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Financial Contagion: Empirical Evidence
| An Analysis of the Relationship Between International Bond Markets |
| Andrew Clare |
| Ilias Lekkos |
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| Working Paper Series (UK) No. 123:1-39 |
| Bank of England |
| 12/1/2000 |
| Click
here to access - 304 KB PDF |
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| Are Changes in Spreads of External-Market Debt Also Induced By Contagion? |
| Jose Carlos Wong |
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| Intereconomics; Review of International Trade and Development |
| Hamburg Institute of International Economics |
| 3/1/2000 |
| Click
here to access - 3,974 KB PDF |
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| Are Changes in Spreads of External-Market Debt Also Induced By Contagion? |
| Jose Carlos Wong |
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| INTERECONOMICS: Review of International Trade and Development; 35, No. 2:72-80 |
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| 3/1/2000 |
| Click
here to access - Coming Soon |
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| Asset Market Linkages in Crisis Periods |
| Philipp Hartmann |
| Stefan Straetmans |
| Casper G. de Vries |
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| Discussion Paper Series No. 2916 |
| Centre for Economic Policy Research |
| 8/1/2001 |
| Click
here to access - 320 KB PDF |
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| Capital Flows and Currency Crisis |
| Thomas D. Willett |
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| International Monetary Fund Seminar Series (International), No. 2001-28 |
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| 3/1/2001 |
| Click
here to access - Coming Soon |
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| Contagion in Latin America: Definitions, Measurement, and Policy Implications |
| Kristin J. Forges |
| Roberto Rigobon |
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| NBER Working Paper No. W7885 |
| National Bureau of Economic Research |
| 9/1/2000 |
| Click
here to access - 363 KB PDF |
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| 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 |
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| NBER Working Paper No. W5714 |
| National Bureau of Economic Research |
| 8/1/1996 |
| Click
here to access - 1,400 KB PDF |
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| Country Funds and Asymmetric Information |
| Jeffrey A. Frankel |
| Sergio L. Schmukler - Financial Economist, The World Bank |
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| 1/1/2000 |
| Click
here to access - 280 KB PDF |
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| Crises, Contagion, and the Closed-End Country Fund Puzzle |
| Eduardo Levy-Yeyati |
| Angel Ubide |
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| IMF Staff Papers; 47, No. 1 |
| International Monetary Fund (IMF) |
| 1/1/2000 |
| Click
here to access - Coming Soon |
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| Crises, Contagion, and the Closed-End Country Fund Puzzle |
| Eduardo Levy Yeyati |
| Angel Ubide, International Monetary Fund (IMF) |
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| 9/1/1998 |
| Click
here to access - 5,472 KB PDF |
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| Curse of Non-Investment Grade Countries, The |
| Roberto Rigobon, MIT |
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| 1/1/2002 |
| Click
here to access - 254 KB PDF |
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| Derivatives and Global Capital Flows: Applications to Asia |
| Jan A. Kregel, Social Sciences Research Network |
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| 9/7/1998 |
| Click
here to access - 1,094 KB PDF |
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| Derivatives in International Capital Flows |
| Peter M. Garber |
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| NBER Working Paper No. W6623 |
| National Bureau of Economic Research |
| 6/1/1998 |
| Click
here to access - 1,136 KB PDF |
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| 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 |
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| 12/1/1998 |
| Click
here to access - 378 KB PDF |
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| 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 |
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| 6/1/1998 |
| Click
here to access - 151 KB PDF |
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| 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 |
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| 1/29/2000 |
| Click
here to access - 226 KB PDF |
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| Financial Contagion: Spillovers through Banking Centers |
| Caroline Van Rijckeghem - Economist, International Monetary Fund |
| Beatrice S. Weder - Professor, University of Basel |
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| 9/1/1999 |
| Click
here to access - 96 KB PDF |
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| 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 |
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| 3/1/2000 |
| Click
here to access - 102 KB PDF |
