- Gita Gopinath & Roberto Rigobon, 2008.
"Sticky Borders,"
The Quarterly Journal of Economics,
MIT Press, vol. 123(2), pages 531-575, 05.
[Downloadable!] (restricted)
Other versions: See citations under working paper version above.
- Anna Pavlova & Roberto Rigobon, 2008.
"The Role of Portfolio Constraints in the International Propagation of Shocks,"
Review of Economic Studies,
Blackwell Publishing, vol. 75(4), pages 1215-1256, October.
[Downloadable!] (restricted)
Other versions: See citations under working paper version above.
- Anna Pavlova & Roberto Rigobon, 2007.
"Asset Prices and Exchange Rates,"
Review of Financial Studies,
Oxford University Press for Society for Financial Studies, vol. 20(4), pages 1139-1180.
[Downloadable!] (restricted)
Other versions:
- Anna Pavlova & Roberto Rigobon, 2003.
"Asset Prices and Exchange Rates,"
NBER Working Papers
9834, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Pavlova, Anna & Rigobon, Roberto, 2003.
"Asset Prices and Exchange Rates,"
Working papers
4322-03, Massachusetts Institute of Technology (MIT), Sloan School of Management.
[Downloadable!]
- Pavlova, Anna & Rigobon, Roberto, 2004.
"Asset Prices and Exchange Rates,"
Working papers
4322-03, Massachusetts Institute of Technology (MIT), Sloan School of Management.
[Downloadable!]
- Roberto Rigobon & Anna Pavlova, 2004.
"Asset Prices and Exchange Rates,"
Econometric Society 2004 North American Winter Meetings
579, Econometric Society.
[Downloadable!]
See citations under working paper version above.
- Roberto Rigobon & Thomas M. Stoker, 2007.
"Estimation With Censored Regressors: Basic Issues,"
International Economic Review,
Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 48(4), pages 1441-1467, November.
[Downloadable!] (restricted)
Cited by:
- Kilian, Lutz & Vigfusson, Robert J., 2009.
"Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks,"
CEPR Discussion Papers
7284, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions:
- Hausmann, Ricardo & Panizza, Ugo & Rigobon, Roberto, 2006.
"The long-run volatility puzzle of the real exchange rate,"
Journal of International Money and Finance,
Elsevier, vol. 25(1), pages 93-124, February.
[Downloadable!] (restricted)
Other versions: See citations under working paper version above.
- Rigobon, Roberto & Sack, Brian, 2005.
"The effects of war risk on US financial markets,"
Journal of Banking & Finance,
Elsevier, vol. 29(7), pages 1769-1789, July.
[Downloadable!] (restricted)
Other versions:
- Roberto Rigobon & Brian Sack, 2003.
"The Effects of War Risk on U.S. Financial Markets,"
NBER Working Papers
9609, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Roberto Rigobon & Brian Sack, 2003.
"The effects of war risk on U.S. financial markets,"
Finance and Economics Discussion Series
2003-18, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
- Rigobon, Roberto & Sack, Brian P., 2003.
"The Effects of War Risk on U.S. Financial Markets,"
Working papers
4417-03, Massachusetts Institute of Technology (MIT), Sloan School of Management.
[Downloadable!]
See citations under working paper version above.
- Kearns, Jonathan & Rigobon, Roberto, 2005.
"Identifying the efficacy of central bank interventions: evidence from Australia and Japan,"
Journal of International Economics,
Elsevier, vol. 66(1), pages 31-48, May.
[Downloadable!] (restricted)
Cited by:
- Michael Melvin & Lukas Menkhoff & Maik Schmeling, 2008.
"Automating Exchange Rate Target Zones: Intervention via an Electronic Limit Order Book,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
- Rasmus Fatum & Jesper Pedersen, 2007.
"Real-Time Effects of Central Bank Interventions in the Euro Market,"
EPRU Working Paper Series
07-01, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
[Downloadable!]
- Michel Beine & Oscar Bernal & Jean-Yves Gnabo & Christelle Lecourt, 2007.
"Intervention Policy of the BoJ: a Unified Approach,"
Working Papers of CREFI-LSF (Centre of Research in Finance - Luxembourg School of Finance)
07-19, CREFI-LSF, University of Luxembourg.
[Downloadable!]
Other versions:- Michel Beine & Oscar Bernal & Jean-Yves Gnabo & Christelle Lecourt, 2007.
