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Towards a global financial architecture: capital mobility and risk management issues

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  • Christoffersen, Peter
  • Errunza, Vihang

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File URL: http://www.sciencedirect.com/science/article/B6W69-40S778G-2/2/6617a6bbba2de3a6fcd4797a644ff29d
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Bibliographic Info

Article provided by Elsevier in its journal Emerging Markets Review.

Volume (Year): 1 (2000)
Issue (Month): 1 (May)
Pages: 3-20

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Handle: RePEc:eee:ememar:v:1:y:2000:i:1:p:3-20

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Web page: http://www.elsevier.com/locate/inca/620356

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References

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  1. Peter F. Christoffersen & Francis X. Diebold, 2000. "How Relevant is Volatility Forecasting for Financial Risk Management?," The Review of Economics and Statistics, MIT Press, vol. 82(1), pages 12-22, February.
  2. Garman, Mark B & Klass, Michael J, 1980. "On the Estimation of Security Price Volatilities from Historical Data," The Journal of Business, University of Chicago Press, vol. 53(1), pages 67-78, January.
  3. Jacob A. Frenkel & Rudiger Dornbusch & William H. Branson & Ricardo H. Arriazu, 1983. "Panel Discussion on Southern Cone," IMF Staff Papers, Palgrave Macmillan, vol. 30(1), pages 164-184, March.
  4. Soderlind, Paul & Svensson, Lars, 1997. "New techniques to extract market expectations from financial instruments," Journal of Monetary Economics, Elsevier, vol. 40(2), pages 383-429, October.
  5. Stewart C. Myers, 1999. "Financial architecture," European Financial Management, European Financial Management Association, vol. 5(2), pages 133-141.
  6. Andrew Berg & Catherine Pattillo, 1999. "Are Currency Crises Predictable? A Test," IMF Staff Papers, Palgrave Macmillan, vol. 46(2), pages 1.
  7. Reinhart, Carmen & Kaminsky, Graciela, 1999. "The twin crises: The causes of banking and balance of payments problems," MPRA Paper 14081, University Library of Munich, Germany.
  8. Liliana Schumacher & Mario I. Bléjer, 1998. "Central Bank Vulnerability and the Credibility of Commitments," IMF Working Papers 98/65, International Monetary Fund.
  9. Peter F. Christoffersen & Francis X. Diebold & Til Schuermann, 1998. "Horizon Problems and Extreme Events in Financial Risk Management," Center for Financial Institutions Working Papers 98-16, Wharton School Center for Financial Institutions, University of Pennsylvania.
  10. Christoffersen, Peter F & Giorgianni, Lorenzo, 2000. "Interest-Rate Arbitrage in Currency Baskets: Forecasting Weights and Measuring Risk," Journal of Business & Economic Statistics, American Statistical Association, vol. 18(2), pages 242-53, April.
  11. Anne Jansen & Donald J. Mathieson & Barry J. Eichengreen & Laura E. Kodres & Bankim Chadha & Sunil Sharma, 1998. "Hedge Funds and Financial Market Dynamics," IMF Occasional Papers 166, International Monetary Fund.
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Cited by:
  1. Lee, Tae-Hwy & Saltoglu, Burak, 2002. "Assessing the risk forecasts for Japanese stock market," Japan and the World Economy, Elsevier, vol. 14(1), pages 63-85, January.
  2. Boubakri, Narjess & Hamza, Olfa, 2007. "The dynamics of privatization, the legal environment and stock market development," International Review of Financial Analysis, Elsevier, vol. 16(4), pages 304-331.

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