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Citations for "When in Peril, Retrench: Testing the Portfolio Channel of Contagion"

by Fernando A. Broner & R. Gaston Gelos & Carmen M. Reinhart

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  1. Félix, Luiz & Kräussl, Roman & Stork, Philip, 2013. "The 2011 European short sale ban on financial stocks: A cure or a curse?," CFS Working Paper Series, Center for Financial Studies (CFS) 2013/17, Center for Financial Studies (CFS).
  2. Albuquerque, Rui & Ramadorai, Tarun & Watugala, Sumudu, 2011. "Trade Credit and International Return Comovement," CEPR Discussion Papers, C.E.P.R. Discussion Papers 8222, C.E.P.R. Discussion Papers.
  3. Jokipii , Terhi & Lucey, Brian, 2006. "Contagion and interdependence: measuring CEE banking sector co-movements," Research Discussion Papers, Bank of Finland 15/2006, Bank of Finland.
  4. Fratzscher, Marcel, 2012. "Capital controls and foreign exchange policy," Working Paper Series, European Central Bank 1415, European Central Bank.
  5. Didier, Tatiana & Hevia, Constantino & Schmukler, Sergio L., 2012. "How resilient and countercyclical were emerging economies during the global financial crisis?," Journal of International Money and Finance, Elsevier, Elsevier, vol. 31(8), pages 2052-2077.
  6. Andrade, Sandro C. & Kohlscheen, Emanuel, 2010. "Pessimistic Foreign Investors and Turmoil in Emerging Markets : The Case of Brazil in 2002," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics 926, University of Warwick, Department of Economics.
  7. Sohnke M. Bartram & John Griffin & David T. Ng, 2012. "How Important are Foreign Ownership Linkages for International Stock Returns?," Working Papers, Hong Kong Institute for Monetary Research 122012, Hong Kong Institute for Monetary Research.
  8. Ruxandra Dana Vilag & George Horia Ionescu, 2013. "Financial Crisis’ Propagation Through Investors," Romanian Economic Business Review, Romanian-American University, Romanian-American University, vol. 8(1), pages 107-122, March.
  9. Forbes, Kristin J. & Fratzscher, Marcel & Kostka, Thomas & Straub, Roland, 2012. "Bubble thy neighbor: portfolio effects and externalities from capital controls," Proceedings, Federal Reserve Bank of San Francisco, Federal Reserve Bank of San Francisco, issue Nov, pages 1-48.
  10. Bayoumi, Tamim & Fazio, Giorgio & Kumar, Manmohan & MacDonald, Ronald, 2007. "Fatal attraction: Using distance to measure contagion in good times as well as bad," Review of Financial Economics, Elsevier, Elsevier, vol. 16(3), pages 259-273.
  11. Lizarazo, Sandra, 2010. "Default Risk and Risk Averse International Investors," MPRA Paper 20794, University Library of Munich, Germany.
  12. Fernando A. Broner & Guido Lorenzoni & Sergio L. Schmukler, 2007. "Why Do Emerging Economies Borrow Short Term?," NBER Working Papers 13076, National Bureau of Economic Research, Inc.
  13. Francisco Ceballos & Tatiana Didier & Sergio L. Schmukler, 2012. "Financial Globalization in Emerging Countries : Diversification vs. Offshoring," Finance Working Papers 23350, East Asian Bureau of Economic Research.
  14. Ravi Balakrishnan & Stephan Danninger & Selim Elekdag & Irina Tytell, 2011. "The Transmission of Financial Stress from Advanced to Emerging Economies," Emerging Markets Finance and Trade, M.E. Sharpe, Inc., M.E. Sharpe, Inc., vol. 47(0), pages 40-68, May.
  15. Cristina Arellano & Yan Bai, 2013. "Linkages across Sovereign Debt Markets," NBER Working Papers 19548, National Bureau of Economic Research, Inc.
  16. Harald Hau & Helene Rey, 2002. "Exchange Rate, Equity Prices and Capital Flows," NBER Working Papers 9398, National Bureau of Economic Research, Inc.
  17. Dennis Reinhardt & Salvatore Dell'Erba, 2013. "Las olas de capital no son todas iguales: análisis sectorial de las alzas en las entradas de IED," Boletín, Centro de Estudios Monetarios Latinoamericanos, Centro de Estudios Monetarios Latinoamericanos, vol. 0(2), pages 57-92, abril-jun.
  18. Pavlova, Anna & Rigobon, Roberto, 2005. "Wealth Transfers, Contagion and Portfolio Constraints," CEPR Discussion Papers, C.E.P.R. Discussion Papers 5117, C.E.P.R. Discussion Papers.
