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Financial deleveraging and the international transmission of shocks

In: The international financial crisis and policy challenges in Asia and the Pacific

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  • Michael B Devereux

    (University of British Columbia, NBER, CEPR)

  • James Yetman

    (Bank for International Settlements)

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This chapter was published in:

  • Bank for International Settlements, 2010. "The international financial crisis and policy challenges in Asia and the Pacific," BIS Papers, Bank for International Settlements, Bank for International Settlements, number 52, 8.
    This item is provided by Bank for International Settlements in its series BIS Papers chapters with number 52-14.

    Handle: RePEc:bis:bisbpc:52-14

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    References

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    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.:
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    1. Pavlova, Anna & Rigobon, Roberto, 2008. "The Role of Portfolio Constraints in the International Propagation of Shocks," CEPR Discussion Papers, C.E.P.R. Discussion Papers 6647, C.E.P.R. Discussion Papers.
    2. Michael B. Devereux & Alan Sutherland, 2011. "Country Portfolios In Open Economy Macro‐Models," Journal of the European Economic Association, European Economic Association, European Economic Association, vol. 9(2), pages 337-369, 04.
    3. Michael B. Devereux & James Yetman, 2010. "Leverage Constraints and the International Transmission of Shocks," Working Papers, Hong Kong Institute for Monetary Research 132010, Hong Kong Institute for Monetary Research.
    4. Mendoza, Enrique G. & Smith, Katherine A., 2006. "Quantitative implications of a debt-deflation theory of Sudden Stops and asset prices," Journal of International Economics, Elsevier, Elsevier, vol. 70(1), pages 82-114, September.
    5. Cedric Tille & Eric van Wincoop, 2007. "International Capital Flows," Working Papers, Hong Kong Institute for Monetary Research 122007, Hong Kong Institute for Monetary Research.
    6. Baxter, M. & Jermann, U.J., 1993. "The International Diversification Puzzle is Worse than you Think," RCER Working Papers 350, University of Rochester - Center for Economic Research (RCER).
    7. Matteo Iacoviello, 2002. "House prices, borrowing constraints and monetary policy in the business cycle," Boston College Working Papers in Economics, Boston College Department of Economics 542, Boston College Department of Economics, revised 06 Dec 2004.
    8. repec:bla:restud:v:75:y:2008:i:4:p:1215-1256 is not listed on IDEAS
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    Cited by:
    1. Anton Korinek, 2011. "Hot Money and Serial Financial Crises," IMF Economic Review, Palgrave Macmillan, Palgrave Macmillan, vol. 59(2), pages 306-339, June.
    2. Philip R Lane & Gian Maria Milesi-Ferretti, 2011. "The Cross-Country Incidence of the Global Crisis," IMF Economic Review, Palgrave Macmillan, Palgrave Macmillan, vol. 59(1), pages 77-110, April.
    3. Jun-ichi Shinkai & Akira Kohsaka, 2010. "Financial Linkages and Business Cycles of Japan: An Analysis Using Financial Conditions Index," OSIPP Discussion Paper, Osaka School of International Public Policy, Osaka University 10E008, Osaka School of International Public Policy, Osaka University.
    4. Giovanni Lombardo & Luca Dedola, 2010. "Financial Frictions, Financial Integration and the International Propagation of Shocks," 2010 Meeting Papers, Society for Economic Dynamics 288, Society for Economic Dynamics.
    5. Nephil Matangi Maskay, 2010. "Macro-Financial Links and Monetary Policy Management," Research Studies, South East Asian Central Banks (SEACEN) Research and Training Centre, South East Asian Central Banks (SEACEN) Research and Training Centre, number rp78, June.
    6. Eric van Wincoop, 2011. "International Contagion Through Leveraged Financial Institutions," NBER Working Papers 17686, National Bureau of Economic Research, Inc.
    7. Ueda, Kozo, 2012. "Banking globalization and international business cycles: Cross-border chained credit contracts and financial accelerators," Journal of International Economics, Elsevier, Elsevier, vol. 86(1), pages 1-16.
    8. Vahagn Galstyan & Philip Lane, 2010. "The Dynamics of Portfolio Holdings in Emerging Europe," The Institute for International Integration Studies Discussion Paper Series, IIIS iiisdp346, IIIS.

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