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The Russian Default and the Contagion to Brazil

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Author Info
Taimur Baig
Ilan Goldfajn
Abstract

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Publisher Info
Paper provided by International Monetary Fund in its series IMF Working Papers with number 00/160.

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Date of creation: 01 Oct 2000
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Handle: RePEc:imf:imfwpa:00/160

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Related research
Keywords: Debt ; Brazil ; Russian Federation ; Exchange rates ; Offshore financial centers ;

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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.)
  1. Sandra Lizarazo, 2009. "Default Risk and Risk Averse International Investors," Working Papers 0908, Centro de Investigacion Economica, ITAM. [Downloadable!]
  2. Thomas D. Willett & Aida Budiman & Arthur Denzau & Gab-Je Jo & Cesar Ramos & John Thomas, 2001. "The Falsification of Four Popular Hypotheses about International Financial Behavior during the Asian Crisis," Claremont Colleges Working Papers 2001-06, Claremont Colleges, revised Sep 2001. [Downloadable!]
  3. E. H. Gardner & Axel Schimmelpfennig, 2008. "Lebanon-Weathering the Perfect Storms," IMF Working Papers 08/17, International Monetary Fund. [Downloadable!]
  4. Komulainen, Tuomas, 2001. "Currency Crises in Emerging Markets: Capital Flows and Herding Behaviour," BOFIT Discussion Papers 10/2001, Bank of Finland, Institute for Economies in Transition. [Downloadable!]
  5. Sarai Criado Nuevo, . "Some critics to the contagion correlation test," Working Papers on International Economics and Finance 05-01, FEDEA. [Downloadable!]
  6. Alfonso Mendoza, 2004. "Modelling Long Memory and Risk Premia in Latin American Sovereign Bond Markets," Econometrics 0410004, EconWPA. [Downloadable!]
    Other versions:
  7. Sandra Lizarazo, 2009. "Contagion of Financial Crises in Sovereing Debt Markets," Working Papers 0907, Centro de Investigacion Economica, ITAM. [Downloadable!]
  8. Martín Grandes, 2007. "The Determinants of Sovereign Bond Spreads: Theory and Facts From Latin America," Cuadernos de Economía (Latin American Journal of Economics), Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 44(130), pages 151-181. [Downloadable!]
  9. MArdi Dungey & Renee Fry & Brenda Gonzales-Hermosillo & Vance L. Martin & Chrismin Tang, 2008. "Are Financial Crises Alike?," CAMA Working Papers 2008-15, Australian National University, Centre for Applied Macroeconomic Analysis. [Downloadable!]
  10. M. Lucey, Brian & Voronkova, Svitlana, 2005. "Russian equity market linkages before and after the 1998 crisis: Evidence from time-varying and stochastic cointegration tests," BOFIT Discussion Papers 12/2005, Bank of Finland, Institute for Economies in Transition. [Downloadable!]
  11. Radovan Vadovic, 2009. "Early, Late, and Multiple Bidding in Internet Auctions," Working Papers 0904, Centro de Investigacion Economica, ITAM. [Downloadable!]
  12. Matteo Ciccarelli & Alessandro Rebucci, 2003. "Measuring Contagion with a Bayesian Time-Varying Coefficient Model," IMF Working Papers 03/171, International Monetary Fund. [Downloadable!]
    Other versions:
  13. Roberto Rigobon, 2001. "Contagion: How to Measure It?," NBER Working Papers 8118, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  14. Marcel Fratzscher, 2003. "On currency crises and contagion," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 8(2), pages 109-129. [Downloadable!]
    Other versions:
  15. Terhi Jokipii & Brian Lucey, 2005. "CEE Banking Sector Co-Movement: Contagion or Interdependence?," The Institute for International Integration Studies Discussion Paper Series iiisdp077, IIIS. [Downloadable!]
    Other versions:
  16. Thierry Buchs, 2005. "Equilibrium Real Exchange Rate In Brazil Estimation And Policy Implications," International Trade 0502013, EconWPA. [Downloadable!]
  17. Mohamed Ben Abdallah & Iuliana Matei, 2005. "Crise et contagion : cas des pays de l'Europe de l'Est," Cahiers de la Maison des Sciences Economiques bla05044, Université Panthéon-Sorbonne (Paris 1). [Downloadable!]
    Other versions:
  18. Nicolas Melissas, 2009. "On Bid Disclosure in OCS Wildcat Auctions," Working Papers 0905, Centro de Investigacion Economica, ITAM. [Downloadable!]
  19. Mardi Dungey & Renee Fry & Vance Martin & Brenda González-Hermosillo, 2002. "International Contagion Effects from the Russian Crisis and the LTCM Near-Collapse," IMF Working Papers 02/74, International Monetary Fund. [Downloadable!]
  20. Corsetti, Giancarlo & Pericoli, Marcello & Sbracia, Massimo, 2002. "Some Contagion, Some Interdependence: More Pitfalls in Tests of Financial Contagion," CEPR Discussion Papers 3310, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Other versions:
  21. Marcos Souto & Theodore M. Barnhill, 2007. "Stochastic Volatilities and Correlations, Extreme Values and Modeling the Macroeconomic Environment, Under Which Brazilian Banks Operate," IMF Working Papers 07/290, International Monetary Fund. [Downloadable!]
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This page was last updated on 2009-11-20.

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