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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
Richard Lyons - Professor, UC Berkeley
Sergio L. Schmukler - Financial Economist, The World Bank
1/29/2000
Click here to Access - 226 KB PDF
 
 
 
Economics of Currency Crises and Contagion: An Introduction, The
Paolo Pesenti
Cedric Tille
Federal Reserve Bank of New York Policy Review V. 6 No. 3
9/1/2000
Click here to Access - 151 KB PDF
 
 
 
Emerging Market Crises: An Asset Markets Perspective
Ricardo J. Caballero
Arvind Krishnamurthy
NBER Working Paper No. W6843
National Bureau of Economic Research
12/1/1998
Click here to Access - 2,841 KB PDF
 
 
 
Emerging Markets Contagion: Evidence and Theory
Rodrigo Valdes, Banco Central de Chile
3/1/1997
Click here to Access - website
 
 
 
Emerging Markets Instability: Do Sovereign Ratings Affect Country Risk And Stock Returns?
Graciela Kaminsky, George Washington University
Sergio L. Schmukler, World Bank
World Bank
1/1/2002
Click here to Access - 831 KB PDF
 
 
 
Empirical Modelling of Contagion: A Review of Methodolgies
Mardi Dungey, CERF, Cambridge University
Renee Fry, Australian National University
Brenda Gonzalez-Hermosillo, International Monetary Fund
Vance L. Martin, University of Melbourne
10/1/2003
Click here to Access - 330 KB PDF
 
 
 
Exchange Rate Coordination for Surmounting the East Asian Currency Crisis
Ronald I. McKinnon, Stanford University
11/18/1998
Click here to Access - 151 KB PDF
 
 
 
Explaining Currency Crises
Gerardo Esquivel
Felipe Larrain, Harvard Institute for International Development
11/1/1998
Click here to Access - 129 KB PDF
 
 
 
External Vulnerability in Emerging Market Economies - How High Liquidity Can Offset Weak Fundamentals and the Effects of Contagion
Matthieu Bussiere
Christian Mulder, International Monetary Fund
7/1/1999
Click here to Access - 2,479 KB PDF
 
 
 
Financial Contagion
Franklin Allen
Douglas Gale
Journal of Political Economy (US); 108, No. 1
2/1/2000
Click here to Access - Coming Soon
 
 
 
Financial Contagion
Frankln Allen, University of Pennsylvania
Gale Douglas, New York University
10/1/1998
Click here to Access - 218 KB PDF
 
 
 
Financial Contagion in Emerging Markets
Eduardo Fernandez
Arias Ricardo Hausmann
Roberto Rigobon, Inter American Development Bank
Click here to Access - 525 KB PDF
 
 
 
Financial Contagion in Five Small Open Economies: Does the Exchange Rate Regime Really Matter?
Zsolt Darvas
Gyorgy Szapary
International Finance V. 3, No. 1
4/1/2000
Click here to Access - Coming Soon
 
 
 
Financial Contagion in the East Asian Crisis: With Special Reference to the Republic of Korea
Yung-Chul Park - Professor, Korea University
Chi-Young Song - Professor, Kookmin University
Click here to Access - 189 KB PDF
 
 
 
Financial Contagion: ABC Channels
Haizhou Huang
IMF Research Bulletin; 1 No. 2
International Monetary Fund (IMF)
9/1/2000
Click here to Access - website
 
 
 
Financial Contagion: Spillovers through Banking Centers
Caroline Van Rijckeghem - Economist, International Monetary Fund
Beatrice S. Weder - Professor, University of Basel
9/1/1999
Click here to Access - 96 KB PDF
 
 
 
Financial Crises in Emerging Markets: The Lessons from 1995
Jeffrey Sachs
Aaron Tornell
Andres Velasco
NBER Working Paper No. W5576
National Bureau of Economic Research
5/1/1996
Click here to Access - 3,618 KB PDF
 
 
 
