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Citations for "The Russian Default and the Contagion to Brazil"

by Taimur Baig & Ilan Goldfajn

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  1. Terhi Jokipii & Brian Lucey, 2005. "CEE Banking Sector Co-Movement: Contagion or Interdependence?," The Institute for International Integration Studies Discussion Paper Series, IIIS iiisdp077, IIIS.
  2. Nazmi, Nader, 2002. "Global finance, sovereign risk and economic performance of Brazil," The Quarterly Review of Economics and Finance, Elsevier, Elsevier, vol. 42(5), pages 865-874.
  3. Roberto Rigobon, 2002. "Contagion: How to Measure It?," NBER Chapters, National Bureau of Economic Research, Inc, in: Preventing Currency Crises in Emerging Markets, pages 269-334 National Bureau of Economic Research, Inc.
  4. Baur, Dirk & Schulze, Niels, 2005. "Coexceedances in financial markets--a quantile regression analysis of contagion," Emerging Markets Review, Elsevier, Elsevier, vol. 6(1), pages 21-43, April.
  5. Marcel Fratzscher, 2000. "On Currency Crises and Contagion," Working Paper Series, Peterson Institute for International Economics WP00-9, Peterson Institute for International Economics.
  6. Bhar, Ramaprasad & Nikolova, Biljana, 2009. "Return, volatility spillovers and dynamic correlation in the BRIC equity markets: An analysis using a bivariate EGARCH framework," Global Finance Journal, Elsevier, vol. 19(3), pages 203-218.
  7. Mardi Dungey & Renée Fry & Vance L. Martin, 2006. "Correlation, Contagion, and Asian Evidence," Asian Economic Papers, MIT Press, MIT Press, vol. 5(2), pages 32-72, June.
  8. Mohamed Ben Abdallah & Iuliana Matei, 2005. "Crise et contagion : cas des pays de l'Europe de l'Est," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00194873, HAL.
  9. Alfonso Mendoza, 2004. "Modelling Long Memory and Risk Premia in Latin American Sovereign Bond Markets," Econometrics, EconWPA 0410004, EconWPA.
  10. Anis Omri & Mohamed Frikha, 2011. "No Contagion, Only Interdependence During the US Sub-Primes Crisis," Transition Studies Review, Springer, Springer, vol. 18(2), pages 286-298, December.
  11. repec:hal:journl:halshs-00194873 is not listed on IDEAS
  12. Lizarazo, Sandra, 2010. "Default Risk and Risk Averse International Investors," MPRA Paper 20794, University Library of Munich, Germany.
  13. Ciccarelli, Matteo & Rebucci, Alessandro, 2003. "Measuring contagion with a Bayesian, time-varying coefficient model," Working Paper Series, European Central Bank 0263, European Central Bank.
  14. Renee Fry & Vance Martin & Brenda González-Hermosillo & Mardi Dungey, 2002. "International Contagion Effects from the Russian Crisis and the LTCM Near-Collapse," IMF Working Papers 02/74, International Monetary Fund.
  15. Nicolas Melissas, 2009. "On Bid Disclosure in OCS Wildcat Auctions," Working Papers, Centro de Investigacion Economica, ITAM 0905, Centro de Investigacion Economica, ITAM.
  16. Sarai Criado Nuevo, 2005. "Some critics to the contagion correlation test," Working Papers, Asociación Española de Economía y Finanzas Internacionales 05-01, Asociación Española de Economía y Finanzas Internacionales.
  17. Corsetti, Giancarlo & Pericoli, Marcello & Sbracia, Massimo, 2005. "'Some contagion, some interdependence': More pitfalls in tests of financial contagion," Journal of International Money and Finance, Elsevier, Elsevier, vol. 24(8), pages 1177-1199, December.
  18. Rigobon, Roberto, 2003. "On the measurement of the international propagation of shocks: is the transmission stable?," Journal of International Economics, Elsevier, Elsevier, vol. 61(2), pages 261-283, December.
  19. Radovan Vadovic, 2009. "Early, Late, and Multiple Bidding in Internet Auctions," Working Papers, Centro de Investigacion Economica, ITAM 0904, Centro de Investigacion Economica, ITAM.
  20. Martín Grandes, 2007. "The Determinants of Sovereign Bond Spreads: Theory and Facts From Latin America," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 44(130), pages 151-181.
  21. MARAIS Elise, 2004. "La contagion financi`ere : une ´etude empirique sur les causalités lors de la crise asiatique," International Finance, EconWPA 0404003, EconWPA.
  22. Mardi Dungey & Renee Fry & Brenda Gonzales-Hermosillo & Vance L. Martin, 2005. "Shocks And Systemic Influences: Contagion In Global Equity Markets In 1998," CAMA Working Papers 2005-15, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  23. 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, Claremont Colleges 2001-06, Claremont Colleges, revised Sep 2001.
  24. Tillmann, Peter, 2004. "External shocks and the non-linear dynamics of Brady bond spreads in a regime-switching VAR," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 14(5), pages 439-454, December.
  25. Lizarazo, Sandra, 2009. "Contagion of Financial Crises in Sovereign Debt Markets," MPRA Paper 20795, University Library of Munich, Germany, revised 06 Feb 2010.
  26. Thierry Buchs, 2005. "Equilibrium Real Exchange Rate In Brazil Estimation And Policy Implications," International Trade, EconWPA 0502013, EconWPA.
  27. 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, Bank of Finland, Institute for Economies in Transition 12/2005, Bank of Finland, Institute for Economies in Transition.
  28. 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.
  29. Axel Schimmelpfennig & E. H. Gardner, 2008. "Lebanon-Weathering the Perfect Storms," IMF Working Papers 08/17, International Monetary Fund.
  30. Sandra Lizarazo & Jose Maria Da-Rocha, 2009. "Money, Credit and Default," Working Papers, Centro de Investigacion Economica, ITAM 0908, Centro de Investigacion Economica, ITAM.
  31. Komulainen, Tuomas, 2001. "Currency Crises in Emerging Markets: Capital Flows and Herding Behaviour," BOFIT Discussion Papers, Bank of Finland, Institute for Economies in Transition 10/2001, Bank of Finland, Institute for Economies in Transition.
  32. Lucey, Brian M. & Voronkova, Svitlana, 2008. "Russian equity market linkages before and after the 1998 crisis: Evidence from stochastic and regime-switching cointegration tests," Journal of International Money and Finance, Elsevier, Elsevier, vol. 27(8), pages 1303-1324, December.
  33. Saleem, Kashif, 2008. "International linkage of the Russian market and the Russian financial crisis: A multivariate GARCH analysis," BOFIT Discussion Papers, Bank of Finland, Institute for Economies in Transition 8/2008, Bank of Finland, Institute for Economies in Transition.
  34. Dungey, Mardi & Fry, Renee & Gonzalez-Hermosillo, Brenda & Martin, Vance, 2006. "Contagion in international bond markets during the Russian and the LTCM crises," Journal of Financial Stability, Elsevier, Elsevier, vol. 2(1), pages 1-27, April.
  35. Younes Boujelbène & Majdi Ksantini, 2009. "La transmission entre les marchés boursiers :Une analyse en composante principale," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, ULB -- Universite Libre de Bruxelles, vol. 52(2), pages 161-194.