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Master Listing of Papers

An Analysis of the Relationship Between International Bond Markets
Andrew Clare
Ilias Lekkos
Working Paper Series (UK) No. 123:1-39
Bank of England
12/1/2000
Click here to Access - 304 KB PDF
 
 
 
Annual Report
Bank for International Settlements (BIS)
9/12/2000
Click here to Access - website
 
 
 
Are Changes in Spreads of External-Market Debt Also Induced By Contagion?
Jose Carlos Wong
INTERECONOMICS: Review of International Trade and Development; 35, No. 2:72-80
3/1/2000
Click here to Access - Coming Soon
 
 
 
Are Changes in Spreads of External-Market Debt Also Induced By Contagion?
Jose Carlos Wong
Intereconomics; Review of International Trade and Development
Hamburg Institute of International Economics
3/1/2000
Click here to Access - 3,974 KB PDF
 
 
 
Are Financial Crises Becoming Increasingly More Contagious? What is the Historical Evidence on Contagion?
Michael D. Bordo - Professor, Rutgers University
Antu P. Murshid - Professor, Rutgers University
NBER Working Paper No. W7900
National Bureau of Economic Research
9/1/2000
Click here to Access - 641 KB PDF
 
 
 
Are Trade Linkages Important Determinants of Country Vulnerability to Crises?
Kristin J. Forbes
NBER Working Paper No. W8194
National Bureau of Economic Research
3/1/2001
Click here to Access - 393 KB PDF
 
 
 
Asia Flu and Russian Virus: Firm-Level Evidence on How Crises are Transmitted Internationally, The
Kristin Forbes - Professor, MIT
NBER Working Paper No. W7807
National Bureau of Economic Research
7/1/2000
Click here to Access - 549 KB PDF
 
 
 
Asset Bubbles, Domino Effects and Lifeboats: Elements of the East Asian Crisis
Hali J. Edison
Pongsak Luangaram
Marcus Miller
International Finance Discussion Papers
The Federal Reserve Board
3/1/1998
Click here to Access - 86 KB PDF
 
 
 
Asset Market Linkages in Crisis Periods
Philipp Hartmann
Stefan Straetmans
Casper G. de Vries
Discussion Paper Series No. 2916
Centre for Economic Policy Research
8/1/2001
Click here to Access - 320 KB PDF
 
 
 
Banking and Currency Crises and Systemic Risk: A Taxonomy and Review
George G. Kaufman
Economic Perspectives: A Review from the Federal Bank of Chicago 24, No. 3
5/1/2000
Click here to Access - 235 KB PDF
 
 
 
Betting Against the State: Socially Costly Financial Engineering
Guillermo A. Calvo, University of Maryland
5/29/1999
Click here to Access - 116 KB PDF
 
 
 
Capital Flows and Currency Crisis
Thomas D. Willett
International Monetary Fund Seminar Series (International), No. 2001-28
3/1/2001
Click here to Access - Coming Soon
 
 
 
Capital Flows to Emerging Markets: Liberalization, Overshooting, and Volatility
Philippe Bacchetta
Eric van Wincoop
NBER Working Paper No. W6530
National Bureau of Economic Research
4/1/1998
Click here to Access - 1,367 KB PDF
 
 
 
Capital Flows to Latin America: Is There Evidence of Contagion Effects?
Sara Calvo, The World Bank
Carmen M. Reinhart, University of Maryland
9/1/1995
Click here to Access - 60 KB PDF
 
 
 
Center and the Periphery: Tales of Financial Turmoil, The:
Graciela L. Kaminsky - Professor, George Washington, University
Carmen M. Reinhart, University of Maryland
1/25/2000
Click here to Access - 368 KB PDF
 
 
 
Channels for Financial Contagion, The
Matthew Pritsker - Economist, The Federal Reserve Board
8/11/2000
Click here to Access - 207 KB PDF
 
 
 