Financial Market Contagion in the Asian Crisis
Taimur Baig - Economist, International Monetary Fund
Ilan Goldfajn - Professor, Pontificia Universidade Catolica
Click here to Access - 3,075 KB PDF
 
 
 
Financial Market Spillovers in Transition Economies
Gaston R. Gelos
Ratna Sahay, The World Bank
11/1/1999
Click here to Access - 370 KB PDF
 
 
 
Financial Vulnerability, Spillover Effects and Contagion
Guillermo Perry, International Monetary Fund
Daniel Lederman, The World Bank
Click here to Access - 890 KB PDF
 
 
 
Flight to Quality: Investor Risk Tolerance and the Spread of Emerging Market Crises
Barry Eichengreen - Professor, UC Berkeley
Galina Hale - Professor, UC Berkeley
Ashoka Mody - Lead Specialist, The World Bank
3/1/2000
Click here to Access - 102 KB PDF
 
 
 
Flight to Quality: Investor Risk Tolerance and the Spread of Emerging Market Crises (TABLES)
Click here to Access - 163 KB PDF
 
 
 
Foreign and Domestic Bank Participation in Emerging Markets: Lessons from Mexico and Argentina
Linda Goldberg
Gerard Dages
Daniel Kinney
3/10/2000
Click here to Access - 117 KB PDF
 
 
 
Foreign Portfolio Investors Before and During a Crisis
Woochan Kim
Shang-Jin Wei
NBER Working Paper No. W6968
National Bureau of Economic Research
2/1/1999
Click here to Access - 1,195 KB PDF
 
 
 
Foreign Speculators and Emerging Equity Markets
Geert Bekaert
Campbell R. Harvey
NBER Working Paper No. W6312
National Bureau of Economic Research
12/1/1997
Click here to Access - 2,230 KB PDF
 
 
 
Fundamentals, Contagion and Currency Crises: An Empirical Analysis
Mark Kruger
Patrick N. Osakwe
Jennifer Page
Development Policy Review (UK); 18, No. 3
9/1/2000
Click here to Access - Coming Soon
 
 
 
Global Economic Effects of the Asian Currency Devaluations
Ligang Liu
Marcu Noland
Sherman Robinson
Zhi Wang, Institute for International Economics
7/1/1998
Click here to Access - website
 
 
 
Global Economic Perspectives and the Developing Countries 1998/99: Beyond Financial Crisis
The World Bank
Click here to Access - website
 
 
 
Hedge Funds and Financial Market Dynamics
Barry Eichengreen - Professor, UC Berkeley
Donald Mathieson, International Monetary Fund
1/1/1998
Click here to Access - website
 
 
 
Hedge Funds and the Asian Currency Crisis of 1997
William N. Goetzmann
Stephen J. Brown
James Park
NBER Working Paper No. W6427
National Bureau of Economic Research
2/1/1998
Click here to Access - 938 KB
 
 
 
Herd Behavior in Financial Markets: A Review
Sushil Bikhchandani
Sunil Sharma
IMF Working Paper WP/00/48
International Monetary Fund (IMF)
2/1/2000
Click here to Access - 1,296 KB PDF
 
 
 
Hong Kong SAR's Strong Fundamentals, Policies Generate Quick Recovery from Asian Crisis
Jeanne Gobat
IMF Survey Vol. 30, No. 12
International Monetary Fund (IMF)
6/18/2001
Click here to Access - 592 KB PDF
 
 
 
How Much Does Trade and Financial Contagion Contribute to Currency Crises? The Case of Korea
Duo Qin
Department of Economics Papers (UK); No. 410
Queen Mary and Westfield College, University of London
3/1/2000
Click here to Access - 331 KB PDF
 
 
 
How the Sick Man Avoided Pneumonia: Philippines in the Asian Financial Crises, The:
Marcus Noland
Asian Survey; 40, No. 3
5/1/2000
Click here to Access - website
 
 
 