  19. Bernardo Guimaraes & Stephen Morris, 2006. "Risk and wealth in a model of self-fulfilling currency attacks," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library 4804, London School of Economics and Political Science, LSE Library.
  20. Raddatz, Claudio & Schmukler, Sergio L. & Williams, Tomas, 2014. "International asset allocations and capital flows : the benchmark effect," Policy Research Working Paper Series 6866, The World Bank.
  21. Claudio Raddatz & Sergio L. Schmukler, 2011. "On the International Transmission of Shocks: Micro-Evidence from Mutual Fund Portfolios," NBER Working Papers 17358, National Bureau of Economic Research, Inc.
  22. Rudiger Ahrend & Antoine Goujard, 2012. "International Capital Mobility and Financial Fragility - Part 3. How Do Structural Policies Affect Financial Crisis Risk?: Evidence from Past Crises Across OECD and Emerging Economies," OECD Economics Department Working Papers 966, OECD Publishing.
  23. Brière, Marie & Chapelle, Ariane & Szafarz, Ariane, 2012. "No contagion, only globalization and flight to quality," Journal of International Money and Finance, Elsevier, Elsevier, vol. 31(6), pages 1729-1744.
  24. Fatih Ozatay & Erdal Ozmen & Gulbin Sahinbeyoglu, 2008. "Emerging Market Sovereign Spreads, Global Financial Conditions and US Macroeconomic News," Working Papers, Economic Research Forum 400, Economic Research Forum, revised May 2008.
  25. Didier, Tatiana & Hevia, Constantino & Schmukler, Sergio L., 2011. "How resilient and countercyclical were emerging economies to the global financial crisis ?," Policy Research Working Paper Series 5637, The World Bank.
  26. Kristin J. Forbes & Francis E. Warnock, 2011. "Capital Flow Waves: Surges, Stops, Flight, and Retrenchment," NBER Working Papers 17351, National Bureau of Economic Research, Inc.
  27. Küçük, Ugur N., 2009. "Emerging Market Local Currency Bond Market, Too Risky to Invest?," MPRA Paper 21878, University Library of Munich, Germany.
  28. Asli Demirgüç-Kunt & Luis Servén, 2010. "Are All the Sacred Cows Dead? Implications of the Financial Crisis for Macro- and Financial Policies," World Bank Research Observer, World Bank Group, World Bank Group, vol. 25(1), pages 91-124, February.
  29. Leila Ali & Yan Kestens, 2006. "Contagion and Crises Clusters: Toward a Regional Warning System?," Review of World Economics (Weltwirtschaftliches Archiv), Springer, Springer, vol. 142(4), pages 814-839, December.
  30. Mohammad Karimi & Marcel-Cristian Voia, 2011. "Empirics of Currency Crises: A Duration Analysis Approach," Carleton Economic Papers, Carleton University, Department of Economics 11-11, Carleton University, Department of Economics.
  31. Itay Goldstein & Assaf Razin & Hui Tong, 2008. "Liquidity, Institutional Quality and the Composition of International Equity Outflows," NBER Working Papers 13723, National Bureau of Economic Research, Inc.
  32. Fratzscher, Marcel, 2011. "Capital Flows, Push versus Pull Factors and the Global Financial Crisis," CEPR Discussion Papers, C.E.P.R. Discussion Papers 8496, C.E.P.R. Discussion Papers.
  33. Salvatore Dell’Erba & Dennis Reinhardt, 2011. "Surfing the Capital Waves: A sector-level examination of surges in FDI inflows," Working Papers 11.07, Swiss National Bank, Study Center Gerzensee.
  34. Demirguc-Kunt, Asli & Serven, Luis, 2009. "Are All the Sacred Cows Dead? Implications of the Financial Crisis for Macro and Financial Policies," Policy Research Working Paper Series 4807, The World Bank.
  35. Michael Bleaney, & Liliana Castilleja Vargas, . "Real Exchange Rates, Valuation Effects and Growth in Emerging Markets," Discussion Papers 07/12, University of Nottingham, CREDIT.
  36. Luís Brandão Marques & Gaston Gelos & Natalia Melgar, 2013. "Country Transparency and the Global Transmission of Financial Shocks," IMF Working Papers, International Monetary Fund 13/156, International Monetary Fund.
  37. Geert Bekaert & Michael Ehrmann & Marcel Fratzscher & Arnaud Mehl, 2014. "The Global Crisis and Equity Market Contagion," Discussion Papers of DIW Berlin 1352, DIW Berlin, German Institute for Economic Research.
