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Do Miracles Lead to Crises?: An Informational Frictions Explanation to Emerging Market Financial Crises

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  • Emine Boz

    ()
    (Economics University of Maryland)

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File URL: http://repec.org/sed2005/up.8298.1107051064.pdf
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Bibliographic Info

Paper provided by Society for Economic Dynamics in its series 2005 Meeting Papers with number 496.

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Date of creation: 2005
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Handle: RePEc:red:sed005:496

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Postal: Society for Economic Dynamics Christian Zimmermann Economic Research Federal Reserve Bank of St. Louis PO Box 442 St. Louis MO 63166-0442 USA
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Related research

Keywords: financial crises; emerging markets; informational frictions; signal extraction;

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References

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  1. Enrique G. Mendoza & Katherine A. Smith, 2004. "Quantitative Implication of A Debt-Deflation Theory of Sudden Stops and Asset Prices," NBER Working Papers 10940, National Bureau of Economic Research, Inc.
  2. Albuquerque, Rui & Bauer, Gregory & Schneider, Martin, 2005. "International Equity Flows and Returns: A Quantitative Equilibrium Approach," CEPR Discussion Papers 5159, C.E.P.R. Discussion Papers.
  3. Jenny Corbett & Gregor Irwin & David Vines, 1999. "From Asian Miracle to Asian Crisis: Why Vulnerability, Why Collapse?," RBA Annual Conference Volume, in: David Gruen & Luke Gower (ed.), Capital Flows and the International Financial System Reserve Bank of Australia.
  4. Tomas Dvorak, 2001. "Do Domestic Investors Have an Information Advantage? Evidence from Indonesia," Center for Development Economics 168, Department of Economics, Williams College.
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Cited by:
  1. Enrique G. Mendoza, 2006. "Lessons from the Debt-Deflation Theory of Sudden Stops," American Economic Review, American Economic Association, vol. 96(2), pages 411-416, May.

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