Advanced Search
MyIDEAS: Login

Citations for "Portfolio Diversification, Leverage, and Financial Contagion"

by T. Todd Smith & Garry J. Schinasi

For a complete description of this item, click here. For a RSS feed for citations of this item, click here.
as in new window
  1. Eric Santor, 2003. "Banking Crises and Contagion: Empirical Evidence," Working Papers, Bank of Canada 03-1, Bank of Canada.
  2. David, Antonio C., 2007. "Controls on capital inflows and external shocks," Policy Research Working Paper Series 4176, The World Bank.
  3. Lizarazo, Sandra, 2009. "Contagion of Financial Crises in Sovereign Debt Markets," MPRA Paper 20795, University Library of Munich, Germany, revised 06 Feb 2010.
  4. Marcello Pericoli & Massimo Sbracia, 2003. "A Primer on Financial Contagion," Journal of Economic Surveys, Wiley Blackwell, Wiley Blackwell, vol. 17(4), pages 571-608, 09.
  5. Gaston Gelos, 2011. "International Mutual Funds, Capital Flow Volatility, and Contagion-A Survey," IMF Working Papers 11/92, International Monetary Fund.
  6. Gebka, Bartosz & Serwa, Dobromil, 2006. "Are financial spillovers stable across regimes?: Evidence from the 1997 Asian crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 16(4), pages 301-317, October.
  7. Kee-Hong Bae & G. Andrew Karolyi & René M. Stulz, 2003. "A New Approach to Measuring Financial Contagion," Review of Financial Studies, Society for Financial Studies, Society for Financial Studies, vol. 16(3), pages 717-763, July.
  8. Céline Gimet, 2007. "Le projet d'Union Monétaire dans le Mercosur :Etude de la position actuelle dans les pays par rapport à une carte de critères de soutenabilité," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, ULB -- Universite Libre de Bruxelles, vol. 50(2), pages 249-273.
  9. Gimet, Celine, 2007. "Conditions necessary for the sustainability of an emerging area: The importance of banking and financial regional criteria," Journal of Multinational Financial Management, Elsevier, Elsevier, vol. 17(4), pages 317-335, October.
  10. MARAIS Elise, 2004. "La contagion financi`ere : une ´etude empirique sur les causalités lors de la crise asiatique," International Finance, EconWPA 0404003, EconWPA.
  11. Buch, Claudia M. & Heinrich, Ralph P. & Pierdzioch, Christian, 2001. "Globalisierung der Finanzmärkte: Freier Kapitalverkehr oder Tobin-Steuer?," Kiel Discussion Papers 381, Kiel Institute for the World Economy (IfW).
  12. Antonio David, 2005. "Do controls on capital inflows insulate domestic variables against external shocks?," Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group 9, Money Macro and Finance Research Group.
  13. Michael Frenkel & Lukas Menkhoff, 2004. "Are Foreign Institutional Investors Good for Emerging Markets?," The World Economy, Wiley Blackwell, Wiley Blackwell, vol. 27(8), pages 1275-1293, 08.
  14. Anna Ilyina, 2005. "Investment Restrictions and Contagion in Emerging Markets," IMF Working Papers 05/190, International Monetary Fund.
  15. Kristin Forbes, 2000. "The Asian Flu and Russian Virus: Firm-level Evidence on How Crises are Transmitted Internationally," NBER Working Papers 7807, National Bureau of Economic Research, Inc.
  16. Shimizu, Junko & Ogawa, Eiji, 2005. "Risk properties of AMU denominated Asian bonds," Journal of Asian Economics, Elsevier, Elsevier, vol. 16(4), pages 590-611, August.
  17. Király, Júlia & Nagy, Márton & Szabó E., Viktor, 2008. "Egy különleges eseménysorozat elemzése - a másodrendű jelzáloghitel-piaci válság és (hazai) következményei
    [Analysis of a special sequence of events - the crisis on the secondary mortga
    ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 573-621.
