sheng .
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:14:y:2004:i:4-5:p:353-368.

    Full description at Econpapers || Download paper

  626. Explaining currency crises: a duration model approach. (2004). Tudela, Merxe.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:23:y:2004:i:5:p:799-816.

    Full description at Econpapers || Download paper

  627. International financial contagion in currency crises. (2004). Ricci, Luca ; Caramazza, Francesco ; Salgado, Ranil.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:23:y:2004:i:1:p:51-70.

    Full description at Econpapers || Download paper

  628. Country financial risk and stock market performance: the case of Latin America. (2004). Clark, Ephraim ; Kassimatis, Konstantinos .
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:56:y:2004:i:1:p:21-41.

    Full description at Econpapers || Download paper

  629. Can bank be a source of contagion during the 1997 Asian crisis?. (2004). Tai, Chu-Sheng .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:28:y:2004:i:2:p:399-421.

    Full description at Econpapers || Download paper

  630. Managers, investors, and crises: mutual fund strategies in emerging markets. (2004). Schmukler, Sergio ; Lyons, Richard ; Kaminsky, Graciela.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:64:y:2004:i:1:p:113-134.

    Full description at Econpapers || Download paper

  631. Cointegration and causality in the Asian and emerging foreign exchange markets: Evidence from the 1990s financial crises. (2004). Au Yong, Hue Hwa ; Gan, Christopher ; Treepongkaruna, Sirimon ; Hue Hwa Au Yong, ; AuYong, Hue Hwa.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:13:y:2004:i:4:p:479-515.

    Full description at Econpapers || Download paper

  632. Looking for risk premium and contagion in Asia-Pacific foreign exchange markets. (2004). Tai, Chu-Sheng .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:13:y:2004:i:4:p:381-409.

    Full description at Econpapers || Download paper

  633. FIxed, Float or Intermediate? A Cross-COuntry Time Series Analysis Of Exchange Rate Regimes. (2004). Uctum, Merih ; Kato, Isamu.
    In: Econometric Society 2004 North American Winter Meetings.
    RePEc:ecm:nawm04:291.

    Full description at Econpapers || Download paper

  634. The Contagion Box: Measuring Co-Movements in Financial Markets by Regression Quantiles. (2004). Manganelli, Simone ; Cappiello, Lorenzo ; Gerard, Bruno .
    In: Econometric Society 2004 Latin American Meetings.
    RePEc:ecm:latm04:77.

    Full description at Econpapers || Download paper

  635. Empirical Modelling of Contagion: A Review of Methodologies. (2004). Martin, Vance ; Fry-McKibbin, Renee ; Dungey, Mardi.
    In: Econometric Society 2004 Far Eastern Meetings.
    RePEc:ecm:feam04:574.

    Full description at Econpapers || Download paper

  636. Empirical Modelling of Contagion: A Review of Methodologies. (2004). Martin, Vance ; Fry-McKibbin, Renee ; Dungey, Mardi ; Gonzalez-Hermosillo, Brenda .
    In: Econometric Society 2004 Australasian Meetings.
    RePEc:ecm:ausm04:243.

    Full description at Econpapers || Download paper

  637. On Synchronisation of Financial Crises. (2004). Lestano, Lestano ; Jacobs, Jan ; Dungey, Mardi.
    In: Econometric Society 2004 Australasian Meetings.
    RePEc:ecm:ausm04:226.

    Full description at Econpapers || Download paper

  638. Extreme Value Theory and the Incidence of Currency Crises. (2004). Siregar, Reza ; Pontines, Victor.
    In: Econometric Society 2004 Australasian Meetings.
    RePEc:ecm:ausm04:181.

    Full description at Econpapers || Download paper

  639. Prediction of Currency Crises: Case of Turkey. (2004). Ozmucur, Suleyman ; Mariano, Roberto ; Alper, C. Emre ; Gultekin, Bulent N. ; Shabbir, Tayyeb .
    In: Review of Middle East Economics and Finance.
    RePEc:bpj:rmeecf:v:2:y:2004:i:2:n:1.

    Full description at Econpapers || Download paper

  640. International financial rescues and debtor-country moral hazard. (2004). Taylor, Ashley ; Gai, Prasanna.
    In: Bank of England working papers.
    RePEc:boe:boeewp:217.

    Full description at Econpapers || Download paper

  641. Crisis spillovers in emerging market economies: interlinkages, vulnerabilities and investor behaviour. (2004). Taylor, Ashley ; Chui, Michael ; Hall, Simon .
    In: Bank of England working papers.
    RePEc:boe:boeewp:212.

    Full description at Econpapers || Download paper

  642. An Exegesis on Currency and Banking Crises. (2004). Breuer, Janice Boucher.
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:18:y:2004:i:3:p:293-320.

    Full description at Econpapers || Download paper

  643. Capital flows and speculative attacks in prospective EU member states. (2004). Gibson, Heather ; Tsakalotos, Euclid.
    In: The Economics of Transition.
    RePEc:bla:etrans:v:12:y:2004:i:3:p:559-586.

    Full description at Econpapers || Download paper

  644. Successful and Unsuccessful Attacks: Evaluating the Stability of the East Asian Currencies. (2004). Siregar, Reza ; Pontines, Victor.
    In: Centre for International Economic Studies Working Papers.
    RePEc:adl:cieswp:2004-04.

    Full description at Econpapers || Download paper

  645. Lending of first versus lending of last resort: The Bulgarian financial crisis of 1996/1997. (2003). Nenovsky, Nikolay ; Berlemann, Michael.
    In: Dresden Discussion Paper Series in Economics.
    RePEc:zbw:tuddps:1103.

    Full description at Econpapers || Download paper

  646. Do Credit Rating Agencies Add to the Dynamics of Emerging Market Crises?. (2003). Kräussl, Roman.
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:200318.

    Full description at Econpapers || Download paper

  647. Should Stock Market Indexes Time Varying Correlations Be Taken Into Account? A Conditional Variance Multivariate Approach. (2003). Suleimann Lemand, Ryan.
    In: Econometrics.
    RePEc:wpa:wuwpem:0307004.

    Full description at Econpapers || Download paper

  648. New Technology Stock Market Indexes Contagion: A VAR-dccMVGARCH Approach. (2003). Suleimann Lemand, Ryan.
    In: Econometrics.
    RePEc:wpa:wuwpem:0307003.

    Full description at Econpapers || Download paper

  649. Exchange Rate Regimes and the Nominal Convergence. (2003). Szczurek, Mateusz.
    In: CASE Network Studies and Analyses.
    RePEc:sec:cnstan:0266.

    Full description at Econpapers || Download paper

  650. A Dynamic Factor Analysis of Financial Contagion in Asia. (2003). Kapetanios, George ; Cipollini, Andrea.
    In: Working Papers.
    RePEc:qmw:qmwecw:498.

    Full description at Econpapers || Download paper

  651. Contagious Currency Crisis: A Spatial Probit Approach. (2003). Novo, lvaro A..
    In: Working Papers.
    RePEc:ptu:wpaper:w200305.

    Full description at Econpapers || Download paper

  652. Determinants of currency disturbances in transition economies of Central and Eastern Europe. (2003). Ahec Å onje, Amina ; Mlinarevi, Katarina ; Babi, Ante .
    In: MPRA Paper.
    RePEc:pra:mprapa:83140.

    Full description at Econpapers || Download paper

  653. The unholy trinity of financial contagion. (2003). Vegh, Carlos ; Reinhart, Carmen ; Kaminsky, Graciela.
    In: MPRA Paper.
    RePEc:pra:mprapa:13878.

    Full description at Econpapers || Download paper

  654. Markov Switching Garch Models of Currency Crises in Southeast Asia. (2003). Scotti, Chiara ; Mariano, Roberto ; Brunetti, Celso ; Augustine H. H. Tan, .
    In: PIER Working Paper Archive.
    RePEc:pen:papers:03-008.

    Full description at Econpapers || Download paper

  655. Asset Prices and Exchange Rates. (2003). Rigobon, Roberto ; Pavlova, Anna.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9834.

    Full description at Econpapers || Download paper

  656. Market Integration and Contagion. (2003). Harvey, Campbell ; Bekaert, Geert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9510.

    Full description at Econpapers || Download paper

  657. The Center and the Periphery: The Globalization of Financial Turmoil. (2003). Reinhart, Carmen ; Kaminsky, Graciela.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9479.

    Full description at Econpapers || Download paper

  658. The Effects of Financial Crises on International Trade. (2003). Cheng, Leonard ; Ma, Zihui .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10172.

    Full description at Econpapers || Download paper

  659. The Unholy Trinity of Financial Contagion. (2003). Vegh, Carlos ; Reinhart, Carmen ; Kaminsky, Graciela.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10061.

    Full description at Econpapers || Download paper

  660. Contagion Phenomena in Financial Crises: Evidence from the Portuguese and Spanish Exchange Rate Crises in the Early Nineties. (2003). Abreu, Margarida.
    In: Working Papers Department of Economics.
    RePEc:ise:isegwp:wp52003.

    Full description at Econpapers || Download paper

  661. Characterizing Global Investors Risk Appetite for Emerging Market Debt During Financial Crises. (2003). Fry-McKibbin, Renee ; Dungey, Mardi ; Martin, Vance ; Gonzalez-Hermosillo, Brenda.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2003/251.

    Full description at Econpapers || Download paper

  662. Unanticipated Shocks and Systemic Influences; The Impact of Contagion in Global Equity Markets in 1998. (2003). Fry-McKibbin, Renee ; Dungey, Mardi ; Martin, Vance ; Gonzalez-Hermosillo, Brenda.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2003/084.

