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Citations for "A Panic-Prone Pack? The Behavior of Emerging Market Mutual Funds"

by Eduardo Borensztein & R. Gaston Gelos

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  1. Beckmann, Daniela & Menkhoff, Lukas & Suto, Megumi, 2008. "Does culture influence asset managers' views and behavior?," Journal of Economic Behavior & Organization, Elsevier, Elsevier, vol. 67(3-4), pages 624-643, September.
  2. Fernando Broner & Gaston Gelos & Carmen Reinhart, 2004. "When in peril, retrench: testing the portfolio channel of contagion," Proceedings, Federal Reserve Bank of San Francisco, Federal Reserve Bank of San Francisco, issue Jun.
  3. Reena Aggarwal & Leora Klapper & Peter D. Wysocki, 2003. "Portfolio preferences of foreign institutional investors," Policy Research Working Paper Series, The World Bank 3101, The World Bank.
  4. Claudio Raddatz & Sergio L. Schmukler, 2011. "On the International Transmission of Shocks: Micro-Evidence from Mutual Fund Portfolios," NBER Chapters, National Bureau of Economic Research, Inc, in: Global Financial Crisis National Bureau of Economic Research, Inc.
  5. Aguiar, Mark & Gopinath, Gita, 2006. "Defaultable debt, interest rates and the current account," Journal of International Economics, Elsevier, Elsevier, vol. 69(1), pages 64-83, June.
  6. Werner, Thomas & Stapf, Jelena, 2003. "How wacky is the DAX? The changing structure of German stock market volatility," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, Research Centre 2003,18, Deutsche Bundesbank, Research Centre.
  7. Amadou N. R. Sy & Li L. Ong, 2004. "The Role of Mature Market Mutual Funds in Emerging Markets," IMF Working Papers, International Monetary Fund 04/133, International Monetary Fund.
  8. Opazo, Luis & Raddatz, Claudio & Schmukler, Sergio L., 2014. "Institutional investors and long-term investment : evidence from Chile," Policy Research Working Paper Series, The World Bank 6922, The World Bank.
  9. Francisco Ceballos & Tatiana Didier & Sergio L. Schmukler, 2012. "Financial Globalization in Emerging Countries : Diversification vs. Offshoring," Macroeconomics Working Papers 23350, East Asian Bureau of Economic Research.
  10. Ladekarl, Jeppe & Zervos, Sara, 2004. "Housekeeping and plumbing: the investability of emerging markets," Emerging Markets Review, Elsevier, Elsevier, vol. 5(3), pages 267-294, September.
  11. Prakash Kannan & Fritzi Köhler-Geib, 2009. "The Uncertainty Channel of Contagion," IMF Working Papers, International Monetary Fund 09/219, International Monetary Fund.
  12. 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, The World Bank 5637, The World Bank.
  13. Raphaëlle Bellando, 2012. "The bias in a standard measure of herding," Economics Bulletin, AccessEcon, vol. 32(2), pages 1537-1544.
  14. 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.
  15. Anthony Richards, 2004. "Big Fish in Small Ponds: The Trading Behaviour and Price Impact of Foreign Investors in Asian Emerging Equity Markets," RBA Research Discussion Papers, Reserve Bank of Australia rdp2004-05, Reserve Bank of Australia.
  16. Michael Schuppli & Martin T. Bohl, 2009. "Do Foreign Institutional Investors Destabilize China’s A-Share Markets?," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster 0909, Center for Quantitative Economics (CQE), University of Muenster.
  17. Gaston Gelos, 2011. "International Mutual Funds, Capital Flow Volatility, and Contagion-A Survey," IMF Working Papers, International Monetary Fund 11/92, International Monetary Fund.
  18. Karmann, Alexander & Greßmann, Oliver & Hott, Christian, 2002. "Contagion of currency crises: Some theoretical and empirical analysis," Dresden Discussion Paper Series in Economics, Dresden University of Technology, Faculty of Business and Economics, Department of Economics 02/02, Dresden University of Technology, Faculty of Business and Economics, Department of Economics.
  19. ROCKINGER, Michael & JONDEAU, Eric, 2001. "Portfolio allocation in transition economies," Les Cahiers de Recherche, HEC Paris 740, HEC Paris.
  20. Carlos Alves & Victor Mendes, 2004. "Self-Interest on Mutual Fund Management: Evidence from the Portuguese Market," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto 162, Universidade do Porto, Faculdade de Economia do Porto.
  21. David Hirshleifer & Siew Hong Teoh, 2003. "Herd Behaviour and Cascading in Capital Markets: a Review and Synthesis," European Financial Management, European Financial Management Association, European Financial Management Association, vol. 9(1), pages 25-66.
