This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
Do credit rating agencies add to the dynamics of emerging market crises? Author info | Abstract | Publisher info | Download info | Related research | Statistics Kraussl, Roman
Additional information is available for the following
registered author(s):
No abstract is available for
this item.
To download:
If you experience problems downloading a file, check if you have the
proper application to
view it first. Information about this may be contained
in the File-Format links below. In case of further problems read
the IDEAS help
page . Note that these files are not on the IDEAS
site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Article provided by Elsevier in its journal Journal of Financial Stability .
Volume (Year): 1 (2005)
Issue (Month): 3 (April)
Pages: 355-385
Download reference. The following formats are available: HTML
(with abstract ),
plain text
(with abstract ),
BibTeX ,
RIS (EndNote, RefMan, ProCite),
ReDIF
Handle: RePEc:eee:finsta:v:1:y:2005:i:3:p:355-385Contact details of provider: Web page: http://www.elsevier.com/locate/jfstabil
For technical questions regarding this item, or to correct its listing, contact: (Heidi Boesdal).
Keywords: Other versions of this item:
References listed on IDEAS Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.: Barry Eichengreen & Andrew K. Rose & Charles Wyplosz, 1996.
"Contagious Currency Crises ,"
NBER Working Papers
5681, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: P. Hartmann & S. Straetmans & C.G. de Vries, 2001.
"Asset Market Linkages in Crisis Periods ,"
Tinbergen Institute Discussion Papers
01-071/2, Tinbergen Institute.
[Downloadable!]
Other versions:
de Vries, Casper G & Hartmann, Philipp & Straetmans, Stefan, 2001.
"Asset Market Linkages in Crisis Periods ,"
CEPR Discussion Papers
2916, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Hartmann, P. & Straetmans, S. & De Vries, C.G., 2001.
"Asset Market Linkages in Crisis Periods ,"
Papers
71, Quebec a Montreal - Recherche en gestion.
Stefan Straetmans & Casper G. De Vries & Philipp Hartmann, 2001.
"Asset market linkages in crisis periods ,"
Working Paper Series
071, European Central Bank.
[Downloadable!] Philipp Hartmann & Stefan Straetmans & Casper G. de Vries, 2001.
"Asset market linkages in crisis periods ,"
Proceedings ,
Federal Reserve Bank of Chicago, issue May, pages 555-576.
P. Hartmann & S. Straetmans & C. G. de Vries, 2004.
"Asset Market Linkages in Crisis Periods ,"
The Review of Economics and Statistics ,
MIT Press, vol. 86(1), pages 313-326, 01.
[Downloadable!] (restricted) Borensztein, Eduardo & Lee, Jong-Wha, 2002.
"Financial crisis and credit crunch in Korea: evidence from firm-level data ,"
Journal of Monetary Economics ,
Elsevier, vol. 49(4), pages 853-875, May.
[Downloadable!] (restricted)
Other versions: Pesaran, M. Hashem & Smith, Ron, 1995.
"Estimating long-run relationships from dynamic heterogeneous panels ,"
Journal of Econometrics ,
Elsevier, vol. 68(1), pages 79-113, July.
[Downloadable!] (restricted)
Other versions: Richard Cantor & Frank Packer, 1996.
"Determinants and impact of sovereign credit ratings ,"
Economic Policy Review ,
Federal Reserve Bank of New York, issue Oct, pages 37-53.
[Downloadable!]
Other versions: Roman Kraussl, 2000.
"Sovereign Credit Ratings And Their Impact On Recent Financial Crises ,"
Departmental Working Papers
135, Tor Vergata University, CEIS.
[Downloadable!]
Other versions: Gertler, Mark & Rogoff, Kenneth, 1990.
"North-South lending and endogenous domestic capital market inefficiencies ,"
Journal of Monetary Economics ,
Elsevier, vol. 26(2), pages 245-266, October.
[Downloadable!] (restricted)
Frankel, Jeffrey A. & Rose, Andrew K., 1996.
"Currency crashes in emerging markets: An empirical treatment ,"
Journal of International Economics ,
Elsevier, vol. 41(3-4), pages 351-366, November.