"Intervention Policy of the BoJ: A Unified Approach,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
- Michel Beine & Oscar Bernal & Jean-Yves Gnabo & Christelle Lecourt, 2007.
"Intervention Policy of the BoJ: a Unified Approach,"
Working Papers CEB
07-013.RS, Université Libre de Bruxelles, Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB).
[Downloadable!]
- Michel Beine & Oscar Bernal & Jean-Yves Gnabo & Christelle Lecourt, 2006.
"Intervention Policy of the BoJ: A unified approach,"
Working Papers DULBEA
06-15.RS, Université libre de Bruxelles, Department of Applied Economics (DULBEA).
[Downloadable!]
- Gabriele Galati & Patrick Higgins & Owen F. Humpage & William Melick, 2006.
"Option prices, exchange market intervention, and the higher moment expectations channel: a user’s guide,"
Working Paper
0618, Federal Reserve Bank of Cleveland.
[Downloadable!]
Other versions: - Adam Geršl, 2006.
"Testing the Effectiveness of the Czech National Bank’s Foreign-Exchange Interventions,"
Czech Journal of Economics and Finance (Finance a uver),
Charles University Prague, Faculty of Social Sciences, vol. 56(09-10), pages 398-415, September.
[Downloadable!]
- Michel Beine & Jérôme Lahaye & Sébastien Laurent & Christopher J. Neely & Franz C. Palm, 2007.
"Central bank intervention and exchange rate volatility, its continuous and jump components,"
International Journal of Finance & Economics,
John Wiley & Sons, Ltd., vol. 12(2), pages 201-223.
[Downloadable!]
Other versions: - Rasmus Fatum & Michael M. Hutchison, 2006.
"Evaluating Foreign Exchange Market Intervention: Self-Selection, Counterfactuals and Average Treatment Effects,"
EPRU Working Paper Series
06-04, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
[Downloadable!]
- Seok Gil Park, 2007.
"Solving Endogeneity in Assessing the Efficacy of Foreign Exchange Market Interventions,"
Caepr Working Papers
2007-004, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington.
[Downloadable!]
- Gnabo, Jean-Yves & de Mello, Luiz & Moccero, Diego, 2008.
"Interdependencies between Monetary Policy and Foreign Exchange Intervention under Inflation Targeting: The Case of Brazil and the Czech Republic,"
Working Papers
RP2008/95, World Institute for Development Economic Research (UNU-WIDER).
[Downloadable!]
- Pontines, Victor & Siregar, Reza, 2009.
"Intervention index and exchange rate regimes: the cases of selected East-Asian economies,"
MPRA Paper
17138, University Library of Munich, Germany.
[Downloadable!]
- Herman kamil, 2008.
"Is Central Bank Intervention Effective Under Inflation Targeting Regimes? The Case of Colombia,"
IMF Working Papers
08/88, International Monetary Fund.
[Downloadable!]
- Balazs Egert & Lubos Komarek, 2005.
"Foreign Exchange Interventions and Interest Rate Policy in the Czech Republic: Hand in Glove?,"
Working Papers
2005/07, Czech National Bank, Research Department.
[Downloadable!]
Other versions: - Sebastian Edwards & Roberto Rigobon, 2005.
"Capital Controls, Exchange Rate Volatility and External Vulnerability,"
NBER Working Papers
11434, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Eric Hillebrand & Gunther Schnabl, 2008.
"A structural break in the effects of Japanese foreign exchange intervention on yen/dollar exchange rate volatility,"
International Economics and Economic Policy,
Springer, vol. 5(4), pages 389-401, December.
[Downloadable!] (restricted)
Other versions: - Rasmus Fatum & Michael M. Hutchison, 2008.
"Evaluating Foreign Exchange Market Intervention: Self-selection, Counterfactuals and Average Treatment Effects,"
Working Papers
022008, Hong Kong Institute for Monetary Research.
[Downloadable!]
- Michael Melvin & Lukas Menkhoff & Maik Schmeling, 2009.
"Exchange Rate Management in Emerging Markets: Intervention via an Electronic Limit Order Book,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
Other versions: - Jun, Jongbyung, 2008.
"Conditional Efficacy of Sterilized Intervention,"
Working Papers
2008-1, Suffolk University, Department of Economics.
[Downloadable!]
- Roberto Rigobon & Dani Rodrik, 2005.
"Rule of law, democracy, openness, and income,"
The Economics of Transition,
The European Bank for Reconstruction and Development, vol. 13(3), pages 533-564, 07.
