A Spatial Modelling Approach to Contagion Among Emerging Economies
暂无分享,去创建一个
Harry H. Kelejian | George S. Tavlas | H. Kelejian | G. Hondroyiannis | G. Tavlas | George Hondroyiannis
[1] Harris Dellas,et al. SELF-FULLFILLING EXPECTATIONS, SPECULATIVE ATTACKS AND CAPITAL CONTROLS , 1993 .
[2] Andrew K. Rose,et al. Contagious Currency Crises: First Tests , 1996 .
[3] Carmen M. Reinhart,et al. The Twin Crises: The Causes of Banking and Balance-of-Payments Problems , 1996 .
[4] Andrés Velasco,et al. Financial Crises in Emerging Markets: The Lessons from 1995 , 1996 .
[5] Michael S. Gibson,et al. Pitfalls in Tests for Changes in Correlations , 1997 .
[6] J. Tobin. Asian financial crisis , 1998 .
[7] A. Rose,et al. Contagion and Trade: Why Are Currency Crises Regional? , 1998 .
[8] H. Kelejian,et al. A Generalized Spatial Two-Stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances , 1998 .
[9] Ilan Goldfajn,et al. Financial Market Contagion in the Asian Crisis , 1998 .
[10] Paul R. Masson,et al. Contagion: Monsoonal Effects, Spillovers, and Jumps Between Multiple Equilibria , 1998 .
[11] Carmen M. Reinhart,et al. On crises, contagion, and confusion , 2000 .
[12] P. Agénor,et al. The Asian financial crisis : causes, contagion and consequences , 1999 .
[13] M. Bussière,et al. External Vulnerability in Emerging Market Economies: How High Liquidity Can Offset Weak Fundamentals and the Effects of Contagion , 1999, SSRN Electronic Journal.
[14] Harry H. Kelejian,et al. A Generalized Moments Estimator for the Autoregressive Parameter in a Spatial Model , 1999 .
[15] Pavan Ahluwalia,et al. Discriminating Contagion: An Alternative Explanation of Contagious Currency Crises in Emerging Markets , 2000, SSRN Electronic Journal.
[16] R. Valdes,et al. What Drives Contagion: Trade, Neighborhood, or Financial Links? , 2001, SSRN Electronic Journal.
[17] S. Claessens,et al. International Financial Contagion: An overview of the Issues and the Book , 2001 .
[18] Roberto Rigobon,et al. Measuring Contagion: Conceptual and Empirical Issues , 2001 .
[19] Carmen M. Reinhart,et al. Financial Markets in Times of Stress , 2001 .
[20] Stijn Claessens,et al. International Financial Contagion , 2001 .
[21] Marcello Pericoli,et al. Some Contagion, Some Interdependence: More Pitfalls in Tests of Financial Contagion , 2002 .
[22] Carmen M. Reinhart,et al. Financial markets in time of stress , 2002 .
[23] Marcel Fratzscher. On Currency Crises and Contagion , 2002, SSRN Electronic Journal.
[24] R. Rigobón,et al. No Contagion, Only Interdependence: Measuring Stock Market Comovements , 2002 .
[25] Carmen M. Reinhart,et al. The Unholy Trinity of Financial Contagion , 2003 .
[26] Michael Ehrmann,et al. Exchange Rates and Fundamentals: New Evidence from Real-Time Data , 2004 .
[27] G. Calvo,et al. Contagion in Emerging Markets: When Wall Street is a carrier , 2004 .
[28] B. Candelon,et al. Measuring common cyclical features during financial turmoil: evidence of interdependence not contagion , 2005 .
[29] Jiawen Yang,et al. The Role of Psychic Distance in Contagion: A Gravity Model for Contagious Financial Crises , 2008 .