Identification Through Heteroskedasticity: Measuring Contagion Between Agrentinean and Mexican Sovereign Bonds
Roberto Rigobon
NBER Working Paper No. W7493
National Bureau of Economic Research
1/1/2000
Click here to Access - 2,389 KB PDF
 
 
 
IMF's Imprudent Role as Lender of Last Resort, The
Charles W. Calomiris
The CATO Journal - Vol. 17 #3
Click here to Access - website
 
 
 
Informational Speculative Attacks: Good News is No News
Robert Rigobon, MIT
Click here to Access - Coming Soon
 
 
 
Institutional Investors, Trade Linkage, Macroeconomic Similarities, and Contagion of the Thai Crisis
Yung Chul Park
Chi-Young Song
Journal of the Japanese and International Economies, V. 15, No. 2
6/1/2000
Click here to Access - Coming Soon
 
 
 
Interest Rate Volatility and Contagion in Emerging Markets: Evidence from the 1990s
Sebastian Edwards
Raul Susmel
NBER Working Paper No. W7813
National Bureau of Economic Research
7/1/2000
Click here to Access - 309 KB PDF
 
 
 
Interest Rate Volatility, Capital Controls, and Contagion
Sebastin Edwards
NBER Working Paper No. W6756
National Bureau of Economic Research
10/1/1998
Click here to Access - 1,207 KB PDF
 
 
 
Interest Rates, Contagion and Capital Controls
Sebastian Edwards
NBER Working Paper No. W7801
National Bureau of Economic Research
7/1/2000
Click here to Access - 406 KB PDF
 
 
 
International Capital Market Crises and Financial Policy Responses
C. C. Okeahalam
South African Journal of Economics; 68 No. 1
3/1/2000
Click here to Access - Coming Soon
 
 
 
International Capital Markets: Development, Prospects, and Key Policy Issues, 1997
International Monetary Fund (IMF)
9/1/1997
Click here to Access - website
 
 
 
International Capital Markets: Development, Prospects, and Key Policy Issues, 1998
International Monetary Fund (IMF)
9/1/1998
Click here to Access - website
 
 
 
International Contagion: Implications for Policy
Roberto Chang - Senior Economist, Federal Reserve Bank of Atlanta
Giovanni Majnoni - Advisor, The World Bank
10/1/1999
Click here to Access - 84 KB PDF
 
 
 
International Financial Contagion and the IMF: A Theoretical Framework
Peter Clark
Haizhou Huang
IMF Working Paper WP/01/137
International Monetary Fund (IMF)
9/1/2001
Click here to Access - 937 KB PDF
 
 
 
International Financial Contagion: Why Are Eastern Europe's Banks not Failing When Everybody Else's Are?
Christian E. Weller
Economics of Transition; 8; No. 3
European Bank for Reconstruction and Development (EBRD)
1/1/2000
Click here to Access - Coming Soon
 
 
 
International Financial Reform: Regulatory and Other Issues
John Hawkins - Senior Economist, BIS
Philip Turner - Head Emerging Markets Secretariat, BIS
7/1/2000
Click here to Access - 169 KB PDF
 
 
 
International Investors, Contagion and the Russian Crisis
Alexei Medvedev
Bofit Discussion Papers No. 6
Bank of Finland. Institute for Economies in Transition
1/1/2001
Click here to Access - 698 KB PDF
 
 
 
International Rescues versus Bailouts: An Historical Perspective
Michael D. Bordo - Professor, Rutgers University
10/22/1998
Click here to Access - 35 KB PDF
 
 
 
International Transmission of Financial Crises before World War II: Was There Contagion?
Michael D. Bordo - Professor, Rutgers University
Antu P. Murshid - Professor, Rutgers University
11/1/1999
Click here to Access - 2,085 KB PDF
 
 
 
Knowledge for Development: Economic Science, Economic Policy and Economic Advice
Joseph E. Stiglitz, The World Bank
4/1/1998
Click here to Access - 298 KB PDF
 