[Downloadable!] (restricted)
Cited by:
- Bruno, Randolph Luca, 2008.
"Rule of Law, Institutional Quality and Information,"
IZA Discussion Papers
3497, Institute for the Study of Labor (IZA).
[Downloadable!]
- Randolph Luca Bruno, 2006.
"Unique Equilibrium in a Model of Rule of Law,"
LEM Papers Series
2006/16, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
[Downloadable!]
- Aidt, T.S. & Gassebner, M., 2007.
"Do Autocratic States Trade Less?,"
Cambridge Working Papers in Economics
0742, Faculty of Economics, University of Cambridge.
[Downloadable!]
Other versions: - R. L. Bruno, 2008.
"Rule of Law, Institutional Quality and Information,"
Working Papers
634, Dipartimento Scienze Economiche, Universita' di Bologna.
[Downloadable!]
- Uwe Sunde, 2006.
"Wirtschaftliche Entwicklung und Demokratie: Ist Demokratie ein Wohlstandsmotor oder ein Wohlstandsprodukt?,"
IZA Discussion Papers
2244, Institute for the Study of Labor (IZA).
[Downloadable!]
Other versions:
- Rigobon, Roberto & Sack, Brian, 2004.
"The impact of monetary policy on asset prices,"
Journal of Monetary Economics,
Elsevier, vol. 51(8), pages 1553-1575, November.
[Downloadable!] (restricted)
Other versions: See citations under working paper version above.
- Lee, Ha Yan & Ricci, Luca Antonio & Rigobon, Roberto, 2004.
"Once again, is openness good for growth?,"
Journal of Development Economics,
Elsevier, vol. 75(2), pages 451-472, December.
[Downloadable!] (restricted)
Other versions: See citations under working paper version above.
- Roberto Rigobon & Brian Sack, 2003.
"Measuring The Reaction Of Monetary Policy To The Stock Market,"
The Quarterly Journal of Economics,
MIT Press, vol. 118(2), pages 639-669, May.
[Downloadable!] (restricted)
Other versions: See citations under working paper version above.
- Roberto Rigobon, 2003.
"Identification Through Heteroskedasticity,"
The Review of Economics and Statistics,
MIT Press, vol. 85(4), pages 777-792, 09.
[Downloadable!] (restricted)
Cited by:
- Guglielmo Maria Caporale & Andrea Cipollini & Panicos Demetriades, 2003.
"Monetary Policy and the Exchange Rate During the Asian Crisis: Identification Through Heteroscedasticity,"
CEIS Research Paper
23, Tor Vergata University, CEIS.
[Downloadable!]
Other versions:- Caporale, Guglielmo Maria & Cipollini, Andrea & Demetriades, Panicos O., 2005.
"Monetary policy and the exchange rate during the Asian crisis: identification through heteroscedasticity,"
Journal of International Money and Finance,
Elsevier, vol. 24(1), pages 39-53, February.
[Downloadable!] (restricted)
- Guglielmo Maria Caporale & Andrea Cipollini & Panicos Demetriades, 2000.
"Monetary Policy and the Exchange Rate During the Asian Crisis Identification Through Heteroscedasticity,"
Discussion Papers in Economics
00/11, Department of Economics, University of Leicester, revised Feb 2002.
[Downloadable!]
- Markku Lanne, Helmut Luetkepohl, 2006.
"Identifying Monetary Policy Shocks via Changes in Volatility,"
Economics Working Papers
ECO2006/23, European University Institute.
[Downloadable!]
Other versions:- Markku Lanne & Helmut Lütkepohl, 2008.
"Identifying Monetary Policy Shocks via Changes in Volatility,"
Journal of Money, Credit and Banking,
Blackwell Publishing, vol. 40(6), pages 1131-1149, 09.
[Downloadable!] (restricted)
- Markku Lanne & Helmut Lütkepohl, 2006.
"Identifying Monetary Policy Shocks via Changes in Volatility,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
- Roberto Rigobon, 2001.
"The Curse of Non-Investment Grade Countries,"
NBER Working Papers
8636, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: - Pelin Berkmen & Eduardo E. Cavallo, 2007.
"Exchange Rate Policy and Liability Dollarization: An Empirical Study,"
IMF Working Papers
07/33, International Monetary Fund.
[Downloadable!]
- Thomas Flavin & Ekaterini Panopoulou, 2006.
"International Portfolio Diversification and Market Linkages in the presence of regime-switching volatility,"
The Institute for International Integration Studies Discussion Paper Series
iiisdp167, IIIS.