    Full description at Econpapers || Download paper

  663. Fatal Attraction; A New Measure of Contagion. (2003). MacDonald, Ronald ; Fazio, Giorgio ; Bayoumi, Tamim ; Kumar, Manmohan S.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2003/080.

    Full description at Econpapers || Download paper

  664. Early Warning Systems; A Survey and a Regime-Switching Approach. (2003). Abiad, Abdul.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2003/032.

    Full description at Econpapers || Download paper

  665. On currency crises and contagion. (2003). Fratzscher, Marcel.
    In: International Journal of Finance & Economics.
    RePEc:ijf:ijfiec:v:8:y:2003:i:2:p:109-129.

    Full description at Econpapers || Download paper

  666. Do indicators of financial crises work? An evaluation of an early warning system. (2003). Edison, Hali.
    In: International Journal of Finance & Economics.
    RePEc:ijf:ijfiec:v:8:y:2003:i:1:p:11-53.

    Full description at Econpapers || Download paper

  667. News Spillovers in the Sovereign Debt Market. (2003). Parsley, David ; Gande, Amar .
    In: Working Papers.
    RePEc:hkm:wpaper:062003.

    Full description at Econpapers || Download paper

  668. Contagion: an empirical test. (2003). Wongswan, Jon.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:775.

    Full description at Econpapers || Download paper

  669. The transmission mechanism in a changing world. (2003). Marcellino, Massimiliano ; Galvão, Ana ; artis, michael ; Ana Beatriz C. Galvao, .
    In: Economics Working Papers.
    RePEc:eui:euiwps:eco2003/18.

    Full description at Econpapers || Download paper

  670. Explaining ERM realignments: Insights from optimising models of currency crises. (2003). Ozkan, Gulcin.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:25:y:2003:i:4:p:491-507.

    Full description at Econpapers || Download paper

  671. Statistical distributions and the identification of currency crises. (2003). Pozo, Susan ; Amuedo-Dorantes, Catalina.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:22:y:2003:i:4:p:591-609.

    Full description at Econpapers || Download paper

  672. Contagion and interdependence in stock markets: Have they been misdiagnosed?. (2003). Pelizzon, Loriana ; Billio, Monica.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:55:y:2003:i:5-6:p:405-426.

    Full description at Econpapers || Download paper

  673. Contagion: a fear for African equity markets?. (2003). Biekpe, Nicholas ; Collins, Daryl .
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:55:y:2003:i:3:p:285-297.

    Full description at Econpapers || Download paper

  674. An empirical test of likelihood and timing of speculative attacks: the case of Malaysia and Singapore. (2003). Hashimoto, Yuko .
    In: Japan and the World Economy.
    RePEc:eee:japwor:v:15:y:2003:i:2:p:245-259.

    Full description at Econpapers || Download paper

  675. International transmission of shocks in the airline industry. (2003). Lall, Ashish ; Gillen, David.
    In: Journal of Air Transport Management.
    RePEc:eee:jaitra:v:9:y:2003:i:1:p:37-49.

    Full description at Econpapers || Download paper

  676. On the measurement of the international propagation of shocks: is the transmission stable?. (2003). Rigobon, Roberto.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:61:y:2003:i:2:p:261-283.

    Full description at Econpapers || Download paper

  677. Emerging markets finance. (2003). Harvey, Campbell ; Bekaert, Geert.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:10:y:2003:i:1-2:p:3-56.

    Full description at Econpapers || Download paper

  678. Fatal Attraction. (2003). MacDonald, Ronald ; Fazio, Giorgio ; Bayoumi, Tamim ; Kumar, Manmohan.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3870.

    Full description at Econpapers || Download paper

  679. Common Vulnerabilities. (2003). Taylor, Mark ; Mody, Ashoka.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3759.

    Full description at Econpapers || Download paper

  680. Capital Flows and Speculative Attacks in Prospective EU Member States. (2003). Gibson, Heather ; Tsakalotos, Euclid .
    In: Working Papers.
    RePEc:bog:wpaper:06.

    Full description at Econpapers || Download paper

  681. CONTAGION AND INTERDEPENDENCE IN AFRICAN STOCK MARKETS. (2003). Biekpe, Nicholas ; Collins, D..
    In: South African Journal of Economics.
    RePEc:bla:sajeco:v:71:y:2003:i:1:p:181-194.

    Full description at Econpapers || Download paper

  682. A Primer on Financial Contagion. (2003). Sbracia, Massimo ; Pericoli, Marcello.
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:17:y:2003:i:4:p:571-608.

    Full description at Econpapers || Download paper

  683. Does International Financial Contagion Really Exist?. (2003). Karolyi, Andrew G.
    In: International Finance.
    RePEc:bla:intfin:v:6:y:2003:i:2:p:179-199.

    Full description at Econpapers || Download paper

  684. Shift Contagion in Asset Markets. (2003). Morley, James ; Gravelle, Toni.
    In: Staff Working Papers.
    RePEc:bca:bocawp:03-5.

    Full description at Econpapers || Download paper

  685. Banking Crises and Contagion: Empirical Evidence. (2003). Santor, Eric.
    In: Staff Working Papers.
    RePEc:bca:bocawp:03-1.

    Full description at Econpapers || Download paper

  686. The banking crisis in Bulgaria in 1996-1997. (2003). Ignatiev, Peter .
    In: Economic Thought journal.
    RePEc:bas:econth:y:2003:i:1:p:66-88.

    Full description at Econpapers || Download paper

  687. The Unholy Trinity of Financial Contagion. (2003). Vegh, Carlos ; Reinhart, Carmen ; Kaminsky, Graciela.
    In: Journal of Economic Perspectives.
    RePEc:aea:jecper:v:17:y:2003:i:4:p:51-74.

    Full description at Econpapers || Download paper

  688. Lending of Last Resort, Moral Hazard and Twin Crises: Lessons from the Bulgarian Financial Crisis 1996/1997. (2002). Nenovsky, Nikolay ; Hristov, Kalin ; Berlemann, Michael.
    In: William Davidson Institute Working Papers Series.
    RePEc:wdi:papers:2002-464.

    Full description at Econpapers || Download paper

  689. Coordination Failure and Financial Contagion. (2002). Manz, Michael .
    In: Diskussionsschriften.
    RePEc:ube:dpvwib:dp0203.

    Full description at Econpapers || Download paper

  690. Short-run lats rate movements: impact of foreign currency shocks via trade and financial markets. (2002). Qin, Duo ; Kazaks, Martins .
    In: UCL SSEES Economics and Business working paper series.
    RePEc:see:wpaper:26.

    Full description at Econpapers || Download paper

  691. Predicting Currency Crises, the Ultimate Significance of Macroeconomic Fundamentals in Linear Specifications with Nonlinear Extensions. (2002). Sasin, Marcin .
    In: CASE Network Studies and Analyses.
    RePEc:sec:cnstan:0224.

    Full description at Econpapers || Download paper

  692. Currency Crises in Emerging - Market Economis: Causes, Consequences and Policy Lessons. (2002). DABROWSKI, Marek.
    In: CASE Network Reports.
    RePEc:sec:cnrepo:0051.

    Full description at Econpapers || Download paper

  693. How Integrated Were Foreign Exchange Markets in the Asia-Pacific Region in the Past?: Evidence from the Parallel Market. (2002). Sen, Kunal ; Gounder, Rukmani.
    In: Journal of Economic Integration.
    RePEc:ris:integr:0217.

    Full description at Econpapers || Download paper

  694. Short-run Lats Rate Movements: Impact of Foreign Currency Shocks via Trade and Financial Markets. (2002). Qin, Duo ; Kazaks, Martin.
    In: Working Papers.
    RePEc:qmw:qmwecw:wp457.

    Full description at Econpapers || Download paper

  695. Short-run Lats Rate Movements: Impact of Foreign Currency Shocks via Trade and Financial Markets. (2002). Qin, Duo ; Kazaks, Martin.
    In: Working Papers.
    RePEc:qmw:qmwecw:457.

    Full description at Econpapers || Download paper

  696. Measuring and predicting currency disturbances in Croatia: the “signals” approach. (2002). Ahec Šonje, Amina ; Babi, Ante .
    In: MPRA Paper.
    RePEc:pra:mprapa:83137.

    Full description at Econpapers || Download paper

  697. Financial markets in time of stress. (2002). Reinhart, Carmen ; Kaminsky, Graciela.
    In: MPRA Paper.
    RePEc:pra:mprapa:13869.

    Full description at Econpapers || Download paper

  698. Two Hundred Years of Contagion. (2002). Vegh, Carlos ; Reinhart, Carmen ; Kaminsky, Graciela.
    In: MPRA Paper.
    RePEc:pra:mprapa:13229.

    Full description at Econpapers || Download paper

  699. High Frequency Contagion of Currency Crises in Asia. (2002). Ito, Takatoshi ; Hashimoto, Yuko .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9376.

    Full description at Econpapers || Download paper

  700. Globalization and Changing Patterns in the International Transmission of Shocks in Financial Markets. (2002). Murshid, Antu ; Bordo, Michael.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9019.

    Full description at Econpapers || Download paper

  701. Are Trade Linkages Important Determinants of Country Vulnerability to Crises?. (2002). Forbes, Kristin J..
    In: NBER Chapters.
    RePEc:nbr:nberch:10634.