 
 
Looking for Contagion: Evidence from the 1992 ERM Crisis
Carlo A. Favero
Francesco Givazzi, The World Bank
9/1/1999
Click here to Access - 246 KB PDF
 
 
 
Looking For Contagion: Evidence from the ERM
Carlo A. Favero
Francesco Giavazzi
Discussion Paper Series (UK); No. 2591
Centre for Economic Policy Research
10/1/2000
Click here to Access - 275 KB PDF
 
 
 
Managerial Incentives and Financial Contagion
Sujit Chakravorti - Federal Reserve Bank of Chicago
Subir Lall - International Monetary Fund
5/28/2004
Click here to Access - 258 KB PDF
 
 
 
Managers, Investors, and Crises: Mutual Fund Strategies in Emerging Markets
Graciela L. Kaminsky - Professor, George Washington, University
Richard Lyons - Professor, UC Berkeley
Sergio L. Schmukler - Financial Economist, The World Bank
12/24/1999
Click here to Access - 93 KB PDF
 
 
 
Market Contagion: Evidence from the Panics of 1854 and 1857
Morgan Kelly
Cormac O'Grada
American Economic Review V. 90. No 5
12/1/2000
Click here to Access - 554 KB PDF
 
 
 
Measuring Contagion with a Bayesian, Time-Varying Coefficient Model
Mattea Ciccarelli, European Central Bank
Alessandro Rebucci, International Monetary Fund (IMF)
International Monetary Fund (IMF)
5/3/2003
Click here to Access - 511 KB PDF
 
 
 
Measuring Contagion: Conceptual and Empirical Issues
Kristin Forbes - Professor, MIT
Roberto Rigobon, Inter American Development Bank
12/13/1999
Click here to Access - 170 KB PDF
 
 
 
Measuring the Contagion in the East Asian Currency Crisis
Mardi Dungey
Vance L. Martin
International Monetary Fund Seminar Series (Internationa); No. 2001-11
10/1/2000
Click here to Access - Coming Soon
 
 
 
Model of Crises in Emerging Markets, A
Michael P. Dooley
NBER Working Paper No. W6300
National Bureau of Economic Research
12/1/1997
Click here to Access - 1,191 KB PDF
 
 
 
Monetary Policy in the Aftermath of Currency Crises: The Case of Asia
Ilan Goldfajn - Professor, Pontificia Universidade Catolica
Taimur Baig, International Monetary Fund
12/1/1998
Click here to Access - 1,480 KB PDF
 
 
 
Multiple Equilibria, Contagion, and the Emerging Market Crises
Paul R. Masson
IMF Working Paper WP/99/164
International Monetary Fund (IMF)
12/21/1999
Click here to Access - 2,914 KB PDF
 
 
 
Mutual Fund Investment in Emerging Markets: An Overview
Graciela L. Kaminsky - Professor, George Washington, University
Richard Lyons - Professor, UC Berkeley
Sergio L. Schmukler - Financial Economist, The World Bank
Click here to Access - 207 KB PDF
 
 
 
New Approach to Measuring Financial Contagion, A
Kee-Hong Bae
Andrew G. Karolyi
Rene M. Stulz, Charles A. Dice Center for Research in Financial Economics
8/1/2000
Click here to Access - 194 KB PDF
 
 
 
New Approach to Measuring Financial Contagion, A
Kee-Hong Bae
G. Andrew Karolyi
Rene M. Stulz
NBER Working Paper No. W7913
National Bureau of Economic Research
9/1/2000
Click here to Access - 412 KB PDF
 
 
 
News Spillovers in the Sovereign Debt Market
Amar Gande, Owen Graduate School of Management
David Parsley, Owen Graduate School of Management
Journal of Fianancial Economics
Vanderbilt University
8/1/2003
Click here to Access - 298 KB PDF
 
 
 
