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Towards a global financial architecture: capital mobility and risk management issues

  • Christoffersen, Peter
  • Errunza, Vihang

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File URL: http://www.sciencedirect.com/science/article/B6W69-40S778G-2/2/6617a6bbba2de3a6fcd4797a644ff29d
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Article provided by Elsevier in its journal Emerging Markets Review.

Volume (Year): 1 (2000)
Issue (Month): 1 (May)
Pages: 3-20

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Handle: RePEc:eee:ememar:v:1:y:2000:i:1:p:3-20
Contact details of provider: Web page: http://www.elsevier.com/locate/inca/620356

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  1. Graciela L. Kaminsky & Carmen M. Reinhart, 1996. "The twin crises: the causes of banking and balance-of-payments problems," International Finance Discussion Papers 544, Board of Governors of the Federal Reserve System (U.S.).
  2. Peter F. Christoffersen & Francis X. Diebold, 1997. "How Relevant is Volatility Forecasting for Financial Risk Management?," Center for Financial Institutions Working Papers 97-45, Wharton School Center for Financial Institutions, University of Pennsylvania.
  3. Jacob A. Frenkel & Rudiger Dornbusch & William H. Branson & Ricardo H. Arriazu, 1983. "Panel Discussion on Southern Cone," IMF Staff Papers, Palgrave Macmillan, vol. 30(1), pages 164-184, March.
  4. Paul Soderlind & Lars E. O. Svensson, 1997. "New Techniques to Extract Market Expectations from Financial Instruments," NBER Working Papers 5877, National Bureau of Economic Research, Inc.
  5. Garman, Mark B & Klass, Michael J, 1980. "On the Estimation of Security Price Volatilities from Historical Data," The Journal of Business, University of Chicago Press, vol. 53(1), pages 67-78, January.
  6. Stewart C. Myers, 1999. "Financial architecture," European Financial Management, European Financial Management Association, vol. 5(2), pages 133-141.
  7. Catherine A. Pattillo & Andrew Berg, 1998. "Are Currency Crises Predictable? a Test," IMF Working Papers 98/154, International Monetary Fund.
  8. Peter F. Christoffersen & Francis X. Diebold & Til Schuermann, 1998. "Horizon problems and extreme events in financial risk management," Economic Policy Review, Federal Reserve Bank of New York, issue Oct, pages 109-118.
  9. Liliana Schumacher & Mario I. Bléjer, 1998. "Central Bank Vulnerability and the Credibility of Commitments; A Value-At-Risk Approach to Currency Crises," IMF Working Papers 98/65, International Monetary Fund.
  10. Peter F. Christoffersen & Lorenzo Giorgianni, 1999. "Interest Rate Arbitrage in Currency Baskets; Forecasting Weights and Measuring Risk," IMF Working Papers 99/16, International Monetary Fund.
  11. Anne Jansen & Donald J. Mathieson & Barry J. Eichengreen & Laura E. Kodres & Bankim Chadha & Sunil Sharma, 1998. "Hedge Funds and Financial Market Dynamics," IMF Occasional Papers 166, International Monetary Fund.
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