    Full description at Econpapers || Download paper

  702. Introduction to Preventing Currency Crises in Emerging Markets. (2002). Frankel, Jeffrey A. ; Edwards, Sebastian.
    In: NBER Chapters.
    RePEc:nbr:nberch:10632.

    Full description at Econpapers || Download paper

  703. Containing Contagious Financial Crises: The Political Economy of Joint Intervention into the Asian Crisis.. (2002). Hausken, Kjell ; Plumper, Thomas.
    In: Public Choice.
    RePEc:kap:pubcho:v:111:y:2002:i:3-4:p:209-36.

    Full description at Econpapers || Download paper

  704. Corporate Performance and Governance in Malaysia. (2002). Piesse, J ; Khatri, Yougesh ; Leruth, Luc E.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2002/152.

    Full description at Econpapers || Download paper

  705. International Contagion Effects from the Russian Crisis and the LTCM Near-Collapse. (2002). Fry-McKibbin, Renee ; Dungey, Mardi ; Gonzalez-Hermosillo, Brenda ; Martin, Vance.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2002/074.

    Full description at Econpapers || Download paper

  706. Currency Crises and Uncertainty About Fundamentals. (2002). Sbracia, Massimo ; Prati, Alessandro.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2002/003.

    Full description at Econpapers || Download paper

  707. Hong Kong, Singapore and the East Asian Crisis: How Important were Trade Spillovers?. (2002). Siregar, Reza ; SEN, RAHUL ; Rajan, Ramkishen.
    In: Working Papers.
    RePEc:hkm:wpaper:142002.

    Full description at Econpapers || Download paper

  708. An Eclectic Approach to Currency Crises: Drawing Lessons from the EMS Experience. (2002). Sosvilla-Rivero, Simon ; Bermejo, Francisco Perez ; Illera, Reyes Maroto .
    In: Working Papers.
    RePEc:fda:fdaddt:2002-22.

    Full description at Econpapers || Download paper

  709. A model of contagious currency crises with application to Argentina. (2002). Choueiri, Nada .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:21:y:2002:i:3:p:435-457.

    Full description at Econpapers || Download paper

  710. Financial markets in times of stress. (2002). Reinhart, Carmen ; Kaminsky, Graciela.
    In: Journal of Development Economics.
    RePEc:eee:deveco:v:69:y:2002:i:2:p:451-470.

    Full description at Econpapers || Download paper

  711. Trade similarities and contagion among the Asian crisis economies. (2002). Chan, Kenneth ; Chao, Chi-Chur ; Chou, Winlin ; KennethS. Chan, .
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:13:y:2002:i:2:p:271-283.

    Full description at Econpapers || Download paper

  712. On currency crises and contagion. (2002). Fratzscher, Marcel.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2002139.

    Full description at Econpapers || Download paper

  713. Exchange rate crises and bilateral trade flows in Latin America. (2002). Campa, Jose.
    In: IESE Research Papers.
    RePEc:ebg:iesewp:d-0470.

    Full description at Econpapers || Download paper

  714. An Investigation into the 1999 Collapse of the Brazilian Real. (2002). Saqib, Omar.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp304.

    Full description at Econpapers || Download paper

  715. Some Contagion, Some Interdependence: More Pitfalls in Tests of Financial Contagion. (2002). Sbracia, Massimo ; Pericoli, Marcello ; Corsetti, Giancarlo.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3310.

    Full description at Econpapers || Download paper

  716. Determinants of Current Account Deficits in Developing Countries. (2002). Loayza, Norman ; Chong, Alberto ; Calderon, Cesar Augusto .
    In: The B.E. Journal of Macroeconomics.
    RePEc:bpj:bejmac:v:contributions.2:y:2002:i:1:n:2.

    Full description at Econpapers || Download paper

  717. Contagion, Monsoons, and Domestic Turmoil in Indonesias Currency Crisis.. (2002). Saxena, Sweta ; Cerra, Valerie.
    In: Review of International Economics.
    RePEc:bla:reviec:v:10:y:2002:i:1:p:36-44.

    Full description at Econpapers || Download paper

  718. Regime Shifts in Asian Equity and Real Estate Markets. (2002). Pasquariello, Paolo ; Liu, Crocker H. ; Kallberg, Jarl G..
    In: Real Estate Economics.
    RePEc:bla:reesec:v:30:y:2002:i:2:p:263-291.

    Full description at Econpapers || Download paper

  719. No Contagion, Only Interdependence: Measuring Stock Market Comovements. (2002). .
    In: Journal of Finance.
    RePEc:bla:jfinan:v:57:y:2002:i:5:p:2223-2261.

    Full description at Econpapers || Download paper

  720. .

    Full description at Econpapers || Download paper

  721. Opposites attract: The case of Greek and Turkish financial markets. (2001). Kutan, Ali ; Drakos, Konstantinos.
    In: ZEI Working Papers.
    RePEc:zbw:zeiwps:b062001.

    Full description at Econpapers || Download paper

  722. A Leading Indicators Approach to the Predictability of Currency. (2001). Kibritcioglu, Bengi ; Kose, Bulent ; Ugur, Gamze.
    In: International Finance.
    RePEc:wpa:wuwpif:0108001.

    Full description at Econpapers || Download paper

  723. The Episodes of Currency Crises in the European Transition Economies. (2001). Radziwill, Artur ; DABROWSKI, Marek ; Antczak, Rafal ; Sasin, Marcin .
    In: CASE Network Reports.
    RePEc:sec:cnrepo:0040.

    Full description at Econpapers || Download paper

  724. Indicateurs avancés de crise de change : un examen critique. (2001). nicet - chenaf, dalila ; Brana, Sophie ; Chenaf-Nicet, Dalila .
    In: L'Actualité Economique.
    RePEc:ris:actuec:v:77:y:2001:i:4:p:569-592.

    Full description at Econpapers || Download paper

  725. The Response of Financial Markets in Australia and New Zealand to News about the Asian Crisis. (2001). Ellis, Luci ; Lewis, Eleanor.
    In: RBA Research Discussion Papers.
    RePEc:rba:rbardp:rdp2001-03.

    Full description at Econpapers || Download paper

  726. Bank Lending and Contagion: Evidence from the Asian Crisis. (2001). Reinhart, Carmen ; Kaminsky, Graciela.
    In: MPRA Paper.
    RePEc:pra:mprapa:7580.

    Full description at Econpapers || Download paper

  727. Herd Behavior and Cascading in Capital Markets: A Review and Synthesis. (2001). Teoh, Siew Hong ; Hirshleifer, David.
    In: MPRA Paper.
    RePEc:pra:mprapa:5186.

    Full description at Econpapers || Download paper

  728. Financial Markets in Times of Stress. (2001). Reinhart, Carmen ; Kaminsky, Graciela.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8569.

    Full description at Econpapers || Download paper

  729. Does the Current Account Matter?. (2001). Edwards, Sebastian.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8275.

    Full description at Econpapers || Download paper

  730. Are Trade Linkages Important Determinants of Country Vulnerability to Crises?. (2001). Forbes, Kristin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8194.

    Full description at Econpapers || Download paper

  731. Contagion: How to Measure It?. (2001). Rigobon, Roberto.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8118.

    Full description at Econpapers || Download paper

  732. Comment on Bank Lending and Contagion: Evidence from the Asian Crisis. (2001). Ogawa, Eiji.
    In: NBER Chapters.
    RePEc:nbr:nberch:13061.

    Full description at Econpapers || Download paper

  733. Bank Lending and Contagion: Evidence from the Asian Crisis. (2001). Reinhart, Carmen M. ; Kaminsky, Graciela L..
    In: NBER Chapters.
    RePEc:nbr:nberch:10732.

    Full description at Econpapers || Download paper

  734. Pure Contagion and Investors Shifting Risk Appetite; Analytical Issues and Empirical Evidence. (2001). Persaud, Avinash ; Kumar, Manmohan S.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2001/134.

    Full description at Econpapers || Download paper

  735. Some critics to the contagion correlation test. (2001). Criado, Sarai ; Nuevo, Sarai Criado.
    In: Working Papers on International Economics and Finance.
    RePEc:fda:fdadef:05-01.

    Full description at Econpapers || Download paper

  736. Explaining currency crises: a duration model approach. (2001). Tudela, Maria Mercedes .
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:20133.

    Full description at Econpapers || Download paper

  737. Institutional Investors, Trade Linkage, Macroeconomic Similarities, and Contagion of the Thai Crisis. (2001). Song, Chi-Young ; Park, Yung Chul.
    In: Journal of the Japanese and International Economies.
    RePEc:eee:jjieco:v:15:y:2001:i:2:p:199-224.

    Full description at Econpapers || Download paper

  738. Sources of contagion: is it finance or trade?. (2001). Weder, Beatrice ; Van Rijckeghem, Caroline.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:54:y:2001:i:2:p:293-308.

    Full description at Econpapers || Download paper

  739. Coordination, cooperation, contagion and currency crises. (2001). Martin, Philippe ; Loisel, Olivier.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:53:y:2001:i:2:p:399-419.

    Full description at Econpapers || Download paper

  740. Determinants of the implied shadow exchange rates from a target zone. (2001). Sorensen, Carsten ; Rangvid, Jesper .
    In: European Economic Review.
    RePEc:eee:eecrev:v:45:y:2001:i:9:p:1665-1696.

    Full description at Econpapers || Download paper

  741. Why do countries float the way they float?. (2001). Stein, Ernesto ; Panizza, Ugo ; Hausmann, Ricardo.
    In: Journal of Development Economics.
    RePEc:eee:deveco:v:66:y:2001:i:2:p:387-414.