[Downloadable!]
Other versions: - Claudia M. Buch, 2001.
"Cross-Border Banking and Transmission Mechanisms: The Case of Europe,"
Kiel Working Papers
1063, Kiel Institute for the World Economy.
[Downloadable!]
- Antonio Diez de los Rios, 2007.
"Exchange Rate Regimes, Globalisation, and the Cost of Capital in Emerging Markets,"
Working Papers
07-29, Bank of Canada.
[Downloadable!]
Other versions: - Thomas J. Flavin and Ekaterini Panopoulou, 2007.
"Detecting Shift and Pure Contagion in East Asian Equity Markets: A Unified Approach,"
The Institute for International Integration Studies Discussion Paper Series
iiisdp236, IIIS.
[Downloadable!]
Other versions: - Alexander Kriwoluzky, 2009.
"Matching Theory and Data: Bayesian Vector Autoregression and Dynamic Stochastic General Equilibrium Models,"
Economics Working Papers
ECO2009/29, European University Institute.
[Downloadable!]
Other versions: - Markku Lanne & Helmut Luetkepohl, 2008.
"A Statistical Comparison of Alternative Identification Schemes for Monetary Policy Shocks,"
Economics Working Papers
ECO2008/23, European University Institute.
[Downloadable!]
- Enzo Weber, 2008.
"Structural Dynamic Conditional Correlation,"
SFB 649 Discussion Papers
SFB649DP2008-069, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
[Downloadable!]
- Roberto Rigobon, 2001.
"Contagion: How to Measure It?,"
NBER Working Papers
8118, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: - Siklos, Pierre L. & Bohl, Martin T. & Werner, Thomas, 2003.
"Did the Bundesbank React to Stock Price Movements?,"
Discussion Paper Series 1: Economic Studies
2003,14, Deutsche Bundesbank, Research Centre.
[Downloadable!]
- Philip Arestis & Guglielmo Maria Caporale & Andrea Cipollini & Nicola Spagnolo, 2005.
"Testing for financial contagion between developed and emerging markets during the 1997 East Asian crisis,"
International Journal of Finance & Economics,
John Wiley & Sons, Ltd., vol. 10(4), pages 359-367.
[Downloadable!]
Other versions: - Roberto Rigobon & Brian Sack, 2002.
"The impact of monetary policy on asset prices,"
Finance and Economics Discussion Series
2002-4, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Other versions:- Rigobon, Roberto & Sack, Brian, 2004.
"The impact of monetary policy on asset prices,"
Journal of Monetary Economics,
Elsevier, vol. 51(8), pages 1553-1575, November.
[Downloadable!] (restricted)
- Roberto Rigobon & Brian P. Sack, 2002.
"The Impact of Monetary Policy on Asset Prices,"
NBER Working Papers
8794, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Catherine A. Pattillo & Hélène Poirson & Luca Antonio Ricci, 2004.
"What Are the Channels Through Which External Debt Affects Growth?,"
IMF Working Papers
04/15, International Monetary Fund.
[Downloadable!]
- Vincent Hogan & Roberto Rigobon, 2003.
"Using Heteroscedasticity to Estimate the Returns to Education,"
Working Papers
200301, School Of Economics, University College Dublin.
[Downloadable!]
Other versions: - Beck, Thorsten, 2008.
"The econometrics of finance and growth,"
Policy Research Working Paper Series
4608, The World Bank.
[Downloadable!]
- Hafedh Bouakez & Michel Normandin, 2008.
"Fluctuations in the Foreign Exchange Market: How Important are Monetary Policy Shocks?,"
Cahiers de recherche
0818, CIRPEE.
[Downloadable!]
- Todd Prono, 2008.
"GARCH-based identification and estimation of triangular systems,"
Quantitative Analysis Unit Working Paper
QAU08-4, Federal Reserve Bank of Boston.
[Downloadable!]
- Roberto Rigobon & Brian Sack, 2003.
"The effects of war risk on U.S. financial markets,"
Finance and Economics Discussion Series
2003-18, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Other versions:- Rigobon, Roberto & Sack, Brian P., 2003.
"The Effects of War Risk on U.S. Financial Markets,"
Working papers
4417-03, Massachusetts Institute of Technology (MIT), Sloan School of Management.
[Downloadable!]
- Roberto Rigobon & Brian Sack, 2003.