No Contagion, Only Interdependence: Measuring Stock Market Co-Movements
Kristin Forbes - Professor, MIT
Roberto Rigobon, Inter American Development Bank
2/1/2000
Click here to Access - 376 KB PDF
 
 
 
On Crises, Contagion, and Confusion
Graciela L. Kaminsky
Carmen M. Reinhart
Journal of International Economics; V. 51. No. 1
6/1/2000
Click here to Access - Coming Soon
 
 
 
On Crises, Contagion, and Confusion
Graciela L. Kaminsky - Professor, George Washington, University
Carmen M. Reinhart, University of Maryland
12/10/1998
Click here to Access - 141 KB PDF
 
 
 
On Stock Market Return Co-Movements: Macroeconomic News, Dispersion of Beliefs, and Contagion
Robert A. Connolly, Kenan-Flagler Business School
Albert F. Wang, Jones Graduate School of Management, Rice University
6/14/2000
Click here to Access - 173 KB PDF
 
 
 
Overreaction of Asset Prices in General Equilibrium
S. Rao Aiyagari
Mark Gertler
NBER Working Paper No. W6747
National Bureau of Economic Research
10/1/1998
Click here to Access - 1,493 KB PDF
 
 
 
Panic-Prone Pack, A: The Behavior of Emerging Market Mutal Funds
Eduardo R. Borensztein
R. Gaston
IMF Working Paper WP/00/198
International Monetary Fund (IMF)
12/1/2000
Click here to Access - 1,170 KB PDF
 
 
 
Perspective on Empirical Studies of Contagion and Interdependence, A
Giancarlo Corsetti, Yale University
Massimo Sbracia, Bank of Italy
12/1/2000
Click here to Access - 329 KB PDF
 
 
 
Political Contagion in Currency Crises
Allan Drazen, University of Maryland
3/1/1998
Click here to Access - 67 KB PDF
 
 
 
Portfolio Diversification, Leverage, and Financial Contagion
Garry Schinasi
R. Todd Smith
IMF Staff Papers 47, NO. 2
International Monetary Fund (IMF)
5/1/2000
Click here to Access - Coming Soon
 
 
 
Portfolio Diversification, Leverage, and Financial Contagion
Gary Schinasi - Division Chief, International Monetary Fund
Todd Smith, Professor, University of Alberta
9/1/1999
Click here to Access - 152 KB PDF
 
 
 
Portfolio Flows of International Investors, I
Kenneth A. Froot
Paul G. J. O'Connell
Mark S. Seasholes
NBER Working Paper No. W6687
National Bureau of Economic Research
8/1/1998
Click here to Access - 1,485 KB PDF
 
 
 
Preventing Crisis and Contagion: Fiscal and Financial Dimensions
Michael Gavin
Ricardo Hausmann
Working Paper Series; No. 401
Inter-American Development Bank, Office of the Chief Economist
3/1/1999
Click here to Access - 64 KB PDF
 
 
 
Primer on Financial Contagion, A
Marcello Pericoli
Massimo Sbracia, Bank of Italy
Temi Di Discussione; No. 407
Banca D'Italia
6/1/2001
Click here to Access - 361 KB PDF
 
 
 
Pure Contagion and Investor's Shifting Risk Appetite: Analytical Issues and Empirical Evidence
Manmohan S. Kumar
Avinash Persaud
IMF Working Paper WP/01/134
International Monetary Fund (IMF)
9/1/2001
Click here to Access - 1,282 KB PDF
 
 
 
Rational Contagion and the Globalization of Securities Markets
Guillermo A. Calvo, University of Maryland
Enrique G. Mendoza
Duke Economics Working Paper #97-26
5/17/1999
Click here to Access - 532 KB PDF
 
 
 
Rational Contagion and the Globalization of Securities Markets
Guillermo Calvo
Enrique G. Mendoza
Journal of Economics; V. 51, No. 1
6/1/2000
Click here to Access - Coming Soon
 