  22. Klein, Arne C., 2013. "Time-variations in herding behavior: Evidence from a Markov switching SUR model," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 26(C), pages 291-304.
  23. Eduardo Borensztein & Patricio Valenzuela & Kevin Cowan, 2007. "Sovereign Ceilings "Lite"? T+L3712he Impact of Sovereign Ratingson Corporate Ratings in Emerging Market Economies," IMF Working Papers, International Monetary Fund 07/75, International Monetary Fund.
  24. Carpenter, Andrew & Wang, Jianxin, 2007. "Herding and the information content of trades in the Australian dollar market," Pacific-Basin Finance Journal, Elsevier, Elsevier, vol. 15(2), pages 173-194, April.
  25. Schuppli, Michael & Bohl, Martin T., 2010. "Do foreign institutional investors destabilize China's A-share markets?," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 20(1), pages 36-50, February.
  26. Hirshleifer, David & Teoh, Siew Hong, 2008. "Thought and Behavior Contagion in Capital Markets," MPRA Paper 9142, University Library of Munich, Germany.
  27. 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.
  28. Jondeau, E. & Rockinger, M., 2002. "Asset Allocation in Transition Economies," Working papers, Banque de France 90, Banque de France.
  29. Eduardo Borensztein & Kevin Cowan & Patricio Valenzuela, 2013. "Sovereign Ceilings “Lite”? The Impact of Sovereign Ratings on Corporate Ratings," Documentos de Trabajo, Centro de Economía Aplicada, Universidad de Chile 299, Centro de Economía Aplicada, Universidad de Chile.
  30. Bank for International Settlements, 2003. "Incentive structures in institutional asset management and their implications for financial markets," CGFS Papers, Bank for International Settlements, number 21.
  31. Bethke, Sebastian & Kempf, Alexander & Trapp, Monika, 2013. "The correlation puzzle: The interaction of bond and risk correlation," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR) 13-06, University of Cologne, Centre for Financial Research (CFR).
  32. Graciela L. Kaminsky, 2004. "Flux internationaux de capitaux : bénédiction ou malédiction ?," Revue d’économie du développement, De Boeck Université, vol. 18(3), pages 83-119.
  33. Didier, Tatiana & Mauro, Paolo & Schmukler, Sergio L., 2008. "Vanishing financial contagion?," Journal of Policy Modeling, Elsevier, Elsevier, vol. 30(5), pages 775-791.
  34. Graciela L. Kaminsky, 2005. "International Capital Flows, Financial Stability and Growth," Working Papers, United Nations, Department of Economics and Social Affairs 10, United Nations, Department of Economics and Social Affairs.
  35. 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.
  36. Białkowski, Jędrzej & Bohl, Martin T. & Kaufmann, Philipp & Wisniewski, Tomasz P., 2013. "Do mutual fund managers exploit the Ramadan anomaly? Evidence from Turkey," Emerging Markets Review, Elsevier, Elsevier, vol. 15(C), pages 211-232.
  37. William Miles, 2002. "Financial Deregulation And Volatility In Emerging Equity Markets," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, Chung-Ang Unviersity, Department of Economics, vol. 27(2), pages 113-126, December.
  38. International Monetary Fund, 2004. "When in Peril, Retrench," IMF Working Papers, International Monetary Fund 04/131, International Monetary Fund.
  39. Barbara Alemanni & José Renato Haas Ornelas, 2006. "Herding Behavior by Equity Foreign Investors on Emerging Markets," Working Papers Series, Central Bank of Brazil, Research Department 125, Central Bank of Brazil, Research Department.
  40. Paolo Mauro & Tatiana Didier & Sergio L. Schmukler, 2006. "Vanishing Contagion?," IMF Policy Discussion Papers, International Monetary Fund 06/01, International Monetary Fund.
  41. Piti Disyatat & Gaston Gelos, 2001. "The Asset Allocation of Emerging Market Mutual Funds," IMF Working Papers, International Monetary Fund 01/111, International Monetary Fund.
  42. Duc Khuong Nguyen & Mondher Bellalah, 2007. "Testing for Structural Breaks and Dynamic Changes in Emerging Market Volatility," Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam 02, Development and Policies Research Center (DEPOCEN), Vietnam.
  43. Amporn SOONGSWANG & Yosawee SANOHDONTREE, 2011. "Equity Mutual Fund: Performances, Persistence and Fund Rankings," Journal of Knowledge Management, Economics and Information Technology, ScientificPapers.org, ScientificPapers.org, vol. 1(6), pages 27, October.
  44. Jorge A. Chan-Lau & Li L. Ong, 2005. "U.S. Mutual Fund Retail Investors in International Equity Markets," IMF Working Papers, International Monetary Fund 05/162, International Monetary Fund.