"The Effects of War Risk on U.S. Financial Markets,"
NBER Working Papers
9609, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Rigobon, Roberto & Sack, Brian, 2005.
"The effects of war risk on US financial markets,"
Journal of Banking & Finance,
Elsevier, vol. 29(7), pages 1769-1789, July.
[Downloadable!] (restricted)
- Felices, Guillermo & Grisse, Christian & Yang, Jing, 2009.
"International financial transmission: emerging and mature markets,"
Bank of England working papers
373, Bank of England.
[Downloadable!]
- Roger Klein & Francis Vella, 2006.
"A Semiparametric Model for Binary Response and Continuous Outcomes Under Index Heteroscedasticity,"
IZA Discussion Papers
2383, Institute for the Study of Labor (IZA).
[Downloadable!]
- Brigitte Desroches & Michael Francis, 2006.
"Institutional Quality, Trade, and the Changing Distribution of World Income,"
Working Papers
06-19, Bank of Canada.
[Downloadable!]
- Andreas Beyer & Roger E.A. Farmer, 2003.
"Identifying the monetary transmission mechanism using structural breaks,"
Working Paper Series
275, European Central Bank.
[Downloadable!]
Other versions: - Ugo Panizza & Dany Jaimovich, 2007.
"Procyclicality or Reverse Causality?,"
RES Working Papers
4508, Inter-American Development Bank, Research Department.
[Downloadable!]
- Francis X. Diebold & Lutz Kilian & Marc Nerlove, 2006.
"Time Series Analysis,"
PIER Working Paper Archive
06-019, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
[Downloadable!]
Other versions:- Diebold, F.X. & Kilian, L. & Nerlove, M., 2006.
"Time Series Analysis,"
Working Papers
28556, University of Maryland, Department of Agricultural and Resource Economics.
[Downloadable!]
- Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Clara Vega, 2007.
"Real-Time Price Discovery in Global Stock, Bond and Foreign Exchange Markets,"
CREATES Research Papers
2007-20, School of Economics and Management, University of Aarhus.
[Downloadable!]
Other versions:- Andersen, Torben G. & Bollerslev, Tim & Diebold, Francis X. & Vega, Clara, 2007.
"Real-time price discovery in global stock, bond and foreign exchange markets,"
Journal of International Economics,
Elsevier, vol. 73(2), pages 251-277, November.
[Downloadable!] (restricted)
- Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Clara Vega, 2006.
"Real-time price discovery in global stock, bond and foreign exchange markets,"
International Finance Discussion Papers
871, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
- Enzo Weber, 2007.
"Volatility and Causality in Asia Pacific Financial Markets,"
SFB 649 Discussion Papers
SFB649DP2007-004, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
[Downloadable!]
- Francis Vella & Lídia Farré & Roger Klein, 2008.
"A Parametric Control Function Approach to Estimating the Returns to Schooling in the Absence of Exclusion Restrictions: An Application to the NLSY,"
Working Papers. Serie AD
2008-16, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
[Downloadable!]
- Carlo A. Favero & Francesco Giavazzi, 2000.
"Looking for Contagion: Evidence from the ERM,"
NBER Working Papers
7797, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Ugo Panizza & Dany Jaimovich, 2007.
"Prociclicalidad o Causalidad Reversa?,"
RES Working Papers
4509, Inter-American Development Bank, Research Department.
[Downloadable!]
- Elena Corallo, 2007.
"The effect of the war risk: a comparison of the consequences of the two Iraq wars,"
International Review of Economics,
Springer, vol. 54(3), pages 371-382, September.
[Downloadable!] (restricted)
- Thomas J. Flavin & Ekaterini Panopoulou & Deren Unalmis, 2008.
"On the stability of domestic financial market linkages in the presence of time-varying volatility,"
Economics, Finance and Accounting Department Working Paper Series
n1981108.pdf, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth.
[Downloadable!]
Other versions:- Flavin, Thomas J. & Panopoulou, Ekaterini & Unalmis, Deren, 2008.
"On the stability of domestic financial market linkages in the presence of time-varying volatility,"
Emerging Markets Review,
Elsevier, vol. 9(4), pages 280-301, December.
[Downloadable!] (restricted)
- Thomas J. Flavin & Ekaterini Panopoulou & Deren Unalmis, 2008.
"On the Stability of Domestic Financial Market Linkages in the Presence of time-varying Volatility,"
Working Papers
0810, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
[Downloadable!]
- Vance L. Martin & Brenda Gonzalez-Hermosillo, & Mardi Dungey & Renee A. Fry, 2004.