  18. Bacchetta, Philippe & van Wincoop, Eric, 2012. "Sudden Spikes in Global Risk," CEPR Discussion Papers, C.E.P.R. Discussion Papers 8853, C.E.P.R. Discussion Papers.
  19. 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.
  20. Sophie Brana & Delphine Lahet, 2005. "La propagation des crises financieres dans les pays emergents : la contagion est-elle discriminante ?," Economie Internationale, CEPII research center, CEPII research center, issue 103, pages 73-96.
  21. Claudio E. V. Borio, 2004. "Market distress and vanishing liquidity: anatomy and policy options," BIS Working Papers 158, Bank for International Settlements.
  22. Wildmann, Christian, 2010. "What drives portfolio investments of German banks in emerging capital markets?," Discussion Paper Series 2: Banking and Financial Studies 2010,04, Deutsche Bundesbank, Research Centre.
  23. Fernando A. Broner & R. Gaston Gelos & Carmen Reinhart, 2004. "When in peril, retrench: testing the portfolio channel of contagion," Working Paper Series, Federal Reserve Bank of San Francisco 2004-28, Federal Reserve Bank of San Francisco.
  24. Sandro Brusco & Fabio Castiglionesi, 2005. "Liquidity Coinsurance, Moral Hazard and Financial Contagion," Department of Economics Working Papers, Stony Brook University, Department of Economics 05-12, Stony Brook University, Department of Economics.
  25. Van Rijckeghem, Caroline & Weder, Beatrice, 2001. "Sources of contagion: is it finance or trade?," Journal of International Economics, Elsevier, Elsevier, vol. 54(2), pages 293-308, August.
  26. Mark Aguiar & Gita Gopinath, 2004. "Defaultable debt, interest rates and the current account," Proceedings, Federal Reserve Bank of San Francisco, Federal Reserve Bank of San Francisco, issue Jun.
  27. Jorge A. Chan-Lau & Iryna V. Ivaschenko, 2002. "Asian Flu or Wall Street Virus? Price and Volatility Spillovers of the Tech and Non-Tech Sectors in the United States and Asia," IMF Working Papers 02/154, International Monetary Fund.
  28. Borensztein, Eduardo R. & Gelos, R. Gaston, 2003. "Leaders and followers: emerging market fund behavior during tranquil and turbulent times," Emerging Markets Review, Elsevier, Elsevier, vol. 4(1), pages 25-38, March.
  29. Andrea Cipollini & George Kapetanios, 2005. "Forecasting Financial Crises and Contagion in Asia Using Dynamic Factor Analysis," Working Papers, Queen Mary, University of London, School of Economics and Finance 538, Queen Mary, University of London, School of Economics and Finance.
  30. Cifarelli, Giulio & Paladino, Giovanna, 2006. "Volatility co-movements between emerging sovereign bonds: Is there segmentation between geographical areas?," Global Finance Journal, Elsevier, vol. 16(3), pages 245-263, March.
  31. Kalotychou, Elena & Staikouras, Sotiris K., 2006. "An empirical investigation of the loan concentration risk in Latin America," Journal of Multinational Financial Management, Elsevier, Elsevier, vol. 16(4), pages 363-384, October.
  32. Júlia Király & Márton Nagy & Viktor E. Szabó, 2008. "Contagion and the beginning of the crisis – pre-Lehman period," MNB Occasional Papers, Magyar Nemzeti Bank (the central bank of Hungary) 2008/76, Magyar Nemzeti Bank (the central bank of Hungary).
  33. Vinod, Hrishikesh D., 2003. "Open economy and financial burden of corruption: theory and application to Asia," Journal of Asian Economics, Elsevier, Elsevier, vol. 13(6), pages 873-890, January.
  34. Berger, Dave & Turtle, H.J., 2011. "Emerging market crises and US equity market returns," Global Finance Journal, Elsevier, vol. 22(1), pages 32-41.
