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Fundamentals, beliefs, and financial contagion

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  • Chang, Roberto
  • Majnoni, Giovanni

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  • Chang, Roberto & Majnoni, Giovanni, 2002. "Fundamentals, beliefs, and financial contagion," European Economic Review, Elsevier, vol. 46(4-5), pages 801-808, May.
    • Handle: RePEc:eee:eecrev:v:46:y:2002:i:4-5:p:801-808
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    References listed on IDEAS

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    1. Calvo, Guillermo A, 1988. "Servicing the Public Debt: The Role of Expectations," American Economic Review, American Economic Association, vol. 78(4), pages 647-661, September.
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    Cited by:

    1. Meixing Dai, 2009. "Public debt and currency crisis: how central bank opacity can make things bad?," Economics Bulletin, AccessEcon, vol. 29(1), pages 190-198.
    2. Simpson, J.L. & Evans, J.P., 2006. "Erratum to "Systemic risk in the major Eurobanking markets: Evidence from inter-bank offered rates" [Global Finance Journal 16/2 128-166]," Global Finance Journal, Elsevier, vol. 17(2), pages 334-334, December.
    3. Ariel M. Viale & David A. Bessler & James W. Kolari, 2014. "On the Structure of Financial Contagion: Econometric Tests and Mercosur Evidence," Journal of Applied Economics, Taylor & Francis Journals, vol. 17(2), pages 373-400, November.
    4. Chang, Roberto, 2007. "Financial crises and political crises," Journal of Monetary Economics, Elsevier, vol. 54(8), pages 2409-2420, November.
    5. Carvalho, João Vinícius de França & Chiann, Chang, 2013. "Redes Bayesianas: Um método para avaliação de interdependência e contágio em séries temporais multivariadas," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 67(2), June.
    6. R. Gaston Gelos & Shang-Jin Wei, 2002. "Transparency and International Investor Behavior," NBER Working Papers 9260, National Bureau of Economic Research, Inc.
    7. Victor Vaugirard, 2005. "Beliefs, Bailouts and Spread of Bank Panics," Bulletin of Economic Research, Wiley Blackwell, vol. 57(1), pages 93-107, January.
    8. Chen, Jing & Han, Qian & Ryu, Doojin & Tang, Jing, 2022. "Does the world smile together? A network analysis of global index option implied volatilities," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 77(C).
    9. Vaugirard, Victor, 2007. "Informational contagion of bank runs in a third-generation crisis model," Journal of International Money and Finance, Elsevier, vol. 26(3), pages 403-429, April.
    10. Mario Arturo Ruiz Estrada & Evangelos Koutronas & Minsoo Lee, 2021. "Stagpression: The Economic and Financial Impact of the COVID-19 Pandemic," Contemporary Economics, University of Economics and Human Sciences in Warsaw., vol. 15(1), February.
    11. repec:fgv:epgrbe:v:67:n:2:a:3 is not listed on IDEAS

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