 
 
Rational Expectations Model of Financial Contagion, A
L. Kodres
M. Pritsker, The Federal Reserve Board
Finance and Economics Discussion Series
8/28/2000
Click here to Access - 477 KB PDF
 
 
 
Role of the Banking System in the International Transmission of Shocks, The
Massimo Sbracia
Andrea Zaghini, Bank of Italy
2/1/2002
Click here to Access - 258 KB PDF
 
 
 
Russian Default and the Contagion to Brazil, The
Taimur Baig - Economist, International Monetary Fund
Ilan Goldfajn - Professor, Pontificia Universidade Catolica
8/1/2000
Click here to Access - 210 KB PDF
 
 
 
Russian Financial Crisis and its Consequences for Central Asia
Gonzalo Pastor
Tatiana Damjanovic
IMF Working Paper WP/01/169
International Monetary Fund (IMF)
10/1/2001
Click here to Access - 1,986 KB PDF
 
 
 
Self-Protection for Emerging Market Economies
Martin Feldstein
NBER Working Paper No. W6907
National Bureau of Economic Research
1/1/1999
Click here to Access - 95 KB PDF
 
 
 
Shift-Contagion in Asset Markets
Toni Gravelle
Maral Kichian
James Morley
Working Paper 2003-05
Bank of Canada
2/1/2003
Click here to Access - 601 KB PDF
 
 
 
Sources of Contagion: Finance or Trade?
Caroline Van Rijckeghem - Economist, International Monetary Fund
Beatrice S. Weder - Professor, University of Basel
10/1/1999
Click here to Access - 2,451 KB PDF
 
 
 
Sources of Contagion: Is It Finance or Trade?
Caroline Van Rijckeghem
Beatrice Weder
Journal of International Economics; V. 54, No. 2
8/1/2001
Click here to Access - Coming Soon
 
 
 
Speculative Attacks in the Asian Crisis
Zhiwei Zhang
IMF Working Paper WP/01/189
International Monetary Fund (IMF)
11/1/2001
Click here to Access - 582 KB PDF
 
 
 
Spillovers From Recent Emerging Market Crises: What Might Account For Limited Contagion From Argentina?
Simon Hall, Bank of England
Ashley Taylor, Bank of England
Financial Stability Review: June 2002
6/1/2002
Click here to Access - 84 KB PDF
 
 
 
Spillovers Through Banking Centers: A Panel Data Analysis
Caroline van Rijckeghem
Beatrice Weder
IMF Working Paper WP/00/88
International Monetary Fund (IMF)
5/1/2000
Click here to Access - 1,111 KB PDF
 
 
 
Testing for Contagion Using Correlations: Some Words Of Caution
Mardi Dungey , Australian National University
Diana Zhumabekova, Australian National University and Visiting Scholar Center for Pacific Basin Monetary and Economic Studies (Federal Reserve Bank of San Francisco)
Pacific Basin Working Paper No. PB01-09
Federal Reserve Bank of San Francisco
9/1/2001
Click here to Access - 419 KB PDF
 
 
 
Thai Meltdown and Transmission of Recession within ASEAN4 and NIE4, The
Tilak Abeysignhe - Associate Professor, National University of Singapore
8/1/2000
Click here to Access - 198 KB PDF
 
 
 
Trade and Development Report, 1999
United Nations Conference on Trade and Development (UNCTAD)
Click here to Access - website
 
 
 
Trade and Financial Contagion in Currency Crises
Francesco Caramazza
Antonio Luca
Ranil Salgado, Research Department, International Monetary Fund
Working Paper WP/00/55
3/1/2000
Click here to Access - 1,455 KB PDF
 
 
 
Transmission of US Shocks to Latin American Economies, The
Fabio Canova
IMF Seminar Series; No. 2000-55
International Monetary Fund (IMF)
11/1/2000
Click here to Access - Coming Soon
 
 
 
