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Leaders and followers: emerging market fund behavior during tranquil and turbulent times

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  • Borensztein, Eduardo R.
  • Gelos, R. Gaston

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File URL: http://www.sciencedirect.com/science/article/B6W69-480XGJN-4/2/c47e4d498f427a72004ded6a92459641
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Bibliographic Info

Article provided by Elsevier in its journal Emerging Markets Review.

Volume (Year): 4 (2003)
Issue (Month): 1 (March)
Pages: 25-38

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Handle: RePEc:eee:ememar:v:4:y:2003:i:1:p:25-38

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

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References

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  1. Woochan Kim & Shang-Jin Wei, 1999. "Offshore Investment Funds: Monsters in Emerging Markets?," NBER Working Papers 7133, National Bureau of Economic Research, Inc.
  2. Wei, S.J. & Kim, W., 1999. "Foreign Portfolio Investors Before and During a Crisis," Papers 6, Chicago - Graduate School of Business.
  3. T. Todd Smith & Garry J. Schinasi, 1999. "Portfolio Diversification, Leverage, and Financial Contagion," IMF Working Papers 99/136, International Monetary Fund.
  4. Choe, Hyuk & Kho, Bong-Chan & Stulz, Rene M., 1999. "Do foreign investors destabilize stock markets? The Korean experience in 1997," Journal of Financial Economics, Elsevier, vol. 54(2), pages 227-264, October.
  5. Arellano, Manuel & Bond, Stephen, 1991. "Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations," Review of Economic Studies, Wiley Blackwell, vol. 58(2), pages 277-97, April.
  6. Nickell, Stephen J, 1981. "Biases in Dynamic Models with Fixed Effects," Econometrica, Econometric Society, vol. 49(6), pages 1417-26, November.
  7. Brennan, Michael J & Cao, H Henry, 1997. " International Portfolio Investment Flows," Journal of Finance, American Finance Association, vol. 52(5), pages 1851-80, December.
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Cited by:
  1. Fernando A. Broner & R. Gaston Gelos & Carmen Reinhart, 2004. "When in peril, retrench: testing the portfolio channel of contagion," Working Paper Series 2004-28, Federal Reserve Bank of San Francisco.
  2. Jorge A. Chan-Lau & Li L. Ong, 2005. "U.S. Mutual Fund Retail Investors in International Equity Markets," IMF Working Papers 05/162, International Monetary Fund.
  3. Wildmann, Christian, 2010. "What drives portfolio investments of German banks in emerging capital markets?," Discussion Paper Series 2: Banking and Financial Studies 2010,04, Deutsche Bundesbank, Research Centre.
  4. Aguiar, Mark & Gopinath, Gita, 2006. "Defaultable debt, interest rates and the current account," Journal of International Economics, Elsevier, vol. 69(1), pages 64-83, June.
  5. Ansgar Belke & Ralph Setzer, 2004. "Contagion, Herding and Exchange Rate Instability - A Survey," Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim 234/2004, Department of Economics, University of Hohenheim, Germany.
  6. Christian Wildmann, 2011. "What drives portfolio investments of German banks in emerging capital markets?," Financial Markets and Portfolio Management, Springer, vol. 25(2), pages 197-231, June.

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