    Full description at Econpapers || Download paper

  742. Currency crises in emerging markets : Capital flows and herding behaviour. (2001). Komulainen, Tuomas .
    In: BOFIT Discussion Papers.
    RePEc:bof:bofitp:2001_010.

    Full description at Econpapers || Download paper

  743. Assessing financial system stability, efficiency and structure at the Bank of England. (2001). Haldane, Andrew G ; Saporta, Victoria ; Hoggarth, Glenn.
    In: BIS Papers chapters.
    RePEc:bis:bisbpc:01-05.

    Full description at Econpapers || Download paper

  744. An Analysis of Russias 1998 Meltdown: Fundamentals and Market Signals. (2001). Pinto, Brian ; Ulatov, Sergei ; Kharas, Homi.
    In: Brookings Papers on Economic Activity.
    RePEc:bin:bpeajo:v:32:y:2001:i:2001-1:p:1-68.

    Full description at Econpapers || Download paper

  745. A Primer on Financial Contagion. (2001). Sbracia, Massimo ; Pericoli, Marcello.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_407_01.

    Full description at Econpapers || Download paper

  746. Constrained Discretion and Collective Action Problems: Reflections on the Resolution of International Financial Crises. (2001). Fraga, Arminio ; Gleizer, Daniel L..
    In: Working Papers Series.
    RePEc:bcb:wpaper:34.

    Full description at Econpapers || Download paper

  747. International Economic Policy in the Wake of the Asian Crisis. (2000). Eichengreen, Barry.
    In: International Finance.
    RePEc:wpa:wuwpif:0003005.

    Full description at Econpapers || Download paper

  748. Managers, investors, and crises : mutual fund strategies in emerging markets. (2000). Schmukler, Sergio ; Lyons, Richard ; Kaminsky, Graciela.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:2399.

    Full description at Econpapers || Download paper

  749. Determinants of current account deficits in developing countries. (2000). Loayza, Norman ; Chong, Alberto ; Calderon, Cesar.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:2398.

    Full description at Econpapers || Download paper

  750. ASIAN CRISIS: DISTILLING CRITICAL LESSONS. (2000). Das, Dilip K..
    In: UNCTAD Discussion Papers.
    RePEc:unc:dispap:152.

    Full description at Econpapers || Download paper

  751. Theoretical Aspects of Currency Crises. (2000). Antczak, Rafal .
    In: CASE Network Studies and Analyses.
    RePEc:sec:cnstan:0211.

    Full description at Econpapers || Download paper

  752. Early Warning System (EWS) of Currency Crises: An Empirical Study of Some SEACEN Countries. (2000). Chen, Pei-wen ; Wu, Yih-Jiuan ; Yen, Tzung-Ta .
    In: Research Studies.
    RePEc:sea:rstudy:rp43.

    Full description at Econpapers || Download paper

  753. The Russian default and the contagion to Brazil.. (2000). Goldfajn, Ilan ; Baig, Taimur.
    In: Textos para discussão.
    RePEc:rio:texdis:420.

    Full description at Econpapers || Download paper

  754. Some Policy Issues Regarding an Early Warning System. (2000). Reinhart, Carmen ; Kaminsky, Graciela ; Goldstein, Morris.
    In: MPRA Paper.
    RePEc:pra:mprapa:24580.

    Full description at Econpapers || Download paper

  755. Early Warning System: An Assessment of Vulnerability. (2000). Reinhart, Carmen ; Kaminsky, Graciela ; Goldstein, Morris.
    In: MPRA Paper.
    RePEc:pra:mprapa:24579.

    Full description at Econpapers || Download paper

  756. Rating the Rating Agencies. (2000). Reinhart, Carmen ; Kaminsky, Graciela ; Goldstein, Morris.
    In: MPRA Paper.
    RePEc:pra:mprapa:24578.

    Full description at Econpapers || Download paper

  757. Early Warning System: Empirical Results from The Signals Approach. (2000). Reinhart, Carmen ; Kaminsky, Graciela ; Goldstein, Morris.
    In: MPRA Paper.
    RePEc:pra:mprapa:24577.

    Full description at Econpapers || Download paper

  758. Methodology for an Early Warning System: The Signals Approach. (2000). Reinhart, Carmen ; Kaminsky, Graciela ; Goldstein, Morris.
    In: MPRA Paper.
    RePEc:pra:mprapa:24576.

    Full description at Econpapers || Download paper

  759. The Wake of Crises and Devaluations. (2000). Reinhart, Carmen ; Kaminsky, Graciela ; Goldstein, Morris.
    In: MPRA Paper.
    RePEc:pra:mprapa:24570.

    Full description at Econpapers || Download paper

  760. Notes on contagion. (2000). Reinhart, Carmen ; Kaminsky, Graciela ; Goldstein, Morris.
    In: MPRA Paper.
    RePEc:pra:mprapa:24569.

    Full description at Econpapers || Download paper

  761. Assessing financial vulnerability, an early warning system for emerging markets: Introduction. (2000). Reinhart, Carmen ; Kaminsky, Graciela ; Goldstein, Morris.
    In: MPRA Paper.
    RePEc:pra:mprapa:13629.

    Full description at Econpapers || Download paper

  762. Political contagion in currency crises: A comment. (2000). Reinhart, Carmen.
    In: MPRA Paper.
    RePEc:pra:mprapa:13202.

    Full description at Econpapers || Download paper

  763. Contagion in Latin America: Definitions, Measurement, and Policy Implications. (2000). Rigobon, Roberto ; Forbes, Kristin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7885.

    Full description at Econpapers || Download paper

  764. Managers, Investors, and Crises: Mutual Fund Strategies in Emerging Markets. (2000). Schmukler, Sergio ; Lyons, Richard ; Kaminsky, Graciela.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7855.

    Full description at Econpapers || Download paper

  765. The Asian Flu and Russian Virus: Firm-level Evidence on How Crises are Transmitted Internationally. (2000). Forbes, Kristin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7807.

    Full description at Econpapers || Download paper

  766. Political Contagion in Currency Crises. (2000). Drazen, Allan.
    In: NBER Chapters.
    RePEc:nbr:nberch:8689.

    Full description at Econpapers || Download paper

  767. Capital Flows in Asia. (2000). Ito, Takatoshi.
    In: NBER Chapters.
    RePEc:nbr:nberch:6170.

    Full description at Econpapers || Download paper

  768. Capital Flows to Emerging Markets: Liberalization, Overshooting, and Volatility. (2000). van Wincoop, Eric ; Bacchetta, Philippe.
    In: NBER Chapters.
    RePEc:nbr:nberch:6165.

    Full description at Econpapers || Download paper

  769. Comment on Political Contagion in Currency Crises. (2000). Reinhart, Carmen M..
    In: NBER Chapters.
    RePEc:nbr:nberch:13086.

    Full description at Econpapers || Download paper

  770. Forecasting Financial Crises in Emerging Market Economies. (2000). Salvatore, Dominick ; Reagle, Derrick.
    In: Open Economies Review.
    RePEc:kap:openec:v:11:y:2000:i:3:p:247-259.

    Full description at Econpapers || Download paper

  771. Contagion, Monsoons, and Domestic Turmoil in Indonesia; A Case Study in the Asian Currency Crisis. (2000). Saxena, Sweta ; Cerra, Valerie.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2000/060.

    Full description at Econpapers || Download paper

  772. On Currency Crises and Contagion. (2000). Fratzscher, Marcel.
    In: Working Paper Series.
    RePEc:iie:wpaper:wp00-9.

    Full description at Econpapers || Download paper

  773. Contagion Effects, Informational Effects, and Economic Fundamentals: An Analysis of Exchange Rate Dynamics during the Asian Currency Crisis. (2000). Bob Y. C. Chan, ; CHU, Kam-hon ; Sin, Chor-Yiu .
    In: Working Papers.
    RePEc:hkm:wpaper:022000.

    Full description at Econpapers || Download paper

  774. Banking and currency crisis and systemic risk: lessons from recent events. (2000). Kaufman, George G..
    In: Economic Perspectives.
    RePEc:fip:fedhep:y:2000:i:qiii:p:9-28:n:v.25no.3.

    Full description at Econpapers || Download paper

  775. Do indicators of financial crises work? an evaluation of an early warning system. (2000). Edison, Hali.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:675.

    Full description at Econpapers || Download paper

  776. Evaluating correlation breakdowns during periods of market volatility. (2000). Loretan, Mico ; English, William B..
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:658.

    Full description at Econpapers || Download paper

  777. Crises and Credibility in a Target Zone: A Logit From a Markov-Switching Model. (2000). Rodríguez, María Araceli ; Campos, Isabel M. ; M. Araceli Rodríguez, .
    In: Working Papers on International Economics and Finance.
    RePEc:fda:fdadef:00-05.

    Full description at Econpapers || Download paper

  778. Periods of Currency Pressure: Stylized Facts and Leading Indicators. (2000). Gochoco-Bautista, Maria Socorro.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:22:y:2000:i:1:p:125-158.

    Full description at Econpapers || Download paper

  779. The causes of the Asian currency crisis: empirical observations. (2000). Miyakoshi, Tatsuyoshi.
    In: Japan and the World Economy.
    RePEc:eee:japwor:v:12:y:2000:i:3:p:243-253.

    Full description at Econpapers || Download paper

  780. Competitive devaluations: toward a welfare-based approach. (2000). Tille, Cédric ; Roubini, Nouriel ; Pesenti, Paolo ; Corsetti, Giancarlo.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:51:y:2000:i:1:p:217-241.