"Empirical Modelling of Contagion: A Review of Methodologies,"
Econometric Society 2004 Australasian Meetings
243, Econometric Society.
[Downloadable!]
Other versions: - Loriana Pelizzon & Monica Billio & Mila Getmansky, 2008.
"Crisis and Hedge Fund Risk,"
Working Papers
2008_10, University of Venice "Ca' Foscari", Department of Economics.
[Downloadable!]
- Enzo Weber, 2007.
"Correlation vs. Causality in Stock Market Comovement,"
SFB 649 Discussion Papers
SFB649DP2007-064, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
[Downloadable!]
- Enzo Weber, 2008.
"Structural Constant Conditional Correlation,"
SFB 649 Discussion Papers
SFB649DP2008-015, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
[Downloadable!]
- Emanuele Bacchiocchi & Marta Bevilacqua, 2009.
"International crises, instability periods and contagion: the case of the ERM,"
International Review of Economics,
Springer, vol. 56(2), pages 105-122, June.
[Downloadable!] (restricted)
Other versions: - Matt Klaeffling, 2003.
"Macroeconomic modelling of monetary policy,"
Working Paper Series
257, European Central Bank.
[Downloadable!]
- George Milunovich, 2006.
"Information Spillovers and Size-sorted Portfolios: Structural Evidence from Australia,"
Research Papers
0610, Macquarie University, Department of Economics.
[Downloadable!]
- Guimarães, Bernardo & Soares Gonçalves, Carlos Eduardo, 2007.
"Monetary Policy, Default Risk and the Exchange Rate,"
CEPR Discussion Papers
6501, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
- Markku Lanne & Helmut Luetkepohl & Katarzyna Maciejowska, 2009.
"Structural Vector Autoregressions with Markov Switching,"
Economics Working Papers
ECO2009/06, European University Institute.
[Downloadable!]
- Massacci, D., 2007.
"Identification and Estimation in an Incoherent Model of Contagion,"
Cambridge Working Papers in Economics
0744, Faculty of Economics, University of Cambridge.
[Downloadable!]
- Thomas J.Flavin & Ekaterini Panopoulou, 2007.
"On the robustness of international portfolio diversification benefits to regime-switching volatility,"
Economics, Finance and Accounting Department Working Paper Series
n1801007.pdf, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth.
[Downloadable!]
Other versions: - Francesco FURLANETTO, 2008.
"Does Monetary Policy React to Asset Prices? Some International Evidence,"
Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP)
08.02, Université de Lausanne, Faculté des HEC, DEEP.
[Downloadable!]
Other versions: - Elena Corallo, 2005.
"The effect of the war risk: a comparison of the consequences of the two Iraq wars on some financial variables,"
LIUC Papers in Economics
171, Cattaneo University (LIUC).
[Downloadable!]
- Enzo Weber, 2007.
"Who Leads Financial Markets?,"
SFB 649 Discussion Papers
SFB649DP2007-015, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
[Downloadable!]
Other versions: - Marco Arnone & Luca Bandiera & Andrea Presbitero, 2005.
"External Debt Sustainability: Theory and Empirical Evidence,"
International Finance
0512007, EconWPA.
[Downloadable!]
- Enzo Weber & Yanqun Zhang, 2008.
"Common Influences, Spillover and Integration in Chinese Stock Markets,"
SFB 649 Discussion Papers
SFB649DP2008-072, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
[Downloadable!]
- Roger Klein & Francis Vella, 2006.
"Estimating the Return to Endogenous Schooling Decisions for Australian Workers via Conditional Second Moments,"
IZA Discussion Papers
2407, Institute for the Study of Labor (IZA).
[Downloadable!]
- Roger Klein & Francis Vella, 2006.
"Estimating a Class of Triangular Simultaneous Equations Models Without Exclusion Restrictions,"
IZA Discussion Papers
2378, Institute for the Study of Labor (IZA).
[Downloadable!]
- Roberto Rigobon & Brian Sack, 2001.
"Measuring the reaction of monetary policy to the stock market,"
Finance and Economics Discussion Series
2001-14, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Other versions:- Roberto Rigobon & Brian Sack, 2003.
"Measuring The Reaction Of Monetary Policy To The Stock Market,"
The Quarterly Journal of Economics,
MIT Press, vol. 118(2), pages 639-669, May.
[Downloadable!] (restricted)
- Roberto Rigobon & Brian Sack, 2001.
"Measuring the Reaction of Monetary Policy to the Stock Market,"
NBER Working Papers
8350, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Andrea F. Presbitero, 2006.
"Institutions and geography as sources of economic development,"
Journal of International Development,
John Wiley & Sons, Ltd., vol. 18(3), pages 351-378.
[Downloadable!]
- gulielmo maria caporale & rea cipollini & nicola spagnolo, 2004.
"Testing For Contagion: A Conditional Correlation Analysis,"
International Finance
0406003, EconWPA.
[Downloadable!]
- Thomas Flavin & Ekaterini Panopoulou, 2006.
"Shift versus traditional contagion in Asian markets,"
The Institute for International Integration Studies Discussion Paper Series
iiisdp176, IIIS.
[Downloadable!]
- Roberto Rigobon & Dani Rodrik, 2004.
"Rule of Law, Democracy, Openness, and Income: Estimating the Interrelationships,"
NBER Working Papers
10750, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: - Roger Klein & Francis Vella, 2005.
"Estimating a class of triangular simultaneous equations models without exclusion restrictions,"
CeMMAP working papers
CWP08/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
[Downloadable!]
- Ketil Hviding & M. Nowak & Luca Antonio Ricci, 2004.
"Can Higher Reserves Help Reduce Exchange Rate Volatility?,"
IMF Working Papers
04/189, International Monetary Fund.
[Downloadable!]
- Francisco Rodriguez, 2007.
"Openness and growth: what have we learned?,"
Working Papers
51, United Nations, Department of Economics and Social Affairs.
[Downloadable!]
Other versions: - Serwa, Dobromił, 2007.
"Larger crises cost more: impact of banking sector instability on output growth,"
MPRA Paper
5101, University Library of Munich, Germany.
[Downloadable!]
Other versions: - Arthur Lewbel, 2003.
"Using Heteroskedasticity to Identify and Estimate Mismeasured and Endogenous Regressor Models,"
Boston College Working Papers in Economics
587, Boston College Department of Economics, revised 27 Nov 2007.
[Downloadable!]
- Rigobon, Roberto, 2003.
"On the measurement of the international propagation of shocks: is the transmission stable?,"
Journal of International Economics,
Elsevier, vol. 61(2), pages 261-283, December.
[Downloadable!] (restricted)
Cited by:
- Thomas J. Flavin and Ekaterini Panopoulou, 2007.
"Detecting Shift and Pure Contagion in East Asian Equity Markets: A Unified Approach,"
The Institute for International Integration Studies Discussion Paper Series
iiisdp236, IIIS.
[Downloadable!]
Other versions: - Reint Gropp & Marco Lo Duca & Jukka Vesala, 2006.
"Cross-border bank contagion in Europe,"
Working Paper Series
662, European Central Bank.
[Downloadable!]
Other versions:- Reint Gropp & Marco Lo Duca & Jukka Vesala, 2009.
"Cross-Border Bank Contagion in Europe,"
International Journal of Central Banking,
International Journal of Central Banking, vol. 5(1), pages 97-139, March.
[Downloadable!]
- Reint Gropp & Marco Lo Duca & Jukka Vesala, 2007.
"Cross-Border Bank Contagion in Europe,"
Working Paper Series: Finance and Accounting
175, Department of Finance, Goethe University Frankfurt am Main.
[Downloadable!]
- Matesanz Gómez, David & Ortega, Guillermo J., 2005.
"Economic growth and currency crisis: A real exchange rate entropic approach,"
MPRA Paper
211, University Library of Munich, Germany, revised 2006.
[Downloadable!]
- Mardi Dungey & Renee Fry & Brenda Gonzales-Hermosillo & Vance L. Martin, 2005.
"Shocks And Systemic Influences: Contagion In Global Equity Markets In 1998,"
CAMA Working Papers
2005-15, Australian National University, Centre for Applied Macroeconomic Analysis.
[Downloadable!]
- Matesanz, David & Ortega , Guillermo J., 2008.
"Network analysis of exchange data: Interdependence drives crisis contagion,"
MPRA Paper
7720, University Library of Munich, Germany.
[Downloadable!]
- Massacci, D., 2007.
"Identification and Estimation in an Incoherent Model of Contagion,"
Cambridge Working Papers in Economics
0744, Faculty of Economics, University of Cambridge.
[Downloadable!]
- Pereira, Pedro L. Valls, 2009.