[Downloadable!] (restricted)
Other versions: Maurice Obstfeld & Alan M. Taylor, 2002.
"Globalization and Capital Markets ,"
NBER Working Papers
8846, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Reint Gropp & Anthony J. Richards, 2001.
"Rating agency actions and the pricing of debt and equity of European banks: What can we infer about private sector monitoring of bank soundness? ,"
Working Paper Series
076, European Central Bank.
[Downloadable!]
Allan Drazen, 2003.
"Interest Rate Defense against Speculative Attack as a Signal. A Primer ,"
NBER Chapters ,
in: Managing Currency Crises in Emerging Markets, pages 37-60
National Bureau of Economic Research, Inc.
[Downloadable!]
Eichengreen, Barry & Mody, Ashoka, 1998.
"Interest Rates in the North and Capital Flows to the South: Is There a Missing Link? ,"
International Finance ,
Blackwell Publishing, vol. 1(1), pages 35-57, October.
[Downloadable!] (restricted)
Roman Kraeussl, 2000.
"Sovereign Ratings and Their Impact on Recent Financial Crises ,"
Working Papers
0002, University of Crete, Department of Economics.
[Downloadable!]
Reinhart, Carmen & Calvo, Guillermo, 2000.
"When Capital Inflows Come to a Sudden Stop: Consequences and Policy Options ,"
MPRA Paper
6982, University Library of Munich, Germany.
[Downloadable!]
Steven Radelet & Jeffrey D. Sachs, 1998.
"The East Asian Financial Crisis: Diagnosis, Remedies, Prospects ,"
Brookings Papers on Economic Activity ,
Economic Studies Program, The Brookings Institution, vol. 29(1998-1), pages 1-90.
[Downloadable!]
Helmut Reisen & Julia von Maltzan, 1999.
"Boom and Bust and Sovereign Ratings ,"
OECD Development Centre Working Papers
148, OECD, Development Centre.
[Downloadable!]
Other versions: Corsetti, Giancarlo & Pesenti, Paolo & Roubini, Nouriel, 1999.
"What caused the Asian currency and financial crisis? ,"
Japan and the World Economy ,
Elsevier, vol. 11(3), pages 305-373, October.
[Downloadable!] (restricted)
Other versions: Richard Cantor & Frank Packer, 1995.
"Sovereign credit ratings ,"
Current Issues in Economics and Finance ,
Federal Reserve Bank of New York, issue Jun.
[Downloadable!]
Calvo, Guillermo A. & Mendoza, Enrique G., 2000.
"Rational contagion and the globalization of securities markets ,"
Journal of International Economics ,
Elsevier, vol. 51(1), pages 79-113, June.
[Downloadable!] (restricted)
Other versions: Guillermo A. Calvo & Enrique G. Mendoza, 2000.
"Contagion, Globalization, and the Volatility of Capital Flows ,"
NBER Chapters ,
in: Capital Flows and the Emerging Economies: Theory, Evidence, and Controversies, pages 15-42
National Bureau of Economic Research, Inc.
[Downloadable!]
Graciela Kaminsky & Sergio L. Schmukler, 2002.
"Emerging Market Instability: Do Sovereign Ratings Affect Country Risk and Stock Returns? ,"
World Bank Economic Review ,
Oxford University Press, vol. 16(2), pages 171-195, August.
Other versions:
Full
references Cited by : (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.)
Roman Kraeussl, 2003.
"A Critique on the Proposed Use of External Sovereign Credit Ratings in Basel II ,"
CFS Working Paper Series
2003/23, Center for Financial Studies.
[Downloadable!]
Other versions: Roman Kraeussl, 2003.
"Do Changes in Sovereign Credit Ratings Contribute to Financial Contagion in Emerging Market Crises? ,"
CFS Working Paper Series
2003/22, Center for Financial Studies.
[Downloadable!]
Other versions:
Access and
download statistics Did you know? Want to help out with this project? Look for volunteer opportunities .
This page was last updated on 2009-11-7.
This information is provided to you by IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .