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General Evidence of Contagion
| 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 |
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| NBER Working Paper No. W7900 |
| National Bureau of Economic Research |
| 2000-09-01 |
| Click
here to access - 641 KB PDF |
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| Capital Flows to Latin America: Is There Evidence of Contagion Effects? |
| Sara Calvo, The World Bank |
| Carmen M. Reinhart, University of Maryland |
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| 1995-09-01 |
| Click
here to access - 60 KB PDF |
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| Center and the Periphery: Tales of Financial Turmoil, The: |
| Graciela L. Kaminsky - Professor, George Washington, University |
| Carmen M. Reinhart, University of Maryland |
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| 2000-01-25 |
| Click
here to access - 368 KB PDF |
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| Co-movements Among Emerging Equity Markets |
| Holger Wolf, The World Bank |
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| Click
here to access - 667 KB PDF |
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| Contagion |
| Sebastian Edwards |
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| World Economy (UK); 23, No. 7 |
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| 2000-03-01 |
| Click
here to access - 161 KB PDF |
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| Contagion and Capital Market Integration in Asia: Historical and Contemporary Evidence |
| Nathan Sussman |
| Yishay Yafeh |
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| Seoul Journal of Economics (Korea); 12, No. 4 |
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| 1999-12-01 |
| Click
here to access - Coming Soon |
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| Contagion and the Asian Currency Crisis |
| Renato E. Reside Jr. |
| Maria Socorro Gochoco-Bautista |
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| Manchester School (UK); 67, No. 5 - Special Issue |
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| 1999-01-01 |
| Click
here to access - Coming Soon |
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| Contagion, Monsoons, and Domestic Turmoil in Indonesia: A Case Study in the Asian Currency Crisis |
| Valerie Cerra |
| Sweta Chaman Saxena, International Monetary Fund (IMF) |
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| 2000-03-01 |
| Click
here to access - 887 KB PDF |
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| Contagion: Effects of Current Turmoil in Emerging Markets May Be Less Widespread than in Previous Crises |
| Subir Lall |
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| IMF Survey Vol. 30, No. 16 |
| International Monetary Fund (IMF) |
| 2001-08-13 |
| Click
here to access - 914 KB PDF |
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| 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 |
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| 2000-05-19 |
| Click
here to access - 84 KB PDF |
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| Contagion: How To Measure It? |
| Roberto Rigobon, Inter American Development Bank |
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| NBER Working Paper No. W8118 |
| National Bureau of Economic Research |
| 2001-02-01 |
| Click
here to access - 2,423 KB PDF |
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| Contagion: Understanding How It Spreads |
| Rudiger Dornbusch |
| Yung Chul Park |
| Stijn Clasessens |
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| World Bank Research Observer (International); 15, No. 2 |
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| 2000-08-01 |
| Click
here to access - 107 KB PDF |
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| Contagious Currency Crises |
| Barry Eichengreen - Professor, UC Berkeley |
| Andrew K. Rose |
| Charles Wyplosz |
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| NBER Working Paper No. W5681 |
| National Bureau of Economic Research |
| 1996-07-01 |
| Click
here to access - 2,023 KB PDF |
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| 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 |
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| Working Paper Series No. 212 |
| Bank of England |
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| Click
here to access - 387 KB PDF |
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| 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 |
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| 2000-03-05 |
| Click
here to access - 263 KB PDF |
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| Crisis, Contagion, and Country Funds: Effects on East Asia and Latin America |
| Jeffrey A. Frankel |
| Sergio L. Schmukler - Financial Economist, The World Bank |
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| 1998-01-01 |
| Click
here to access - 161 KB PDF |
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| Discriminating Contagion: An Alternative Explanation of Contagious Currency Crises in Emerging Markets |
| Pavan Ahluwalia |
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| IMF Working Paper WP/00/14 |
| International Monetary Fund (IMF) |
| 2000-02-01 |
| Click
here to access - 1,160 KB PDF |
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| Economic Crises: Evidence and Insights from East Asia |
| Jason Furman |
| Joseph E. Stiglitz, The World Bank |
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| Brookings Journals |
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| Click
here to access - Coming Soon |
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| Economics of Currency Crises and Contagion: An Introduction, The |
| Paolo Pesenti |
| Cedric Tille |
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| Federal Reserve Bank of New York Policy Review V. 6 No. 3 |
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| 2000-09-01 |
| Click
here to access - 151 KB PDF |
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| Emerging Markets Contagion: Evidence and Theory |
| Rodrigo Valdes, Banco Central de Chile |
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| 1997-03-01 |
| Click
here to access - website |
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| Explaining Currency Crises |
| Gerardo Esquivel |
| Felipe Larrain, Harvard Institute for International Development |
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| 1998-11-01 |
| Click
here to access - 129 KB PDF |
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| Financial Contagion in Emerging Markets |
| Eduardo Fernandez |
| Arias Ricardo Hausmann |
| Roberto Rigobon, Inter American Development Bank |
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| Click
here to access - 525 KB PDF |
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| Financial Contagion in Five Small Open Economies: Does the Exchange Rate Regime Really Matter? |
| Zsolt Darvas |
| Gyorgy Szapary |
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| International Finance V. 3, No. 1 |
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| 2000-04-01 |
| Click
here to access - Coming Soon |
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| 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 |
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| Click
here to access - 189 KB PDF |
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| Financial Crises in Emerging Markets: The Lessons from 1995 |
| Jeffrey Sachs |
| Aaron Tornell |
| Andres Velasco |
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| NBER Working Paper No. W5576 |
| National Bureau of Economic Research |
| 1996-05-01 |
| Click
here to access - 3,618 KB PDF |
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| Financial Market Contagion in the Asian Crisis |
| Taimur Baig - Economist, International Monetary Fund |
| Ilan Goldfajn - Professor, Pontificia Universidade Catolica |
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| Click
here to access - 3,075 KB PDF |
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| Financial Vulnerability, Spillover Effects and Contagion |
| Guillermo Perry, International Monetary Fund |
| Daniel Lederman, The World Bank |
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| Click
here to access - 890 KB PDF |
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| Fundamentals, Contagion and Currency Crises: An Empirical Analysis |
| Mark Kruger |
| Patrick N. Osakwe |
| Jennifer Page |
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| Development Policy Review (UK); 18, No. 3 |
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| 2000-09-01 |
| Click
here to access - Coming Soon |
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| Institutional Investors, Trade Linkage, Macroeconomic Similarities, and Contagion of the Thai Crisis |
| Yung Chul Park |
| Chi-Young Song |
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| Journal of the Japanese and International Economies, V. 15, No. 2 |
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| 2000-06-01 |
| Click
here to access - Coming Soon |
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| Interest Rates, Contagion and Capital Controls |
| Sebastian Edwards |
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| NBER Working Paper No. W7801 |
| National Bureau of Economic Research |
| 2000-07-01 |
| Click
here to access - 406 KB PDF |
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| International Financial Contagion: Why Are Eastern Europe's Banks not Failing When Everybody Else's Are? |
| Christian E. Weller |
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| Economics of Transition; 8; No. 3 |
| European Bank for Reconstruction and Development (EBRD) |
| 2000-01-01 |
| Click
here to access - Coming Soon |
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| International Transmission of Financial Crises before World War II: Was There Contagion? |
| Michael D. Bordo - Professor, Rutgers University |
| Antu P. Murshid - Professor, Rutgers University |
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| 1999-11-01 |
| Click
here to access - 2,085 KB PDF |
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| Looking for Contagion: Evidence from the 1992 ERM Crisis |
| Carlo A. Favero |
| Francesco Givazzi, The World Bank |
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| 1999-09-01 |
| Click
here to access - 246 KB PDF |
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| Looking For Contagion: Evidence from the ERM |
| Carlo A. Favero |
| Francesco Giavazzi |
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| Discussion Paper Series (UK); No. 2591 |
| Centre for Economic Policy Research |
| 2000-10-01 |
| Click
here to access - 275 KB PDF |
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| Market Contagion: Evidence from the Panics of 1854 and 1857 |
| Morgan Kelly |
| Cormac O'Grada |