    Full description at Econpapers || Download paper

  781. On crises, contagion, and confusion. (2000). Reinhart, Carmen ; Kaminsky, Graciela.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:51:y:2000:i:1:p:145-168.

    Full description at Econpapers || Download paper

  782. Market efficiency, the Mexican peso crisis, and the US bank stock returns: An application of the event parameter method. (2000). Tufte, David ; Hassan, M. Kabir ; Kilic, Osman .
    In: Global Finance Journal.
    RePEc:eee:glofin:v:11:y:2000:i:1-2:p:73-86.

    Full description at Econpapers || Download paper

  783. Major macroeconomic disturbances, expectations and policy responses. (2000). Heymann, Daniel.
    In: Revista CEPAL.
    RePEc:ecr:col070:10737.

    Full description at Econpapers || Download paper

  784. Systemic Risk: A Survey. (2000). Hartmann, Philipp ; DE BANDT, OLIVIER.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:2634.

    Full description at Econpapers || Download paper

  785. The Expectations of Hong Kong Dollar Devaluation and Their Determinants. (2000). Rzepkowski, Bronka .
    In: Working Papers.
    RePEc:cii:cepidt:2000-04.

    Full description at Econpapers || Download paper

  786. An Inquiry on the Factors Contributing to the Economic Crises in Turkey. (2000). Malatyali, Kamuran.
    In: Istanbul Stock Exchange Review.
    RePEc:bor:iserev:v:4:y:2000:i:15:p:53-64.

    Full description at Econpapers || Download paper

  787. The Role of Venture Capitalists as Financial Intermediaries in Capital Markets. (2000). Bulut, Halil I.
    In: Istanbul Stock Exchange Review.
    RePEc:bor:iserev:v:4:y:2000:i:15:p:27-52.

    Full description at Econpapers || Download paper

  788. The Effect of Scale and Mode of Ownership on the Turkish Banking Sector Financial Performance. (2000). Mercan, Muhammet ; Yolalan, Reha.
    In: Istanbul Stock Exchange Review.
    RePEc:bor:iserev:v:4:y:2000:i:15:p:1-26.

    Full description at Econpapers || Download paper

  789. Contagion. (2000). Edwards, Sebastian.
    In: The World Economy.
    RePEc:bla:worlde:v:23:y:2000:i:7:p:873-900.

    Full description at Econpapers || Download paper

  790. Measuring potential vulnerabilities in emerging market economies. (2000). Klau, Marc ; Hawkins, John.
    In: BIS Working Papers.
    RePEc:bis:biswps:91.

    Full description at Econpapers || Download paper

  791. On the Predictability of Currency Crises: The Use of Indicators in the Case of Arab Countries. (2000). Dahel, Riad .
    In: API-Working Paper Series.
    RePEc:api:apiwps:0003.

    Full description at Econpapers || Download paper

  792. How Good are Leading Indicators for Currency and Banking Crises in Central and Eastern Europe? An Empirical Test. (1999). Bruggemann, Axel ; Linne, Thomas .
    In: IWH Discussion Papers.
    RePEc:zbw:iwhdps:iwh-95.

    Full description at Econpapers || Download paper

  793. Precautionary credit lines: A means to contain contagion in financial markets?. (1999). Golder, Stefan M..
    In: Kiel Discussion Papers.
    RePEc:zbw:ifwkdp:341.

    Full description at Econpapers || Download paper

  794. Global and Domestic Factors of Financial Crises in Emerging Economies: Lessons from the East Asian Episodes (1997-1999). (1999). Olivie Aldasoro, Iliana ; Bustelo, Pablo ; Garcia, Clara .
    In: Working Papers.
    RePEc:wop:coinwp:002.

    Full description at Econpapers || Download paper

  795. Financial Crises and Transmission Mechanisms. (1999). Costa i Font, Joan, ; Pigemvigo, Monica.
    In: ERSA conference papers.
    RePEc:wiw:wiwrsa:ersa99pa054.

    Full description at Econpapers || Download paper

  796. Financial market contagion in the Asian crisis. (1999). Goldfajn, Ilan ; Baig, Taimur.
    In: Textos para discussão.
    RePEc:rio:texdis:400.

    Full description at Econpapers || Download paper

  797. How Much Did Excess Debt Contribute to the 1997 Currency Crisis in Korea?. (1999). Qin, Duo.
    In: Working Papers.
    RePEc:qmw:qmwecw:wp407.

    Full description at Econpapers || Download paper

  798. Leading Indicators of Currency and Banking Crises: Croatia and the World. (1999). Ahec Å onje, Amina.
    In: MPRA Paper.
    RePEc:pra:mprapa:82574.

    Full description at Econpapers || Download paper

  799. The twin crises: The causes of banking and balance of payments problems. (1999). Reinhart, Carmen ; Kaminsky, Graciela.
    In: MPRA Paper.
    RePEc:pra:mprapa:14081.

    Full description at Econpapers || Download paper

  800. On the Measurement of the International Propagation of Shocks. (1999). Rigobon, Roberto.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7354.

    Full description at Econpapers || Download paper

  801. No Contagion, Only Interdependence: Measuring Stock Market Co-movements. (1999). Rigobon, Roberto ; Forbes, Kristin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7267.

    Full description at Econpapers || Download paper

  802. Inflation Stabilization and BOP Crises in Developing Countries. (1999). Vegh, Carlos ; Calvo, Guillermo.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6925.

    Full description at Econpapers || Download paper

  803. Competitive Devaluations: A Welfare-Based Approach. (1999). Tille, Cédric ; Roubini, Nouriel ; Pesenti, Paolo ; Corsetti, Giancarlo.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6889.

    Full description at Econpapers || Download paper

  804. Contagious Currency Crises: Channels of Conveyance. (1999). AndrewK. Rose, ; Eichengreen, Barry.
    In: NBER Chapters.
    RePEc:nbr:nberch:8614.

    Full description at Econpapers || Download paper

  805. An Investigation of Thai Listed Firms Financial Distress Using Macro and Micro Variables. (1999). Tirapat, Sunti ; Nittayagasetwat, Aekkachai .
    In: Multinational Finance Journal.
    RePEc:mfj:journl:v:3:y:1999:i:2:p:103-125.

    Full description at Econpapers || Download paper

  806. The 1994–1995 Mexican Currency Crisis and U.S. Bank Stock Returns. (1999). Tufte, David ; Hassan, M. Kabir ; Kilic, Osman.
    In: Journal of Financial Services Research.
    RePEc:kap:jfsres:v:16:y:1999:i:1:p:47-60.

    Full description at Econpapers || Download paper

  807. Intertemporal current account balance and the East Asian currency crises. (1999). Yan, Ho-Don.
    In: International Advances in Economic Research.
    RePEc:kap:iaecre:v:5:y:1999:i:3:p:277-288:10.1007/bf02296412.

    Full description at Econpapers || Download paper

  808. The Length and Cost of Banking Crises. (1999). Frydl, Edward J.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:1999/030.

    Full description at Econpapers || Download paper

  809. A Model of Contagious Currency Crises with Application to Argentina. (1999). Choueiri, Nada.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:1999/029.

    Full description at Econpapers || Download paper

  810. Competitive devaluations: a welfare-based approach. (1999). Tille, Cédric ; Roubini, Nouriel ; Pesenti, Paolo ; Corsetti, Giancarlo.
    In: Staff Reports.
    RePEc:fip:fednsr:58.

    Full description at Econpapers || Download paper

  811. Banking and currency crises and systemic risk: a taxonomy and review. (1999). Kaufman, George G..
    In: Working Paper Series.
    RePEc:fip:fedhwp:wp-99-12.

    Full description at Econpapers || Download paper

  812. Country Risk Premium: Theoretical Determinants and Empirical Evidence for Latin American Countries. (1999). Aronovich, Selmo .
    In: Revista Brasileira de Economia - RBE.
    RePEc:fgv:epgrbe:v:53:y:1999:i:4:a:760.

    Full description at Econpapers || Download paper

  813. Contagion and trade: Why are currency crises regional?. (1999). Rose, Andrew ; Glick, Reuven.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:18:y:1999:i:4:p:603-617.

    Full description at Econpapers || Download paper

  814. Contagion:: macroeconomic models with multiple equilibria. (1999). Masson, Paul.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:18:y:1999:i:4:p:587-602.

    Full description at Econpapers || Download paper

  815. Paper tigers?: A model of the Asian crisis. (1999). Roubini, Nouriel ; Pesenti, Paolo ; Corsetti, Giancarlo.
    In: European Economic Review.
    RePEc:eee:eecrev:v:43:y:1999:i:7:p:1211-1236.

    Full description at Econpapers || Download paper

  816. Monetary policy cooperation and multiple equilibria. (1999). Jensen, Henrik.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:23:y:1999:i:8:p:1133-1153.

    Full description at Econpapers || Download paper

  817. Determinants of Current Account Deficits in Developing Countries. (1999). Loayza, Norman ; Chong, Alberto ; Calderon, Cesar.
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:51.

    Full description at Econpapers || Download paper

  818. The Twin Crises: The Causes of Banking and Balance-of-Payments Problems. (1999). Reinhart, Carmen ; Kaminsky, Graciela.
    In: American Economic Review.
    RePEc:aea:aecrev:v:89:y:1999:i:3:p:473-500.

    Full description at Econpapers || Download paper

  819. Currency crises: Is Asia different?. (1998). Schweickert, Rainer ; Diehl, Markus .
    In: Kiel Discussion Papers.
    RePEc:zbw:ifwkdp:309.