"Evaluation of contagion or interdependence in the financial crises of asia and latin america, considering the Macroeconomic fundamentals,"
Textos para discussão
177, Escola de Economia de São Paulo, Getulio Vargas Foundation (Brazil).
[Downloadable!]
- Philip Arestis & Guglielmo Maria Caporale & Andrea Cipollini, 2003.
"Testing for Financial Contagion between Developed and Emerging Markets during the 1997 East Asian Crisis,"
Economics Working Paper Archive
370, Levy Economics Institute, The.
[Downloadable!]
Other versions:- Philip Arestis & Guglielmo Maria Caporale & Andrea Cipollini & Nicola Spagnolo, 2005.
"Testing For Financial Contagion Between Developed And Emerging Markets During The 1997 East Asian Crisis,"
Economics and Finance Discussion Papers
05-08, Economics and Finance Section, School of Social Sciences, Brunel University.
[Downloadable!]
- Philip Arestis & Guglielmo Maria Caporale & Andrea Cipollini & Nicola Spagnolo, 2005.
"Testing for financial contagion between developed and emerging markets during the 1997 East Asian crisis,"
International Journal of Finance & Economics,
John Wiley & Sons, Ltd., vol. 10(4), pages 359-367.
[Downloadable!]
- Iwatsubo, Kentaro & Inagaki, Kazuyuki, 2006.
"Measuring Financial Market Contagion Using Dually-Traded Stocks of Asian Firms,"
CEI Working Paper Series
2006-14, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University.
[Downloadable!]
Other versions: - Essahbi Essaadi & Jamel Jouini & Wajih Khallouli, 2004.
"The Asian Crisis Contagion: A Dynamic Correlation Approach Analysis,"
Post-Print
halshs-00201220_v1, HAL.
[Downloadable!]
Other versions: - Sarantis Tsiaplias, 2007.
"Co-movement and Integration among Developed Equity Markets,"
Melbourne Institute Working Paper Series
wp2007n25, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
[Downloadable!]
- Joao Leitao & Cristovao Oliveira, 2005.
"The Contagion Effect of the Terrorist Attacks of the 11th of September,"
Finance
0510006, EconWPA.
[Downloadable!]
- Thomas Flavin & Ekaterini Panopoulou, 2006.
"Shift versus traditional contagion in Asian markets,"
The Institute for International Integration Studies Discussion Paper Series
iiisdp176, IIIS.
[Downloadable!]
- Kristin J. Forbes & Roberto Rigobon, 2002.
"No Contagion, Only Interdependence: Measuring Stock Market Comovements,"
Journal of Finance,
American Finance Association, vol. 57(5), pages 2223-2261, October.
[Downloadable!] (restricted)
Other versions: See citations under working paper version above.
- Edwards, Sebastian & Rigobon, Roberto, 2002.
"Currency crises and contagion: an introduction,"
Journal of Development Economics,
Elsevier, vol. 69(2), pages 307-313, December.
[Downloadable!] (restricted)
Cited by:
- Philip Arestis & Guglielmo Maria Caporale & Andrea Cipollini & Nicola Spagnolo, 2005.
"Testing for financial contagion between developed and emerging markets during the 1997 East Asian crisis,"
International Journal of Finance & Economics,
John Wiley & Sons, Ltd., vol. 10(4), pages 359-367.
[Downloadable!]
Other versions: - Moura, Guilherme V. & Richard, Jean-François & Liesenfeld, Roman, 2007.
"Dynamic Panel Probit Models for Current Account Reversals and their Efficient Estimation,"
Economics Working Papers
2007,11, Christian-Albrechts-University of Kiel, Department of Economics.
[Downloadable!]
- Guilherme Valle Moura & Roman Liesenfeld & Jean-Francois Richard, 2008.
"Dynamic Panel Probit Models for Current Account Reversals and their Efficient Estimation,"
Anais do XXXVI Encontro Nacional de Economia [Proceedings of the 36th Brazilian Economics Meeting]
200807141048250, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
[Downloadable!]
- Rigobon, Roberto, 2002.
"Disinflation and fiscal reform: a neoclassical perspective,"
Journal of International Economics,
Elsevier, vol. 58(2), pages 265-297, December.
[Downloadable!] (restricted)
Other versions: See citations under working paper version above.
- Rigobon, Roberto, 2002.
"The curse of non-investment grade countries,"
Journal of Development Economics,
Elsevier, vol. 69(2), pages 423-449, December.
[Downloadable!] (restricted)
Other versions: See citations under working paper version above.