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| American Economic Review V. 90. No 5 |
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| 2000-12-01 |
| Click
here to access - 554 KB PDF |
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| New Approach to Measuring Financial Contagion, A |
| Kee-Hong Bae |
| G. Andrew Karolyi |
| Rene M. Stulz |
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| NBER Working Paper No. W7913 |
| National Bureau of Economic Research |
| 2000-09-01 |
| Click
here to access - 412 KB PDF |
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| 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 |
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| 2000-08-01 |
| Click
here to access - 194 KB PDF |
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| No Contagion, Only Interdependence: Measuring Stock Market Co-Movements |
| Kristin Forbes - Professor, MIT |
| Roberto Rigobon, Inter American Development Bank |
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| 2000-02-01 |
| Click
here to access - 376 KB PDF |
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| On Crises, Contagion, and Confusion |
| Graciela L. Kaminsky - Professor, George Washington, University |
| Carmen M. Reinhart, University of Maryland |
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| 1998-12-10 |
| Click
here to access - 141 KB PDF |
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| 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 |
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| 2000-06-14 |
| Click
here to access - 173 KB PDF |
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| Sources of Contagion: Finance or Trade? |
| Caroline Van Rijckeghem - Economist, International Monetary Fund |
| Beatrice S. Weder - Professor, University of Basel |
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| 1999-10-01 |
| Click
here to access - 2,451 KB PDF |
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| Sources of Contagion: Is It Finance or Trade? |
| Caroline Van Rijckeghem |
| Beatrice Weder |
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| Journal of International Economics; V. 54, No. 2 |
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| 2001-08-01 |
| Click
here to access - Coming Soon |
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| Speculative Attacks in the Asian Crisis |
| Zhiwei Zhang |
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| IMF Working Paper WP/01/189 |
| International Monetary Fund (IMF) |
| 2001-11-01 |
| Click
here to access - 582 KB PDF |
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| Spillovers Through Banking Centers: A Panel Data Analysis |
| Caroline van Rijckeghem |
| Beatrice Weder |
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| IMF Working Paper WP/00/88 |
| International Monetary Fund (IMF) |
| 2000-05-01 |
| Click
here to access - 1,111 KB PDF |
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| Trade and Financial Contagion in Currency Crises |
| Francesco Caramazza |
| Antonio Luca |
| Ranil Salgado, Research Department, International Monetary Fund |
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| Working Paper WP/00/55 |
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| 2000-03-01 |
| Click
here to access - 1,455 KB PDF |
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| U.S. Banks, Crises, and Bailouts: From Mexico to LTCM |
| Bong-Chan Kho |
| Dong Lee |
| Rene M. Stulz |
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| NBER Working Paper No. W7529 |
| National Bureau of Economic Research |
| 2000-02-01 |
| Click
here to access - 113 KB PDF |
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| Understanding the Asian Contagion |
| Sunghyun Henry Kim |
| M. Ayhan Kose |
| Michael G. Plummer |
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| Asian Economic Journal; V. 15, No. 2 |
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| 2001-01-01 |
| Click
here to access - Coming Soon |
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| 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 |
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| 1998-12-03 |
| Click
here to access - 528 KB PDF |
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| Volatility Dependence and Contagion in Emerging Equity Markets |
| Sebastian Edwards |
| Raul Susmel |
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| NBER Working Paper No. W8506 |
| National Bureau of Economic Research |
| 2000-10-01 |
| Click
here to access - 238 KB PDF |
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| Volatility Transmission Between Foreign Exchange and Money Markets |
| Shafiq K. Ebrahim |
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| Working Paper No. 2000-16 |
| Bank of Canada |
| 2000-08-01 |
| Click
here to access - 539 KB PDF |
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| What Drives Contagion: Trade, Neighborhood, or Financial Links? |
| Leonardo F. Hernandez |
| Rodrigo O. Valdes |
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| IMF Working Paper WP/01/29 |
| International Monetary Fund (IMF) |
| 2001-03-01 |
| Click
here to access - 662 KB PDF |
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| 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 |
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| 1999-03-01 |
| Click
here to access - 443 KB PDF |
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This
page last updated on 09/15/00 |
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