    Full description at Econpapers || Download paper

  820. The impact of policy announcements and news on capital markets : crisis management in Argentina during the Tequila Effect. (1998). Schmukler, Sergio ; Eduardo J. J. Ganapolsky, .
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:1951.

    Full description at Econpapers || Download paper

  821. Fickle Investors : An Impediment to Growth?. (1998). Scott, Andrew ; Uhlig, H. F. H. V. S., .
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:f177cd30-1268-410e-b52b-d80cc23482a2.

    Full description at Econpapers || Download paper

  822. Fickle Investors : An Impediment to Growth?. (1998). Uhlig, Harald ; Scott, Andrew ; Uhlig, H. F. H. V. S., .
    In: Discussion Paper.
    RePEc:tiu:tiucen:f177cd30-1268-410e-b52b-d80cc23482a2.

    Full description at Econpapers || Download paper

  823. Why are currency crises contagious? A comparison of the Latin American Crisis of 1994–1995 and the Asian Crisis of 1997–1998. (1998). Fratzscher, Marcel.
    In: Review of World Economics (Weltwirtschaftliches Archiv).
    RePEc:spr:weltar:v:134:y:1998:i:4:p:664-691.

    Full description at Econpapers || Download paper

  824. Contagion and Trade: Why Are Currency Crises Regional?. (1998). Rose, Andrew ; Glick, Reuven.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6806.

    Full description at Econpapers || Download paper

  825. Paper Tigers? A Model of the Asian Crisis. (1998). Roubini, Nouriel ; Pesenti, Paolo ; Corsetti, Giancarlo.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6783.

    Full description at Econpapers || Download paper

  826. Current Account Reversals and Currency Crises: Empirical Regularities. (1998). Razin, Assaf ; Milesi-Ferretti, Gian Maria.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6620.

    Full description at Econpapers || Download paper

  827. Capital Flows to Emerging Markets: Liberalization, Overshooting, and Volatility. (1998). van Wincoop, Eric ; Bacchetta, Philippe.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6530.

    Full description at Econpapers || Download paper

  828. Perspectives on the Recent Currency Crisis Literature. (1998). Marion, Nancy ; Flood, Robert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6380.

    Full description at Econpapers || Download paper

  829. Shocks and the Viability of a Fixed Exchange Rate Commitment. (1998). Andersen, Torben.
    In: Open Economies Review.
    RePEc:kap:openec:v:9:y:1998:i:2:p:139-156.

    Full description at Econpapers || Download paper

  830. Contagion; Monsoonal Effects, Spillovers, and Jumps Between Multiple Equilibria. (1998). Masson, Paul.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:1998/142.

    Full description at Econpapers || Download paper

  831. Current Account Reversals and Currency Crises; Empirical Regularities. (1998). Razin, Assaf ; Milesi-Ferretti, Gian Maria.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:1998/089.

    Full description at Econpapers || Download paper

  832. Paper tigers? A model of the Asian crisis. (1998). Roubini, Nouriel ; Pesenti, Paolo ; Corsetti, Giancarlo.
    In: Research Paper.
    RePEc:fip:fednrp:9822.

    Full description at Econpapers || Download paper

  833. Stock market crises in developed and emerging markets. (1998). Sarkar, Asani ; Patel, Sandeep.
    In: Research Paper.
    RePEc:fip:fednrp:9809.

    Full description at Econpapers || Download paper

  834. Contagion effects during the Asian financial crisis: stock price data. (1998). Jose Antonio R. Tan III, .
    In: Pacific Basin Working Paper Series.
    RePEc:fip:fedfpb:98-06.

    Full description at Econpapers || Download paper

  835. Contagion and trade: why are currency crises regional?. (1998). Rose, Andrew ; Glick, Reuven.
    In: Pacific Basin Working Paper Series.
    RePEc:fip:fedfpb:98-03.

    Full description at Econpapers || Download paper

  836. Double jeopardy: Globalization, liberalization and the fiscal squeeze. (1998). Grunberg, Isabelle.
    In: World Development.
    RePEc:eee:wdevel:v:26:y:1998:i:4:p:591-605.

    Full description at Econpapers || Download paper

  837. Pegging Out: Lessons from the Czech Exchange Rate Crisis. (1998). Begg, David.
    In: Journal of Comparative Economics.
    RePEc:eee:jcecon:v:26:y:1998:i:4:p:669-690.

    Full description at Econpapers || Download paper

  838. Current Account Reversals and Currency Crises: Empirical Regularities. (1998). Razin, Assaf ; Milesi-Ferretti, Gian Maria.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:1921.

    Full description at Econpapers || Download paper

  839. Capital Flows to Emerging Markets: Liberalization, Overshooting and Volatility. (1998). van Wincoop, Eric ; Bacchetta, Philippe.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:1889.

    Full description at Econpapers || Download paper

  840. International Economic Policy in the Wake of the Asian Crisis. (1998). Eichengreen, Barry.
    In: Department of Economics, Working Paper Series.
    RePEc:cdl:econwp:qt78c3z577.

    Full description at Econpapers || Download paper

  841. International Economic Policy in the Wake of the Asian Crisis. (1998). Eichengreen, Barry.
    In: Center for International and Development Economics Research, Working Paper Series.
    RePEc:cdl:ciders:qt78c3z577.

    Full description at Econpapers || Download paper

  842. The Asian Crisis in Context.. (1998). Bosworth, Barry.
    In: International Finance.
    RePEc:bla:intfin:v:1:y:1998:i:2:p:289-310.

    Full description at Econpapers || Download paper

  843. Economic Crises: Evidence and Insights from East Asia. (1998). Stiglitz, Joseph ; Furman, Jason.
    In: Brookings Papers on Economic Activity.
    RePEc:bin:bpeajo:v:29:y:1998:i:1998-2:p:1-136.

    Full description at Econpapers || Download paper

  844. Fundamentals, Contagion and Currency Crises: An Empirical Analysis. (1998). Osakwe, Patrick ; Kruger, Mark.
    In: Staff Working Papers.
    RePEc:bca:bocawp:98-10.

    Full description at Econpapers || Download paper

  845. Disziplinierung der nationalen Wirtschaftspolitik: durch die internationale Kapitalmobilität. (1997). Siebert, Horst.
    In: Kiel Working Papers.
    RePEc:zbw:ifwkwp:832.

    Full description at Econpapers || Download paper

  846. Financing the transition: Risks and benefits of integrating into the international capital market. (1997). Buch, Claudia ; Heinrich, Ralph P.
    In: Kiel Working Papers.
    RePEc:zbw:ifwkwp:818.

    Full description at Econpapers || Download paper

  847. The end of the Czech miracle? Currency crisis reveals need for institutional reforms. (1997). Buch, Claudia ; Heinrich, Ralph P..
    In: Kiel Discussion Papers.
    RePEc:zbw:ifwkdp:301.

    Full description at Econpapers || Download paper

  848. The determinants of banking crises : evidence from industrial and developing countries. (1997). Detragiache, Enrica ; Demirguc-Kunt, Asli.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:1828.

    Full description at Econpapers || Download paper

  849. Are markets learning? : behavior in the secondary market for Brady bonds. (1997). Forni, Lorenzo ; Barbone, Luca.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:1734.

    Full description at Econpapers || Download paper

  850. The Determinants of Banking Crises; Evidence From Developing and Developed Countries. (1997). Detragiache, Enrica ; Demirguc-Kunt, Asli ; Demirgu-Kunt, Asli.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:1997/106.

    Full description at Econpapers || Download paper

  851. Borrowing Risk and the Tequila Effect. (1997). Agenor, Pierre-Richard.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:1997/086.

    Full description at Econpapers || Download paper

  852. Apertura financiera y retos de políticas. (1997). Dooley, Michael.
    In: Research Department Publications.
    RePEc:idb:wpaper:4103.

    Full description at Econpapers || Download paper

  853. Financial Liberalization and Policy Challenges. (1997). Dooley, Michael.
    In: Research Department Publications.
    RePEc:idb:wpaper:4102.

    Full description at Econpapers || Download paper

  854. Why is financial stability a goal of public policy? (commentary). (1997). Fischer, Stanley.
    In: Proceedings - Economic Policy Symposium - Jackson Hole.
    RePEc:fip:fedkpr:y:1997:p:37-45.

    Full description at Econpapers || Download paper

  855. Why Clashes Between Internal and External Stability Goals End in Currency Crises, 1797-1994. (1996). Bordo, Michael ; Schwartz, Anna J..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5710.

    Full description at Econpapers || Download paper

  856. Why clashes between internal and external stability goals end in currency crises, 1797–1994. (1996). Bordo, Michael ; Schwartz, Anna.
    In: Open Economies Review.
    RePEc:kap:openec:v:7:y:1996:i:1:p:437-468.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Andersen, Torben (1994), Shocks and the Viability of a Fixed Exchange Rate Cornrnitment, CEPR Discussion Paper No. 969.
    Paper not yet in RePEc: Add citation now

  2. Bensaid, Bernard, and Olivier Jeanne (1993), The Instability of Fixed Exchange Rate Systems When Raising the Nominal Interest Rate is Costly, unpublished manuscript, ENPC-CERAS, Paris Blackburn, Keith and Mario Sola (1993), Speculative Currency Attacks and Balance of Payments Crises, Journal of Economic Surveys 7, pp.119-144.

  3. Buiter, Willem, Giancarlo Corsetti and Paolo Pesenti (1996), Financial Markets and International Monetary Cooperation, Cambridge: Cambridge University Press.