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| Flight to Quality: Investor Risk Tolerance and the Spread of Emerging Market Crises (TABLES) |
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| Click
here to access - 163 KB PDF |
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| Foreign and Domestic Bank Participation in Emerging Markets: Lessons from Mexico and Argentina |
| Linda Goldberg |
| Gerard Dages |
| Daniel Kinney |
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| 3/10/2000 |
| Click
here to access - 117 KB PDF |
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| Foreign Portfolio Investors Before and During a Crisis |
| Woochan Kim |
| Shang-Jin Wei |
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| NBER Working Paper No. W6968 |
| National Bureau of Economic Research |
| 2/1/1999 |
| Click
here to access - 1,195 KB PDF |
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| Foreign Speculators and Emerging Equity Markets |
| Geert Bekaert |
| Campbell R. Harvey |
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| NBER Working Paper No. W6312 |
| National Bureau of Economic Research |
| 12/1/1997 |
| Click
here to access - 2,230 KB PDF |
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| Hedge Funds and Financial Market Dynamics |
| Barry Eichengreen - Professor, UC Berkeley |
| Donald Mathieson, International Monetary Fund |
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| 1/1/1998 |
| Click
here to access - website |
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| Hedge Funds and the Asian Currency Crisis of 1997 |
| William N. Goetzmann |
| Stephen J. Brown |
| James Park |
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| NBER Working Paper No. W6427 |
| National Bureau of Economic Research |
| 2/1/1998 |
| Click
here to access - 938 KB |
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| Herd Behavior in Financial Markets: A Review |
| Sushil Bikhchandani |
| Sunil Sharma |
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| IMF Working Paper WP/00/48 |
| International Monetary Fund (IMF) |
| 2/1/2000 |
| Click
here to access - 1,296 KB PDF |
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| 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 |
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| 12/24/1999 |
| Click
here to access - 93 KB PDF |
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| Measuring the Contagion in the East Asian Currency Crisis |
| Mardi Dungey |
| Vance L. Martin |
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| International Monetary Fund Seminar Series (Internationa); No. 2001-11 |
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| 10/1/2000 |
| Click
here to access - Coming Soon |
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| Multiple Equilibria, Contagion, and the Emerging Market Crises |
| Paul R. Masson |
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| IMF Working Paper WP/99/164 |
| International Monetary Fund (IMF) |
| 12/21/1999 |
| Click
here to access - 2,914 KB PDF |
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| Panic-Prone Pack, A: The Behavior of Emerging Market Mutal Funds |
| Eduardo R. Borensztein |
| R. Gaston |
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| IMF Working Paper WP/00/198 |
| International Monetary Fund (IMF) |
| 12/1/2000 |
| Click
here to access - 1,170 KB PDF |
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| Portfolio Flows of International Investors, I |
| Kenneth A. Froot |
| Paul G. J. O'Connell |
| Mark S. Seasholes |
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| NBER Working Paper No. W6687 |
| National Bureau of Economic Research |
| 8/1/1998 |
| Click
here to access - 1,485 KB PDF |
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| Pure Contagion and Investor's Shifting Risk Appetite: Analytical Issues and Empirical Evidence |
| Manmohan S. Kumar |
| Avinash Persaud |
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| IMF Working Paper WP/01/134 |
| International Monetary Fund (IMF) |
| 9/1/2001 |
| Click
here to access - 1,282 KB PDF |
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| Role of the Banking System in the International Transmission of Shocks, The |
| Massimo Sbracia |
| Andrea Zaghini, Bank of Italy |
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| 2/1/2002 |
| Click
here to access - 258 KB PDF |
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| Shift-Contagion in Asset Markets |
| Toni Gravelle |
| Maral Kichian |
| James Morley |
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| Working Paper 2003-05 |
| Bank of Canada |
| 2/1/2003 |
| Click
here to access - 601 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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| 10/1/1999 |
| Click
here to access - 2,451 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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| 3/1/2000 |
| Click
here to access - 1,455 KB PDF |
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| 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 |
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| 6/1/2003 |
| Click
here to access - 488 KB PDF |
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This
page last updated on 03/06/2003 |
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