Collateral Damage: Effects of the Japanese Bank Crises on Real Activity in the United States
Joe Peek
Eric S. Rosengren
American Economic Review (US); 90, No. 1
8/26/1997
Click here to Access - 72 KB PDF
 
 
 
Co-movements Among Emerging Equity Markets
Holger Wolf, The World Bank
Click here to Access - 667 KB PDF
 
 
 
Competitive Devaluations: A Welfare-Based Approach
Giancarlo Corsetti, Yale University
Paolo Pesenti
Nouriel Roubini, Federal Reserve Bank of New York
Cedric Tille, Federal Reserve Bank of New York
12/1/1998
Click here to Access - 279 KB PDF
 
 
 
Contagion
Sebastian Edwards
World Economy (UK); 23, No. 7
3/1/2000
Click here to Access - 161 KB PDF
 
 
 
Contagion and Capital Market Integration in Asia: Historical and Contemporary Evidence
Nathan Sussman
Yishay Yafeh
Seoul Journal of Economics (Korea); 12, No. 4
12/1/1999
Click here to Access - Coming Soon
 
 
 
Contagion and the Asian Currency Crisis
Renato E. Reside Jr.
Maria Socorro Gochoco-Bautista
Manchester School (UK); 67, No. 5 - Special Issue
1/1/1999
Click here to Access - Coming Soon
 
 
 
Contagion and Trade: Why Are Currency Crises Regional?
Reuven Glick
Andrew K. Rose
NBER Working Paper No. W6806
National Bureau of Economic Research
11/1/1998
Click here to Access - 881 KB PDF
 
 
 
Contagion and Volatility with Imperfect Credit Markets
Pierre-Richard Agenor
Joshua Aizenman
NBER Working Paper No. W6080
National Bureau of Economic Research
7/1/1997
Click here to Access - 1,031 KB PDF
 
 
 
Contagion as a Wealth Effect
Albert S. Kyle, Fuqua School of Business, Duke University
Wei Xiong, Benheim Center for Finance, Princeton University
6/1/2000
Click here to Access - 715 KB PDF
 
 
 
Contagion Effects of the Asian Crisis Policy Responses and their Social Implications
Ma. Melanie R. S. Milo
Journal of Philippine Development (Philippines); 26, No. 2
9/1/1999
Click here to Access - Coming Soon
 
 
 
Contagion in Emerging Markets: When Wall Street is a Carrier
Guillermo A. Calvo, University of Maryland
5/2/1999
Click here to Access - 93 KB PDF
 
 
 
Contagion in Latin America: Definitions, Measurement, and Policy Implications
Kristin J. Forges
Roberto Rigobon
NBER Working Paper No. W7885
National Bureau of Economic Research
9/1/2000
Click here to Access - 363 KB PDF
 
 
 
Contagion of International Financial Crises: The Case of Mexico
Santiago Bazdresch - Professor, Rutgers University
Alejandro Werner - Economist, Banco de Mexico
3/1/2000
Click here to Access - 341 KB PDF
 
 
 
Contagion of Self-Fulfilling Financial Crises Due to Diversification of Investment Portfolios
Italy Goldstein
Ady Pauzner, Eitan Berglas School of Economics, Tel Aviv University
6/5/2001
Click here to Access - 671 KB PDF
 
 
 
Contagion, Bank Lending Spreads and Output Fluctuations
Pierre-Richard Agenor
Joshua Aizenman
A. Hoffmaister
NBER Working Paper No. W6850
National Bureau of Economic Research
12/1/1998
Click here to Access - 859 KB PDF
 
 
 
Contagion, Monsoons, and Domestic Turmoil in Indonesia: A Case Study in the Asian Currency Crisis
Valerie Cerra
Sweta Chaman Saxena, International Monetary Fund (IMF)
3/1/2000
Click here to Access - 887 KB PDF
 
 
 
Contagion: Effects of Current Turmoil in Emerging Markets May Be Less Widespread than in Previous Crises
Subir Lall
IMF Survey Vol. 30, No. 16
International Monetary Fund (IMF)
8/13/2001
Click here to Access - 914 KB PDF
 