  4. Burki, Shahid and Sebastian Edwards (1995), Latin America After Mexico: Quickening the Pace, unpublished manuscript, World Bank.
    Paper not yet in RePEc: Add citation now

  5. Calvo, Guillerrno A. (1996), Capital Flows and Macroeconomic Management: Tequila Lessons, unpublished manuscript, University of Maryland.

  6. Calvo, Sara and Carmen Reinhart (1995), Capital Inflows to Latin America: Is There Evidence of Contagion Effects, unpublished manuscript, World Bank and International Monetary Fund.

  7. Caplin, Andrew and John Leahy (1994) Business as Usual, Market Crashes, and Wisdom after the Fact, American Economic Review 84, pp.548-565.

  8. Claessens, Stijn (1991), Balance of Payments Crises in an Optimal Portfolio Model, European Economic Review 35, pp.81 - 101.

  9. Credit and Banking 11, pp.311-325. Krugman, Paul (1996), Are Currency Crises Self-Fulfilling? NBER Macroeconomics Annual (forthcoming).

  10. De Kock, Gabriel and Vittorio Grilli (1993), Fiscal Policies and the Choice of Exchange Rate Regime, Economic Journal 103, pp.347-356.

  11. Diamond, Douglas and Phillip Dibvig (1983), Bank Runs, Deposit Insurance, and Liquidity, Journal of Political Economy 91, pp.401-419.

  12. Dornbusch, Rudiger, Ilan Goldfajn and Rodrigo Valdes (1995), Currency Crises and Collapses, Brook~ngs Papers on Economic Activity 2, pp.219-295.

  13. Drazen, Allan and Paul R. Masson (1994), Credibility of Policies versus Credibility of Policyrnakers, Quarterly Journal of Economics CIX, pp. 735-754.

  14. Edwards, Sebastian (1989), Real Exchange Rates, Devaluation, and Adjustment: Exchange Rafe Policies in Developing Counfries, Cambridge, Mass: MIT Press.
    Paper not yet in RePEc: Add citation now

  15. Eichengreen, Barry, Andrew K. Rose and Charles Wyplosz (1994), Speculative Attacks on Pegged Exchange Rates: An Empirical Exploration with Special Reference to the European Monetary System, in Matthew Canzoneri, Paul Masson and Vittorio Grilli (eds), The New Transatlantic Economy, Cambridge: Cambridge University Press.

  16. Flood, Robert and Peter Garber (1984b), Gold Monetization and Gold Discipline, Journal of Political Economy 92, pp.90-107.

  17. Frankel, Jeffrey A. and Andrew K. Rose (1995) An Empirical Characterization of Nominal Exchange Rates, in Gene Grossman and Kenneth Rogoff(eds), Handbook of International Economics 3, Amsterdam: North Holland, pp. 1689-1729.
    Paper not yet in RePEc: Add citation now

  18. Gerlach, Stefan and Frank Smets (1995) Contagious Speculative Attacks, European Journal of Political Economy 11, pp.5-63.

  19. Girton, Lance and Don Roper (1977) A Monetary Model of Exchange Market Pressure Applied to Postwar Canadian Experience, American Economic Review 67, pp. 537-548.

  20. Grilli, Vittorio (1986) Buying and Selling Attacks on Fixed Exchange Rate Systems, Journal oJInternational Economics 20, pp.143- 156.

  21. Kaminsky, Graciela and Carmen Reinhart (1996), The Twin crises. The Causes of Banking and Balance-of-Payments Problems, unpublished manuscript, Federal Reserve Board and International Monetary Fund.

  22. Krugman, Paul (1979), A Model of Balance of Payments Crises, Journal of Money.

  23. Moreno, Ramon (1995), Macroeconomic Behavior During Periods of Speculative Pressure or Realignment: Evidence from Pacific Basin Economies, Economic Review 3, 47 Federal Reserve Bank of San Francisco, pp.3-16.

  24. Obstfeld, Maurice (1986) Rational and Self-Fulfilling Balance of Payments Crises, American Economic Review 76, pp. 72-81.

  25. Obstfeld, Maurice (1991), Destabilizing Effects of Exchange Rate Escape Clauses, NBER Working Paper No. 2603.

  26. Obstfeld, Maurice (1995), International Currency Experience: New Lessons and Lessons Relearned, Brookings Papers on Economic Activity 2, pp.119-220.
    Paper not yet in RePEc: Add citation now
  27. Schmukler, Sergio and Jeffrey Frankel (1996), Crisis, Contagion and Country Funds, unpublished manuscript, University of California, Berkeley.
    Paper not yet in RePEc: Add citation now

  28. Shiller, Robert (1995) Conversation, Information, and Herd Behavior, American Economic Review Papers and Proceedings 85, pp.181 -85.

  29. Valdes, Rodrigo O. (1996) Emerging Market Contagion: Evidence and Theory unpublished manuscript, M[T.

  30. Willman, Alpo (1988), The Collapse ofthe Fixed Exchange Rate Regime with Sticky Wages and Imperfect Substitutability Between Domestic and Foreign Bonds, European Economic Review 32, pp.1817-1838.

Cocites

Documents in RePEc which have cited the same bibliography

  1. The run-up to the global financial crisis: A longer historical view of financial liberalization, capital inflows, and asset bubbles. (2020). Kemme, David ; Roy, Saktinil .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:69:y:2020:i:c:s1057521918303880.

    Full description at Econpapers || Download paper

  2. A century of arbitrage and disaster risk pricing in the foreign exchange market. (2020). Corsetti, Giancarlo ; Marin, Emile Alexandre.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:14497.

    Full description at Econpapers || Download paper

  3. A Century of Arbitrage and Disaster Risk Pricing in the Foreign Exchange Market. (2020). Corsetti, Giancarlo ; Marin, E A.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:2020.

    Full description at Econpapers || Download paper

  4. When pegging is a commitment device: Revisiting conventional wisdom about currency crises. (2019). Zabai, Anna ; Tarashev, Nikola.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:118:y:2019:i:c:p:233-247.

    Full description at Econpapers || Download paper

  5. Export market exit and financial health in crises periods. (2018). Spaliara, Marina-Eliza ; Gorg, Holger.
    In: EconStor Open Access Articles.
    RePEc:zbw:espost:232060.

    Full description at Econpapers || Download paper

  6. Export Market Exit and Financial Health in Crises Periods. (2017). Spaliara, Marina-Eliza ; Gorg, Holger.
    In: KCG Working Papers.
    RePEc:zbw:kcgwps:4.

    Full description at Econpapers || Download paper

  7. Regional Financial Integration in East Asia against the Backdrop of Recent European Experiences. (2016). Volz, Ulrich.
    In: International Economic Journal.
    RePEc:taf:intecj:v:30:y:2016:i:2:p:272-293.

    Full description at Econpapers || Download paper

  8. Euro-Dollar Polarization and Heterogeneity in Exchange Rate Pass-Throughs Within the Euro Zone. (2015). Comunale, Mariarosaria.
    In: CEIS Research Paper.
    RePEc:rtv:ceisrp:333.

    Full description at Econpapers || Download paper

  9. Endogenous Exchange-Rate Pass-Through and Self-Validating Exchange Rate Regimes. (2015). Corsetti, Giancarlo ; Pesenti, Paolo .
    In: Central Banking, Analysis, and Economic Policies Book Series.
    RePEc:chb:bcchsb:v21c11pp229-261.

    Full description at Econpapers || Download paper

  10. Endogenous Exchange-Rate Pass-through and Self-Validating Exchange Rate Regimes. (2015). Pesenti, Paolo ; Corsetti, Giancarlo.
    In: Journal Economía Chilena (The Chilean Economy).
    RePEc:chb:bcchec:v:18:y:2015:i:3:p:62-89.

    Full description at Econpapers || Download paper

  11. Euro-dollar polarization and heterogeneity in exchange rate pass-throughs within the euro zone. (2014). Comunale, Mariarosaria.
    In: MPRA Paper.
    RePEc:pra:mprapa:57704.

    Full description at Econpapers || Download paper

  12. Modeling Sterilized Interventions and Balance Sheet Effects of Monetary Policy in a New-Keynesian Framework. (2013). Vavra, David ; Portillo, Rafael ; Berg, Andrew ; Benes, Jaromir.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2013/011.

    Full description at Econpapers || Download paper

  13. Chapter 2: The European Balance-of-Payments Problem. (2012). Vives, Xavier ; Valentinyi, Akos ; Sturm, Jan-Egbert ; Sinn, Hans-Werner ; Saint-Paul, Gilles ; Hassler, John ; Corsetti, Giancarlo ; Calmfors, Lars.
    In: EEAG Report on the European Economy.
    RePEc:ces:eeagre:v::y:2012:i::p:57-82.

    Full description at Econpapers || Download paper

  14. ERM crisis in retrospect: What if a European central bank had been in existence before 1992?. (2011). Ho, Tai-kuang ; Yeh, Kuo-Chun.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:28:y:2011:i:4:p:1526-1535.

    Full description at Econpapers || Download paper

  15. Economic, Political and Institutional Prerequisites for Monetary Union Among the Members of the Gulf Cooperation Council. (2010). Buiter, Willem H..
    In: Chapters.
    RePEc:elg:eechap:13764_3.

    Full description at Econpapers || Download paper

  16. Lessons from the Portuguese Political-Economic Transition to the Euro (1986-1999). (2009). Rocha de Sousa, Miguel.
    In: Economics Working Papers.
    RePEc:evo:wpecon:11_2009.

