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Citations for "A Rational Expectations Model of Financial Contagion"

by Laura E. Kodres & Matthew Pritsker

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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. Acharya, Viral V. & Shin, Hyun Song & Yorulmazer, Tanju, 2009. "A Theory of Slow-Moving Capital and Contagion," CEPR Discussion Papers 7147, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  2. Sandro Brusco & Giuseppe Lopomo & Leslie M. Marx, 2008. "The Economics of Contingent Re-Auctions," Department of Economics Working Papers 08-02, Stony Brook University, Department of Economics. [Downloadable!]
  3. Sergio L. Schmukler & Tatiana Didier & Paolo Mauro, 2006. "Vanishing Contagion?," IMF Policy Discussion Papers 06/01, International Monetary Fund. [Downloadable!]
  4. Gus Garita & Chen Zhou, 2009. "Can Open Capital Markets Help Avoid Currency Crises?," DNB Working Papers 205, Netherlands Central Bank, Research Department. [Downloadable!]
  5. Fernando Broner & R. Gaston Gelos & Carmen M. Reinhart, 2003. "When in Peril, Retrench: Testing the Portfolio Channel of Contagion," Economics Working Papers 864, Department of Economics and Business, Universitat Pompeu Fabra, revised May 2005. [Downloadable!]
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  6. Sandra Lizarazo, 2009. "Contagion of Financial Crises in Sovereing Debt Markets," Working Papers 0907, Centro de Investigacion Economica, ITAM. [Downloadable!]
  7. Elena Kalotychou, Sotiris K. Staikouras, 2004. "Credit Exposure & Sovereign Risk Analysis : The Case of South America," Frontiers in Finance and Economics, Lille Graduate School of Management, vol. 1(1), pages 46-56, June. [Downloadable!]
  8. Anna Pavlova & Roberto Rigobon, 2005. "Wealth Transfers, Contagion, and Portfolio Constraints," NBER Working Papers 11440, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  9. Philippe Jorion, 2005. "Bank Trading Risk and Systemic Risk," NBER Working Papers 11037, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  10. 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!]
  11. Sandro Brusco & Fabio Castiglionesi, 2005. "Liquidity Coinsurance, Moral Hazard and Financial Contagion," Department of Economics Working Papers 05-12, Stony Brook University, Department of Economics. [Downloadable!]
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  12. Heid, Frank & Nestmann, Thorsten & Von Westernhagen, Natalja & Weder di Mauro, Beatrice, 2005. "German Bank Lending During Financial Crises: A Bank Level Analysis," CEPR Discussion Papers 5164, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  13. Victor Vaugirard, 2004. "Bank runs, political distortions and contagion," Economics Bulletin, Economics Bulletin, vol. 6(18), pages 1-10. [Downloadable!]
  14. Tood Keister, 2005. "Expectations and Contagion in Self-Fulfilling Currency Attacks," Working Papers 0501, Centro de Investigacion Economica, ITAM. [Downloadable!]
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  15. Mardi Dungey & Renee Fry & Vance Martin & Brenda González-Hermosillo, 2004. "Empirical Modeling of Contagion: A Review of Methodologies," IMF Working Papers 04/78, International Monetary Fund. [Downloadable!]
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  16. Sujit Chakravorti & Anna Ilyina & Subir Lall, 2003. "Managerial incentives and financial contagion," Working Paper Series WP-03-21, Federal Reserve Bank of Chicago. [Downloadable!]
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  17. Radovan Vadovic, 2009. "Early, Late, and Multiple Bidding in Internet Auctions," Working Papers 0904, Centro de Investigacion Economica, ITAM. [Downloadable!]
  18. Mardi Dungey & Renee Fry & Vance Martin & Brenda González-Hermosillo, 2003. "Unanticipated Shocks and Systemic Influences: The Impact of Contagion in Global Equity Markets in 1998," IMF Working Papers 03/84, International Monetary Fund. [Downloadable!]
  19. Helmut Wagner & Wolfram Berger, 2004. "Globalization, Financial Volatility and Monetary Policy," Economic Change and Restructuring, Springer, vol. 31(2), pages 163-184, June. [Downloadable!] (restricted)
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  20. Acharya, Viral V & Yorulmazer, Tanju, 2003. "Information Contagion and Inter-Bank Correlation in a Theory of Systemic Risk," CEPR Discussion Papers 3743, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  21. Melisso Boschi & Aditya Goenka, 2006. "Habit formation and the transmission of financial crises," Economics Discussion Papers 608, University of Essex, Department of Economics. [Downloadable!]
  22. Matthew Pritsker, 2005. "Large investors: implications for equilibrium asset, returns, shock absorption, and liquidity," Finance and Economics Discussion Series 2005-36, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  23. Mardi Dungey & Renee Fry & Vance Martin & Brenda González-Hermosillo, 2004. "Characterizing Global Investors' Risk Appetite for Emerging Market Debt During Financial Crises," IMF Working Papers 03/251, International Monetary Fund. [Downloadable!]
  24. Helmut Wagner & Wolfram Berger, 2003. "Financial Globalization and Monetary Policy," DNB Staff Reports (discontinued) 95, Netherlands Central Bank. [Downloadable!]
  25. Laura Veldkamp, 2004. "Information Markets and the Comovement of Asset Prices," Working Papers 04-18, New York University, Leonard N. Stern School of Business, Department of Economics. [Downloadable!]
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  26. 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)