 
 
Contagion: How It Spreads and How It Can Be Stopped
Stijn Claessens - Lead Economist, The World Bank
Rudiger Dornbusch - Professor, MIT
Yung-Chul Park - Professor, Korea University
5/19/2000
Click here to Access - 84 KB PDF
 
 
 
Contagion: How To Measure It?
Roberto Rigobon, Inter American Development Bank
NBER Working Paper No. W8118
National Bureau of Economic Research
2/1/2001
Click here to Access - 2,423 KB PDF
 
 
 
Contagion: Understanding How It Spreads
Rudiger Dornbusch
Yung Chul Park
Stijn Clasessens
World Bank Research Observer (International); 15, No. 2
8/1/2000
Click here to Access - 107 KB PDF
 
 
 
Contagion-Monsoonal Effects, Spillovers, and Jumps Between Multiple Equilibria
Paul Masson, International Monetary Fund
3/2/998
Click here to Access - 1,547 KB PDF
 
 
 
Contagious Currency Crises
Barry Eichengreen - Professor, UC Berkeley
Andrew K. Rose
Charles Wyplosz
NBER Working Paper No. W5681
National Bureau of Economic Research
7/1/1996
Click here to Access - 2,023 KB PDF
 
 
 
Contagious Speculative Attacks
Stefan Gerlach
Frank Smets, Centre for Economic Policy Research
Discussion Paper Series (UK); No. 1055:1
11/21/1994
Click here to Access - 758 KB PDF
 
 
 
Coordination, Cooperation, Contagion and Currency Crises
Olivier Loisel
Philippe Martin
Journal of International Economics V. 53, No. 2
4/1/2001
Click here to Access - Coming Soon
 
 
 
Correlation Analysis of Financial Contagion: What One Should Know Before Running a Test
Giancarlo Corsetti
Marcello Pericoli
Massimo Sbracia
Discussion Paper (US); No. 822
Economic Growth Center, Yale University
4/1/2001
Click here to Access - 987 KB PDF
 
 
 
Country Fund Discounts, Asymmetric Information, and the Mexican Crisis of December 1994: Did Local Residents Turn Pessimistic Before International Investors?
Jeffrey A. Frankel
Sergio L. Schmukler - Financial Economist, The World Bank
NBER Working Paper No. W5714
National Bureau of Economic Research
8/1/1996
Click here to Access - 1,400 KB PDF
 
 
 
Country Funds and Asymmetric Information
Jeffrey A. Frankel
Sergio L. Schmukler - Financial Economist, The World Bank
1/1/2000
Click here to Access - 280 KB PDF
 
 
 
Credit Constraints and International Financial Crises
Bernhard Paasche, Carnegie Mellon University
1/11/2001
Click here to Access - 331 KB PDF
 
 
 
Crises, Contagion, and the Closed-End Country Fund Puzzle
Eduardo Levy Yeyati
Angel Ubide, International Monetary Fund (IMF)
9/1/1998
Click here to Access - 5,472 KB PDF
 
 
 
Crises, Contagion, and the Closed-End Country Fund Puzzle
Eduardo Levy-Yeyati
Angel Ubide
IMF Staff Papers; 47, No. 1
International Monetary Fund (IMF)
1/1/2000
Click here to Access - Coming Soon
 
 
 
Crisis in Asia: Regional and Global Implications
International Monetary Fund (IMF)
12/1/1997
Click here to Access - website
 
 
 
Crisis Management in Capital Markets: The Impact of Argentine Policy during the Tequila Effect
Eduardo Ganapolsky
Sergio L. Schmukler - Financial Economist, The World Bank
7/1/1998
Click here to Access - 167 KB PDF
 
 
 