  38. Didier, Tatiana & Mauro, Paolo & Schmukler, Sergio L., 2008. "Vanishing financial contagion?," Journal of Policy Modeling, Elsevier, Elsevier, vol. 30(5), pages 775-791.
  39. Paolo Mauro & Tatiana Didier & Sergio L. Schmukler, 2006. "Vanishing Contagion?," IMF Policy Discussion Papers, International Monetary Fund 06/01, International Monetary Fund.
  40. Assaf Razin & Anuk Serechetapongse, 2010. "Equity Prices and Equity Flows: Testing Theory of the Information-Efficiency Tradeoff," NBER Working Papers 16651, National Bureau of Economic Research, Inc.
  41. Cristina Arellano & Yan Bai, 2013. "Linkages across sovereign debt markets," Staff Report, Federal Reserve Bank of Minneapolis 491, Federal Reserve Bank of Minneapolis.
  42. Halim DABBOU & Ahmed SILEM, 2014. "Price Limit and Financial Contagion: Protection or Illusion? The Tunisian Stock Exchange Case," International Journal of Economics and Financial Issues, Econjournals, Econjournals, vol. 4(1), pages 54-70.
  43. Gębka, Bartosz & Wohar, Mark E., 2013. "International herding: Does it differ across sectors?," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 23(C), pages 55-84.
  44. Choe, Kwang-il & Choi, Pilsun & Nam, Kiseok & Vahid, Farshid, 2012. "Testing financial contagion on heteroskedastic asset returns in time-varying conditional correlation," Pacific-Basin Finance Journal, Elsevier, Elsevier, vol. 20(2), pages 271-291.
  45. Boschi, Melisso & Goenka, Aditya, 2012. "Relative risk aversion and the transmission of financial crises," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 36(1), pages 85-99.
  46. Reinhardt, Dennis & Dell'Erba, Salvatore, 2013. "Not all capital waves are alike: a sector-level examination of surges in FDI inflows," Bank of England working papers, Bank of England 474, Bank of England.
  47. Luis Opazo & Claudio Raddatz & Sergio Schmukler, 2009. "The Long And The Short Of Emerging Market Debt," Working Papers Central Bank of Chile, Central Bank of Chile 530, Central Bank of Chile.
  48. Tai-kuang Ho & Ming-yen Wu, 2012. "Third-person Effect and Financial Contagion in the Context of a Global Game," Open Economies Review, Springer, Springer, vol. 23(5), pages 823-846, November.
  49. Ahrend, Rudiger & Goujard, Antoine, 2013. "Foreign bank presence: Helping or hurting when financial contagion strikes?," Economics Letters, Elsevier, Elsevier, vol. 120(2), pages 314-317.
  50. Büyükşahin, Bahattin & Robe, Michel A., 2014. "Speculators, commodities and cross-market linkages," Journal of International Money and Finance, Elsevier, Elsevier, vol. 42(C), pages 38-70.
  51. Jinjarak, Yothin & Wongswan, Jon & Zheng, Huanhuan, 2011. "International fund investment and local market returns," Journal of Banking & Finance, Elsevier, Elsevier, vol. 35(3), pages 572-587, March.
  52. Stephan Danninger & Irina Tytell & Ravi Balakrishnan & Selim Elekdag, 2009. "The Transmission of Financial Stress From Advanced to Emerging Economies," IMF Working Papers, International Monetary Fund 09/133, International Monetary Fund.
  53. Gaston Gelos, 2011. "International Mutual Funds, Capital Flow Volatility, and Contagion-A Survey," IMF Working Papers, International Monetary Fund 11/92, International Monetary Fund.
  54. Damien PUY, 2013. "Institutional Investors Flows and the Geography of Contagion," Economics Working Papers, European University Institute ECO2013/06, European University Institute.
  55. Kannan, Prakash & Kohler-Geib, Fritzi, 2009. "The uncertainty channel of contagion," Policy Research Working Paper Series 4995, The World Bank.
  56. Berger, Dave & Turtle, H.J., 2011. "Emerging market crises and US equity market returns," Global Finance Journal, Elsevier, vol. 22(1), pages 32-41.
  57. Sophie Brana & Delphine Lahet, 2011. "THE DEPENDENCE OF CEECs ON FOREIGN BANK CLAIMS: DIRECT AND INDIRECT RISKS OF CAPITAL WITHDRAWAL," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan wp1023, William Davidson Institute at the University of Michigan.
  58. Opazo, Luis & Raddatz, Claudio & Schmukler, Sergio L., 2014. "Institutional investors and long-term investment : evidence from Chile," Policy Research Working Paper Series 6922, The World Bank.