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Citations for "Multiple Equilibria, Contagion, and the Emerging Market Crises"

by Paul R. Masson

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  1. Geert Bekaert & Michael Ehrmann & Marcel Fratzscher & Arnaud J. Mehl, 2011. "Global Crises and Equity Market Contagion," NBER Working Papers 17121, National Bureau of Economic Research, Inc.
  2. Peter B. Clark & Haizhou Huang, 2001. "International Financial Contagion and the Fund," IMF Working Papers 01/137, International Monetary Fund.
  3. Arias, Guillaume & Erlandsson, Ulf, 2004. "Regime switching as an alternative early warning system of currency crises - an application to South-East Asia," Working Papers, Lund University, Department of Economics 2004:11, Lund University, Department of Economics.
  4. Kristina Kittelmann & Marcel Tirpak & Rainer Schweickert & Lúcio Vinhas de Souza, 2006. "From Transition Crises to Macroeconomic Stability? Lessons from a Crises Early Warning System for Eastern European and CIS Countries," Kiel Working Papers 1269, Kiel Institute for the World Economy.
  5. Eric Santor, 2003. "Banking Crises and Contagion: Empirical Evidence," Working Papers, Bank of Canada 03-1, Bank of Canada.
  6. Moser, Thomas, 2003. "What Is International Financial Contagion?," International Finance, Wiley Blackwell, Wiley Blackwell, vol. 6(2), pages 157-78, Summer.
  7. Pereira, Pedro Luiz 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).
  8. Todd Keister, 2006. "Expectations and contagion in self-fulfilling currency attacks," Staff Reports, Federal Reserve Bank of New York 249, Federal Reserve Bank of New York.
  9. Emine Boz, 2006. "Can Miracles Lead to Crises? An Informational Frictions Explanation of Emerging Markets Crises," Computing in Economics and Finance 2006, Society for Computational Economics 19, Society for Computational Economics.
  10. Pierre-Richard AgÈnor, 2003. "Benefits and Costs of International Financial Integration: Theory and Facts," The World Economy, Wiley Blackwell, Wiley Blackwell, vol. 26(8), pages 1089-1118, 08.
  11. Mardi Dungey & Renee Fry & Brenda Gonzalez-Hermosillo & Vance Martin, 2005. "Empirical modelling of contagion: a review of methodologies," Quantitative Finance, Taylor & Francis Journals, Taylor & Francis Journals, vol. 5(1), pages 9-24.
  12. Marçal, Emerson F. & Valls Pereira, Pedro L., 2008. "Testing the Hypothesis of Contagion using Multivariate Volatility Models," MPRA Paper 15623, University Library of Munich, Germany.
  13. 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.
  14. Paolo Pesenti & Cedric Tille, 2000. "The economics of currency crises and contagion: an introduction," Economic Policy Review, Federal Reserve Bank of New York, Federal Reserve Bank of New York, issue Sep, pages 3-16.
  15. Dewandaru, Ginanjar & Alaoui, Abdelkader & Masih, A. Mansur M. & Alhabshi, Syed Othman, 2013. "Comovement and resiliency of Islamic equity market: Evidence from GCC Islamic equity index based on wavelet analysis," MPRA Paper 56980, University Library of Munich, Germany.
  16. Kaabia, Olfa & Abid, Ilyes & Guesmi, Khaled, 2013. "Does Bayesian shrinkage help to better reflect what happened during the subprime crisis?," Economic Modelling, Elsevier, Elsevier, vol. 31(C), pages 423-432.
  17. 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.
  18. Michael Bleaney & Marco Gundermann, 2002. "Stabilisations, Crises and the "Exit" Problem - A Theoretical Model," Macroeconomics, EconWPA 0207003, EconWPA.
  19. Roberto Chang, 2006. "Electoral Uncertainty and the Volatility of International Capital Flows," NBER Working Papers 12448, National Bureau of Economic Research, Inc.
  20. Michał Adam, 2013. "Spillovers and contagion in the sovereign CDS market," Bank i Kredyt, National Bank of Poland, Economic Institute, National Bank of Poland, Economic Institute, vol. 44(6), pages 571-604.
  21. Marçal, Emerson F. & Valls Pereira, Pedro L., 2008. "Testando A Hipótese De Contágio A Partir De Modelos Multivariados De Volatilidade
    [Testing the contagion hypotheses using multivariate volatility models]
    ," MPRA Paper 10356, University Library of Munich, Germany.
  22. Akçay, Cevdet & Zenginobuz, Unal, 2000. "Vulnerability to purely contagious balance of payment crises in emerging economies: An application to the cases of Russia, Turkey, and Brazil," MPRA Paper 195, University Library of Munich, Germany.
  23. Sandro C. Andrade & Emanuel Kohlscheen, 2010. "Pessimistic Foreign Investors and Turmoil in Emerging Markets: the case of Brazil in 2002," Working Papers Series, Central Bank of Brazil, Research Department 211, Central Bank of Brazil, Research Department.
  24. Sergio A. Berumen & Fabio Bagnasco Petrelli, 2006. "El endeudamiento de las empresas argentinas en una economía en crisis (1983-1991)," Revista de Economía Institucional, Universidad Externado de Colombia - Facultad de Economía, Universidad Externado de Colombia - Facultad de Economía, vol. 8(14), pages 215-234, January-J.
  25. Richard Pomfret & Werner Sesselmeier & Erich Gundlach & Klaus-Dieter Schmidt & Jens Lorz & Rolf Langhammer & Torsten Tewes & Jamuna Agarwal & Rainer Schweickert, 1995. "Book Reviews," Review of World Economics (Weltwirtschaftliches Archiv), Springer, Springer, vol. 131(1), pages 202-219, March.
  26. Dorrucci, Ettore & Firpo, Stefano & Mongelli, Francesco Paolo & Fratzscher, Marcel, 2002. "European integration: what lessons for other regions? The case of Latin America," Working Paper Series, European Central Bank 0185, European Central Bank.
  27. 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.
  28. Martawardaya, Berly & Salotti, Simone, 2006. "Is It Time to Get Radical? A Game Theoritic analysis of Asian Crisis and Capital Control," MPRA Paper 2073, University Library of Munich, Germany.
  29. Irina Bunda & A. Javier Hamann & Subir Lall, 2005. "Comovements In Emerging Market Bond Returns: An Empirical Assessment," Post-Print, HAL halshs-00424466, HAL.