Crisis Spillovers In Emerging Market Economies: Interlinkages, Vulnerabilities And Investor Behaviour
Michael Chui, Hong Kong Monetary Authority
Simon Hall, Bank of England
Ashley Taylor, Bank of England
Working Paper Series No. 212
Bank of England
Click here to Access - 387 KB PDF
 
 
 
Crisis Transmission: Evidence from the Debt, Tequila and Asian Flu Crises
Jose de Gregorio - Professor, University of Chile / Ministry of Economy
Rodrigo Valdes - Economist, Central Bank of Chile
3/5/2000
Click here to Access - 263 KB PDF
 
 
 
Crisis, Contagion, and Country Funds: Effects on East Asia and Latin America
Jeffrey A. Frankel
Sergio L. Schmukler - Financial Economist, The World Bank
1/1/1998
Click here to Access - 161 KB PDF
 
 
 
Currency Crisis and Contagion: Evidence From Exchange Rates and Sectoral Stock Indices of the Philippines and Thailand
Jun Nagayasu
IMF Working Paper WP/00/39
International Monetary Fund (IMF)
3/1/2000
Click here to Access - 856 KB PDF
 
 
 
Curse of Non-Investment Grade Countries, The
Roberto Rigobon, MIT
1/1/2002
Click here to Access - 254 KB PDF
 
 
 
Derivatives and Global Capital Flows: Applications to Asia
Jan A. Kregel, Social Sciences Research Network
9/7/1998
Click here to Access - 1,094 KB PDF
 
 
 
Derivatives in International Capital Flows
Peter M. Garber
NBER Working Paper No. W6623
National Bureau of Economic Research
6/1/1998
Click here to Access - 1,136 KB PDF
 
 
 
Determinants of Private Capital Flows in the 1970s and 1990s: Is There Evidence of Contagion?
Leonardo Hernandez
Pamela Mellado
Rodrigo O. Valdes
IMF Working Paper WP/01/64
International Monetary Fund (IMF)
5/1/2001
Click here to Access - 986 KB PDF
 
 
 
Discriminating Contagion: An Alternative Explanation of Contagious Currency Crises in Emerging Markets
Pavan Ahluwalia
IMF Working Paper WP/00/14
International Monetary Fund (IMF)
2/1/2000
Click here to Access - 1,160 KB PDF
 
 
 
Do Depositors Punish Banks for "Bad" Behavior?: Examining Market Discipline in Argentina, Chile, and Mexico
Peria Martinez
Maria Soledad
Sergio L. Schmukler - Financial Economist, The World Bank
12/1/1998
Click here to Access - 378 KB PDF
 
 
 
Do Foreign Investors Destabilize Stock Markets? The Korean Experience in 1997
Hyuk Choe
Bong-Chan Kho
Rene M. Stulz, Dice Center for Research in Financial Economics, Ohio State University
6/1/1998
Click here to Access - 151 KB PDF
 
 
 
Do High Interest Rates Defend Currencies During Speculative Attacks?
Aart Kraay, The World Bank
1/1/2000
Click here to Access - 118 KB PDF
 
 
 
Does Mercosur Need a Single Currency?
Barry Eichengreen - Professor, UC Berkeley
NBER Working Paper No. W6821
National Bureau of Economic Research
12/1/1998
Click here to Access - 1,937 KB PDF
 
 
 
Does Monetary Policy Stabilize the Exchange Rate Following a Currency Crises?
Ilan Goldfajn - Professor, Pontificia Universidade Catolica
Poonam Gupta, International Monetary Fund
3/1/1999
Click here to Access - 1,775 KB PDF
 
 
 
East Asia: The Road to Recovery
The World Bank
6/1/2000
Click here to Access - website
 
 
 
Economic Crises: Evidence and Insights from East Asia
Jason Furman
Joseph E. Stiglitz, The World Bank
Brookings Journals
Click here to Access - Coming Soon
 
 
 
Economic Fragility, Liquidity, and Risk: The Behavior of Mutual Funds during Crises
Graciela L. Kaminsky - Professor, George Washington, University