U.S. Banks, Crises, and Bailouts: From Mexico to LTCM
Bong-Chan Kho
Dong Lee
Rene M. Stulz
NBER Working Paper No. W7529
National Bureau of Economic Research
2/1/2000
Click here to Access - 113 KB PDF
 
 
 
Under What Circumstances, Past and Present, Have International Rescues of Countries in Financial Distress Been Successful?
Michael D. Bordo - Professor, Rutgers University
Anna J. Schwartz
NBER Working Paper No. W6824
National Bureau of Economic Research
12/1/1998
Click here to Access - 1,763 KB PDF
 
 
 
Understanding the Asian Contagion
Sunghyun Henry Kim
M. Ayhan Kose
Michael G. Plummer
Asian Economic Journal; V. 15, No. 2
1/1/2001
Click here to Access - Coming Soon
 
 
 
Unholy Trinity of Financial Contagion, The
Graciela L. Kaminsky - Professor, George Washington, University
Carmen M. Reinhart, University of Maryland
Carlos A. Vegh, University of California
6/1/2003
Click here to Access - 488 KB PDF
 
 
 
Volatility and Contagion in a Financially-Integrated World: Lessons from East Asia's Recent Experience
Pedro Alba, The World Bank
Amar Bhattacharya, The World Bank
Stijn Claessens - Lead Economist, The World Bank
Swati Gosh, The World Bank
Leonardo Hernandez, The World Bank
12/3/1998
Click here to Access - 528 KB PDF
 
 
 
Volatility Dependence and Contagion in Emerging Equity Markets
Sebastian Edwards
Raul Susmel
NBER Working Paper No. W8506
National Bureau of Economic Research
10/1/2000
Click here to Access - 238 KB PDF
 
 
 
Volatility Transmission Between Foreign Exchange and Money Markets
Shafiq K. Ebrahim
Working Paper No. 2000-16
Bank of Canada
8/1/2000
Click here to Access - 539 KB PDF
 
 
 
Was China the First Domino? Assessing Links between China and the Rest of Emerging Asia
John G. Fernald
Hali J. Edison
Prakash Loungani, The Federal Reserve Board
International Finance Discussion Papers
3/1/1998
Click here to Access - 229 KB PDF
 
 
 
What Caused the Asian Currency and Financial Crisis? Part II: The Policy Debate
Giancarlo Corsetti, Yale University
Paolo Pesenti
Nouriel Roubini, Federal Reserve Bank of New York
9/1/1998
Click here to Access - 233 KB PDF
 
 
 
What Causes Currency Crises: Sunspots, Contagion or Fundamentals?
Marcel Fratzscher
EUI Working Papers; No. 99/39
European University Institute, Department of Economics
12/1/1999
Click here to Access - 270 KB PDF
 
 
 
What Drives Contagion: Trade, Neighborhood, or Financial Links?
Leonardo F. Hernandez
Rodrigo O. Valdes
IMF Working Paper WP/01/29
International Monetary Fund (IMF)
3/1/2001
Click here to Access - 662 KB PDF
 
 
 
What Happens When You Regulate Risk? Evidence From A Simple Equilibrium Model
Jean-Pierre Zigrand
Jon Danielsson
London School of Economics
Click here to Access - 318 KB PDF
 
 
 
What Have We Learned From Recent Financial Crises and Policy Responses?
William R. White
BIS Working Papers; No. 84
Bank for International Settlements. Monetary and Economic Department
1/1/2000
Click here to Access - 220 KB PDF
 
 
 
What Triggers Market Jitters? A Chronicle of the Asian Crisis
Graciela L. Kaminsky - Professor, George Washington, University
Sergio L. Schmukler - Financial Economist, The World Bank
3/1/1999
Click here to Access - 443 KB PDF
 
 
 
World Economic Outlook: Financial Turbulence and the World Economy, 1998
International Monetary Fund (IMF)
Click here to Access - website
 
 
 

 

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