Revisiting Price-based Controls on Capital Inflows in a "Sophisticated" Emerging Market
No abstract is available for this item.
If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Mark Taylor & Ashoka Mody, 2004.
"International Capital Crunches: The Time-Varying Role Of Informational Asymmetries,"
Royal Economic Society Annual Conference 2004
113, Royal Economic Society.
- Ashoka Mody & Mark P. Taylor, 2013. "International capital crunches: the time-varying role of informational asymmetries," Applied Economics, Taylor & Francis Journals, vol. 45(20), pages 2961-2973, July.
- Ashoka Mody & Mark P. Taylor, 2002. "International Capital Crunches; The Time-Varying Role of Informational Asymmetries," IMF Working Papers 02/43, International Monetary Fund.
- Mody, Ashoka & Taylor, Mark P, 2003. "International Capital Crunches: The Time-Varying Role of Informational Asymmetries," CEPR Discussion Papers 3757, C.E.P.R. Discussion Papers.
- Favero, Carlo A., 2001. "Applied Macroeconometrics," OUP Catalogue, Oxford University Press, number 9780198296850, December.
- Perron, P., 1986.
"Trends and Random Walks in Macroeconomic Time Series: Further Evidence From a New Approach,"
Cahiers de recherche
8650, Universite de Montreal, Departement de sciences economiques.
- Perron, Pierre, 1988. "Trends and random walks in macroeconomic time series : Further evidence from a new approach," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 297-332.
- Mark Gertler & Cara S. Lown, 2000.
"The Information in the High Yield Bond Spread for the Business Cycle: Evidence and Some Implications,"
NBER Working Papers
7549, National Bureau of Economic Research, Inc.
- Gertler, Mark & Lown, Cara S, 1999. "The Information in the High-Yield Bond Spread for the Business Cycle: Evidence and Some Implications," Oxford Review of Economic Policy, Oxford University Press, vol. 15(3), pages 132-50, Autumn.
- David, Antonio C., 2007. "Controls on capital inflows and external shocks," Policy Research Working Paper Series 4176, The World Bank.
- Ilan Goldfajn & André Minella, 2005.
"Capital Flows and Controls in Brazil: What Have We Learned?,"
NBER Working Papers
11640, National Bureau of Economic Research, Inc.
- Ilan Goldfajn & André Minella, 2007. "Capital Flows and Controls in Brazil: What Have We Learned?," NBER Chapters, in: Capital Controls and Capital Flows in Emerging Economies: Policies, Practices and Consequences, pages 349-420 National Bureau of Economic Research, Inc.
- Akira Ariyoshi & Andrei A Kirilenko & Inci Ã–tker & Bernard J Laurens & Jorge I Canales Kriljenko & Karl F Habermeier, 2000. "Capital Controls; Country Experiences with Their Use and Liberalization," IMF Occasional Papers 190, International Monetary Fund.
- Eliana Cardoso & Ilan Goldfajn, 1998.
"Capital Flows to Brazil: The Endogeneity of Capital Controls,"
IMF Staff Papers,
Palgrave Macmillan, vol. 45(1), pages 161-202, March.
- Eliane A. Cardoso & Ilan Goldfajn, 1997. "Capital Flows to Brazil; The Endogeneity of Capital Controls," IMF Working Papers 97/115, International Monetary Fund.
When requesting a correction, please mention this item's handle: RePEc:eee:wdevel:v:35:y:2007:i:8:p:1329-1340. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Shamier, Wendy)
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.