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  27. Franklin Allen & Elena Carletti, 2007. "Banks, Markets and Liquidity," RBA Annual Conference Volume, in: Christopher Kent & Jeremy Lawson (ed.), The Structure and Resilience of the Financial System Reserve Bank of Australia. [Downloadable!]
  28. Graciela L. Kaminsky & Carmen Reinhart & Carlos A. Vegh, 2003. "The Unholy Trinity of Financial Contagion," NBER Working Papers 10061, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  29. Victor Vaugirard, 2005. "Crony Capitalism and Sovereign Default," Open Economies Review, Springer, vol. 16(1), pages 77-99, January. [Downloadable!] (restricted)
  30. 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!]
  31. Felices, Guillermo & Grisse, Christian & Yang, Jing, 2009. "International financial transmission: emerging and mature markets," Bank of England working papers 373, Bank of England. [Downloadable!]
  32. Gaston R. Gelos & Shang-Jin Wei, 2002. "Transparency and International Investor Behavior," IMF Working Papers 02/174, International Monetary Fund. [Downloadable!]
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  33. Mark Aguiar & Gita Gopinath, 2004. "Defaultable debt, interest rates and the current account," Proceedings, Federal Reserve Bank of San Francisco, issue Jun. [Downloadable!]
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  34. Pavlova, Anna & Rigobon, Roberto, 2008. "The Role of Portfolio Constraints in the International Propagation of Shocks," CEPR Discussion Papers 6647, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  35. Albuquerque, Rui & Vega, Clara, 2006. "Asymmetric Information in the Stock Market: Economic News and Co-movement," CEPR Discussion Papers 5598, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  36. Theodoros Diasakos, 2008. "Comparative Statics of General Equilibrium Asset Prices," Carlo Alberto Notebooks 72, Collegio Carlo Alberto. [Downloadable!]
  37. Patrick Bernet & Thomas Getzen, 2008. "Can a violation of investor trust lead to financial contagion in the market for tax-exempt hospital bonds?," International Journal of Health Care Finance and Economics, Springer, vol. 8(1), pages 27-51, March. [Downloadable!] (restricted)
  38. Mody, Ashoka & Taylor, Mark P, 2003. "Common Vulnerabilities," CEPR Discussion Papers 3759, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  39. Jon Wongswan, 2003. "Contagion: an empirical test," International Finance Discussion Papers 775, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  40. Marcelo Pinheiro, 2005. "Informational asymmetries and a multiplier effect on price correlation and trading," Annals of Finance, Springer, vol. 1(4), pages 395-421, October. [Downloadable!] (restricted)
  41. Heiko Hesse & Nathaniel Frank, 2009. "Financial Spillovers to Emerging Markets during the Global Financial Crisis," IMF Working Papers 09/104, International Monetary Fund. [Downloadable!]
  42. Hakan Yilmazkuday, 2008. "Twin Crises in Turkey: A Comparison of Currency Crisis Models," European Journal of Comparative Economics, Cattaneo University (LIUC), vol. 5(1), pages 107-124, June. [Downloadable!]
  43. Kannan, Prakash & Kohler-Geib, Fritzi, 2009. "The uncertainty channel of contagion," Policy Research Working Paper Series 4995, The World Bank. [Downloadable!]
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  44. Gerard Hoberg & Gordon M. Phillips, 2008. "Real and Financial Industry Booms and Busts," NBER Working Papers 14290, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  45. Stijn Van Nieuwerburgh & Laura Veldkamp, 2008. "Information Acquisition and Under-Diversification," NBER Working Papers 13904, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  46. Tao Sun & Xiaojing Zhang, 2009. "Spillovers of the U.S. Subprime Financial Turmoil to Mainland China and Hong Kong SAR: Evidence from Stock Markets," IMF Working Papers 09/166, International Monetary Fund. [Downloadable!]
  47. Gregory H. Bauer & Clara Vega, 2006. "The monetary origins of asymmetric information in international equity markets," International Finance Discussion Papers 872, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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  48. Brenda González-Hermosillo, 2008. "Investors’ Risk Appetite and Global Financial Market Conditions," IMF Working Papers 08/85, International Monetary Fund. [Downloadable!]
  49. John Ammer & Jon Wongswan, 2004. "Cash flows and discount rates, industry and country effects, and co-movement in stock returns," International Finance Discussion Papers 818, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  50. Sakho, Yaye Seynabou, 2006. "Contagion and firms'internationalization in Latin America : evidence from Mexico, Brazil, and Chile," Policy Research Working Paper Series 4076, The World Bank. [Downloadable!]
  51. Se-Jik Kim, 2004. "Timing of International Bailouts," IMF Working Papers 04/9, International Monetary Fund. [Downloadable!]
  52. Anna Ilyina, 2005. "Investment Restrictions and Contagion in Emerging Markets," IMF Working Papers 05/190, International Monetary Fund. [Downloadable!]
  53. Jon Wongswan, 2005. "The response of global equity indexes to U.S. monetary policy announcements," International Finance Discussion Papers 844, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  54. Céline Gimet, 2007. "Conditions necessary for the sustainability of an emerging area: the importance of banking and financial regional criteria," Post-Print halshs-00356066_v1, HAL. [Downloadable!]
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This page was last updated on 2009-12-8.

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