  35. International Monetary Fund, 2000. "Spillovers Through Banking Centers," IMF Working Papers 00/88, International Monetary Fund.
  36. Medvedev, Alexei, 2001. "International investors, contagion and the Russian crisis," BOFIT Discussion Papers, Bank of Finland, Institute for Economies in Transition 6/2001, Bank of Finland, Institute for Economies in Transition.
  37. Philippe Jorion, 2007. "Bank Trading Risk and Systemic Risk," NBER Chapters, National Bureau of Economic Research, Inc, in: The Risks of Financial Institutions, pages 29-58 National Bureau of Economic Research, Inc.
  38. Eric Santor, 2007. "Contagion and the composition of Canadian banks' foreign asset portfolios: do financial crises matter?," CGFS Papers chapters, Bank for International Settlements, in: Bank for International Settlements (ed.), Research on global financial stability: the use of BIS international financial statistics, volume 29, pages 32-52 Bank for International Settlements.
  39. Giancarlo Corsetti & Marcello Pericoli & Massimo Sbracia, 2001. "Correlation Analysis of Financial Contagion: What One Should Know before Running a Test," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area 408, Bank of Italy, Economic Research and International Relations Area.
  40. Blank, Sven & Buch, Claudia M. & Neugebauer, Katja, 2009. "Shocks at large banks and banking sector distress: the Banking Granular Residual," Discussion Paper Series 2: Banking and Financial Studies 2009,04, Deutsche Bundesbank, Research Centre.
  41. Brenda González-Hermosillo & Vance Martin & Mardi Dungey & Renee Fry, 2003. "Characterizing Global Investors' Risk Appetite for Emerging Market Debt During Financial Crises," IMF Working Papers 03/251, International Monetary Fund.
  42. Céline Gimet, 2007. "Conditions necessary for the sustainability of an emerging area: the importance of banking and financial regional criteria," Post-Print, HAL halshs-00356066, HAL.
  43. Sandro Brusco & Giuseppe Lopomo & Leslie M. Marx, 2008. "The Economics of Contingent Re-Auctions," Department of Economics Working Papers, Stony Brook University, Department of Economics 08-02, Stony Brook University, Department of Economics.
  44. Jeong Yeon Lee, 2000. "The role of foreign investors in debt market development - conceptual frameworks and policy issues," Policy Research Working Paper Series 2428, The World Bank.
  45. Laura E. Kodres & Matthew Pritsker, 1998. "A rational expectations model of financial contagion," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 1998-48, Board of Governors of the Federal Reserve System (U.S.).
  46. Chan-Lau, Jorge A. & Ivaschenko, Iryna, 2003. "Asian Flu or Wall Street virus? Tech and non-tech spillovers in the United States and Asia," Journal of Multinational Financial Management, Elsevier, Elsevier, vol. 13(4-5), pages 303-322, December.
  47. Michael Chui & Simon Hall & Ashley Taylor, 2004. "Crisis spillovers in emerging market economies: interlinkages, vulnerabilities and investor behaviour," Bank of England working papers, Bank of England 212, Bank of England.
  48. Piti Disyatat & Gaston Gelos, 2001. "The Asset Allocation of Emerging Market Mutual Funds," IMF Working Papers 01/111, International Monetary Fund.
  49. Heid, Frank & Nestmann, Thorsten & di Mauro, Beatrice Weder & von Westernhagen, Natalja, 2004. "German bank lending during emerging market crises: A bank level analysis," Discussion Paper Series 2: Banking and Financial Studies 2004,04, Deutsche Bundesbank, Research Centre.
  50. 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, C.E.P.R. Discussion Papers 5164, C.E.P.R. Discussion Papers.
  51. Christian Wildmann, 2011. "What drives portfolio investments of German banks in emerging capital markets?," Financial Markets and Portfolio Management, Springer, Springer, vol. 25(2), pages 197-231, June.