    Full description at Econpapers || Download paper

  17. Economic, Political, and Institutional Prerequisites for Monetary Union Among the Members of the Gulf Cooperation Council. (2008). Buiter, Willem.
    In: Open Economies Review.
    RePEc:kap:openec:v:19:y:2008:i:5:p:579-612.

    Full description at Econpapers || Download paper

  18. The anatomy of financial crises: Evidence from the emerging ADR market. (2008). Pasquariello, Paolo.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:76:y:2008:i:2:p:193-207.

    Full description at Econpapers || Download paper

  19. Romania s European Monetary Integration - Actual Status, Costs and Benefits. (2008). Tanasie, Anca .
    In: Annals of University of Craiova - Economic Sciences Series.
    RePEc:aio:aucsse:v:3:y:2008:i:11:p:1450-1455.

    Full description at Econpapers || Download paper

  20. Chapter 2: Macroeonomic adjustment in the euro area – the cases of Ireland and Italy. (2007). Vives, Xavier ; Sturm, Jan-Egbert ; Sinn, Hans-Werner ; Saint-Paul, Gilles ; Honkapohja, Seppo ; Devereux, Michael ; Corsetti, Giancarlo ; Calmfors, Lars.
    In: EEAG Report on the European Economy.
    RePEc:ces:eeagre:v::y:2007:i::p:59-72.

    Full description at Econpapers || Download paper

  21. East Asian Crisis and Currency Pressure: The Case of India. (2007). Sinha, Arunima ; Dua, Pami.
    In: Working papers.
    RePEc:cde:cdewps:158.

    Full description at Econpapers || Download paper

  22. Real effective exchange rate volatility and growth: A framework to measure advantages of flexibility vs. costs of volatility. (2006). HASAN, IFTEKHAR ; Becchetti, Leonardo ; Bagella, Michele.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:30:y:2006:i:4:p:1149-1169.

    Full description at Econpapers || Download paper

  23. On the feasibility of a regional exchange rate system for East Asia: Lessons of the 1992/1993 EMS crisis. (2006). Volz, Ulrich.
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:17:y:2006:i:6:p:1107-1127.

    Full description at Econpapers || Download paper

  24. How Homogenous are Currency Crises? A Panel Study Using Multiple-Response Models. (2006). Davidson, Ian R. ; Anastasatos, Tassos G..
    In: Working Papers.
    RePEc:bog:wpaper:52.

    Full description at Econpapers || Download paper

  25. Revisiting the European Monetary System Experience: Were Some Members More Equal than Others?. (2006). Ferri, Giovanni ; Smaghi, Lorenzo Bini.
    In: Economic Notes.
    RePEc:bla:ecnote:v:35:y:2006:i:2:p:151-172.

    Full description at Econpapers || Download paper

  26. The Effects of (within and with EU) Regional Integration: Impact on Real Effective Exchange Rate Volatility, Institutional Quality and Growth for MENA Countries. (2005). HASAN, IFTEKHAR ; Becchetti, Leonardo.
    In: WIDER Working Paper Series.
    RePEc:unu:wpaper:rp2005-73.

    Full description at Econpapers || Download paper

  27. EU Enlargement, ERM II and Lessons from the Southern European countries. (2005). Gibson, Heather ; Tsakalotos, Euclid .
    In: South-Eastern Europe Journal of Economics.
    RePEc:seb:journl:v:3:y:2005:i:1:p:41-78.

    Full description at Econpapers || Download paper

  28. Some contagion, some interdependence: More pitfalls in tests of financial contagion. (2005). Sbracia, Massimo ; Pericoli, Marcello ; Corsetti, Giancarlo.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:24:y:2005:i:8:p:1177-1199.

    Full description at Econpapers || Download paper

  29. ERM effects on currency spot and futures markets. (2005). Inci, Ahmet Can .
    In: Global Finance Journal.
    RePEc:eee:glofin:v:16:y:2005:i:2:p:145-163.

    Full description at Econpapers || Download paper

  30. The case for regional exchange rate arrangement in East Asia. (2004). Kinkyo, Takuji.
    In: Working Papers.
    RePEc:soa:wpaper:141.

    Full description at Econpapers || Download paper

  31. The Anticipated and Concurring Effects of the EMU. (2004). HASAN, IFTEKHAR ; Becchetti, Leonardo ; Bagella, Michele.
    In: CEIS Research Paper.
    RePEc:rtv:ceisrp:55.

    Full description at Econpapers || Download paper

  32. How Homogenous are Currency Crises? A Panel Study using Multiple-Response Models. (2004). Davidson, Ian R. ; Anastasatos, Tassos.
    In: Discussion Paper Series.
    RePEc:lbo:lbowps:2004_23.

    Full description at Econpapers || Download paper

  33. Acceding Countries: The Road to the Euro. (2004). Vives, Xavier ; Sinn, Hans-Werner ; Saint-Paul, Gilles ; Honkapohja, Seppo ; Corsetti, Giancarlo ; Leibfritz, Willi ; Calmfors, Lars ; Kay, John.
    In: EEAG Report on the European Economy.
    RePEc:ces:eeagre:v::y:2004:i::p:119-136.

    Full description at Econpapers || Download paper

  34. EEAG European Economic Advisory Group at CESifo: Report on the European Economy 2004. (2004). Vives, Xavier ; Sinn, Hans-Werner ; Saint-Paul, Gilles ; Honkapohja, Seppo ; Corsetti, Giancarlo ; Leibfritz, Willi ; Kay, John ; Calmfors, Lars.
    In: EEAG Report on the European Economy.
    RePEc:ces:eeagre:v::y:2004:i::p:1-148.

    Full description at Econpapers || Download paper

  35. The Changing Nature of Currency Crises. (2004). Saxena, Sweta.
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:18:y:2004:i::p:321-350.

    Full description at Econpapers || Download paper

  36. Capital flows and speculative attacks in prospective EU member states. (2004). Gibson, Heather ; Tsakalotos, Euclid.
    In: The Economics of Transition.
    RePEc:bla:etrans:v:12:y:2004:i:3:p:559-586.

    Full description at Econpapers || Download paper

  37. Frances and Italys Policies on European Monetary Integration: a comparison of strong and weak states. (2003). Maes, Ivo ; Quaglia, Lucia.
    In: EUI-RSCAS Working Papers.
    RePEc:erp:euirsc:p0078.

    Full description at Econpapers || Download paper

  38. Capital Flows and Speculative Attacks in Prospective EU Member States. (2003). Gibson, Heather ; Tsakalotos, Euclid .
    In: Working Papers.
    RePEc:bog:wpaper:06.

    Full description at Econpapers || Download paper

  39. Dynamic Speculative Attacks. (2003). Chamley, Christophe.
    In: American Economic Review.
    RePEc:aea:aecrev:v:93:y:2003:i:3:p:603-621.

    Full description at Econpapers || Download paper

  40. Convergence in the ERM and Declining Numbers of Common Stochastic Trends. (2002). .
    In: Journal of Emerging Market Finance.
    RePEc:sae:emffin:v:1:y:2002:i:2:p:183-213.

    Full description at Econpapers || Download paper

  41. Currency Crises and Economic Monetary Cooperation : An Application to South East Asia and Comparison with Mexico, Brazil and Europe. (2001). Plasmans, J. E. J., .
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:d740e32a-4dff-44ad-ae39-0299963f75ba.

    Full description at Econpapers || Download paper

  42. Currency Crises: Theoretical and Empirical Overview of the 1990s. (2001). igman, Ante ; Babi, Ante .
    In: Surveys.
    RePEc:hnb:survey:5.

    Full description at Econpapers || Download paper

  43. Coordination, cooperation, contagion and currency crises. (2001). Martin, Philippe ; Loisel, Olivier.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:53:y:2001:i:2:p:399-419.

    Full description at Econpapers || Download paper

  44. EXCHANGE-RATE POLICIES FOR DEVELOPING COUNTRIES: WHAT HAVE WE LEARNED? WHAT DO WE STILL NOT KNOW?. (2000). Velasco, Andres .
    In: G-24 Discussion Papers.
    RePEc:unc:g24pap:5.

    Full description at Econpapers || Download paper

  45. Is Iceland an Optimal Currency Area?. (2000). Buiter, Willem.
    In: Economics.
    RePEc:ice:wpaper:wp10.

    Full description at Econpapers || Download paper

  46. The Collapse of the ‘New EMS’: An Interpretation. (1999). Garcia, Juan.
    In: Open Economies Review.
    RePEc:kap:openec:v:10:y:1999:i:2:p:203-219.

    Full description at Econpapers || Download paper

  47. UDROP: A Small Contribution to the International Financial Architecture. (1999). Buiter, Willem ; Sibert, A.
    In: CEP Discussion Papers.
    RePEc:cep:cepdps:dp0425.

    Full description at Econpapers || Download paper

  48. What Caused the Asian Currency and Financial Crisis?. (1998). Pesenti, Paolo ; Corsetti, Giancarlo ; Roubini, Nouriel .
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_343_98.

    Full description at Econpapers || Download paper

  49. Contagious Currency Crises. (1996). Wyplosz, Charles ; Rose, Andrew ; Eichengreen, Barry.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5681.

    Full description at Econpapers || Download paper

  50. Analyzing and managing exchange-rate crises. (1996). Kenen, Peter.
    In: Open Economies Review.
    RePEc:kap:openec:v:7:y:1996:i:1:p:469-492.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-02-13 05:58:50 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.