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Massimo Sbracia

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. Corsetti, Giancarlo & Pericoli, Marcello & Sbracia, Massimo, 2005. "'Some contagion, some interdependence': More pitfalls in tests of financial contagion," Journal of International Money and Finance, Elsevier, vol. 24(8), pages 1177-1199, December.

    Mentioned in:

    1. International business cycle synchronization: what is the role of financial linkages?
      by bankunderground in Bank Underground on 2016-04-06 11:30:09

Working papers

  1. Alessandro Borin & Virginia Di Nino & Michele Mancini & Massimo Sbracia, 2017. "The cyclicality of the income elasticity of trade," Temi di discussione (Economic working papers) 1126, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. Sei-Wan Kim & Moon Jung Choi, 2018. "Do Korean Exports Have Different Patterns over Different Regimes?: New Evidence from STAR-VECM," Working Papers 2018-30, Economic Research Institute, Bank of Korea.
    2. Sei‐Wan Kim & Moon Jung Choi, 2020. "Does Trade Elasticity Vary Across Regimes? New Evidence from Korean Exports, Incorporating Regime Changes," Asian Economic Journal, East Asian Economic Association, vol. 34(4), pages 379-403, December.
    3. SASAKI Yuri & YOSHIDA Yushi, 2017. "Factor Decomposition of Japan's Trade Balance," Discussion papers 17042, Research Institute of Economy, Trade and Industry (RIETI).

  2. Stefano Bolatto & Massimo Sbracia, 2015. "Deconstructing the gains from trade: selection of industries vs. reallocation of workers," Temi di discussione (Economic working papers) 1037, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. Stefano Bolatto, "undated". "Trade across Countries and Manufacturing Sectors with Heterogeneous Trade Elasticities," Development Working Papers 360, Centro Studi Luca d'Agliano, University of Milano.

  3. Patrizio Pagano & Massimo Sbracia, 2014. "The secular stagnation hypothesis: a review of the debate and some insights," Questioni di Economia e Finanza (Occasional Papers) 231, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. Andrea Borsato, 2021. "Does the Secular Stagnation hypothesis match with data? Evidence from USA," Working Papers of BETA 2021-11, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
    2. Richters, Oliver & Siemoneit, Andreas, 2017. "Fear of stagnation? A review on growth imperatives," VÖÖ Discussion Papers 6/2017, Vereinigung für Ökologische Ökonomie e.V. (VÖÖ).
    3. Stefano Di Bucchianico, 2019. "A critical analysis of the secular stagnation theory," Departmental Working Papers of Economics - University 'Roma Tre' 0245, Department of Economics - University Roma Tre.
    4. Mauro, Luciano & Pigliaru, Francesco & Carmeci, Gaetano, 2023. "Decentralization, social capital, and regional growth: The case of the Italian North-South divide," European Journal of Political Economy, Elsevier, vol. 78(C).
    5. Barry Eichengreen, 2015. "Wall of Worries: Reflections on the Secular Stagnation Debate," IMES Discussion Paper Series 15-E-05, Institute for Monetary and Economic Studies, Bank of Japan.
    6. Grace Taylor & Rod Tyers, 2016. "Secular Stagnation: Determinants And Consequences For Australia," Economics Discussion / Working Papers 16-25, The University of Western Australia, Department of Economics.
    7. Federico Barbiellini Amidei & Matteo Gomellini & Paolo Piselli, 2018. "The contribution of demography to Italy's economic growth: a two-hundred-year-long story," Questioni di Economia e Finanza (Occasional Papers) 431, Bank of Italy, Economic Research and International Relations Area.
    8. Stefano Neri & Giuseppe Ferrero, 2017. "Monetary policy in a low interest rate environment," Questioni di Economia e Finanza (Occasional Papers) 392, Bank of Italy, Economic Research and International Relations Area.
    9. Di Bucchianico, Stefano, 2020. "Discussing Secular Stagnation: A case for freeing good ideas from theoretical constraints?," Structural Change and Economic Dynamics, Elsevier, vol. 55(C), pages 288-297.
    10. Ciaffi, Giovanna & Deleidi, Matteo & Di Bucchianico, Stefano, 2024. "Stagnation despite ongoing innovation: Is R&D expenditure composition a missing link? An empirical analysis for the US (1948–2019)," Technological Forecasting and Social Change, Elsevier, vol. 206(C).
    11. van den End, Jan Willem & Hoeberichts, Marco, 2018. "Low real rates as driver of secular stagnation: Empirical assessment," Japan and the World Economy, Elsevier, vol. 46(C), pages 29-40.
    12. Stefano Di Bucchianico, 2021. "Negative Interest Rate Policy to Fight Secular Stagnation: Unfeasible, Ineffective, Irrelevant, or Inadequate?," Review of Political Economy, Taylor & Francis Journals, vol. 33(4), pages 687-710, October.
    13. Daniele, Vittorio, 2015. "Una stagnazione secolare? Italia, Giappone, Stati Uniti, 1950-2015 [Towards a secular stagnation? Italy, Japan, United States, 1950-2015]," MPRA Paper 69997, University Library of Munich, Germany.
    14. Ignazio Visco, 2019. "Stabilità e sviluppo in un'economia globale (Stability and development in a global economy)," Moneta e Credito, Economia civile, vol. 72(285), pages 3-13.

  4. Virginia Di Nino & Barry Eichengreen & Massimo Sbracia, 2011. "Real exchange rates, trade, and growth: Italy 1861-2011," Quaderni di storia economica (Economic History Working Papers) 10, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. Samba Mbaye, 2012. "Real Exchange Rate Undervaluation and Growth: Is there a Total Factor Productivity Growth Channel?," Working Papers halshs-00687948, HAL.
    2. Yin-Wong Cheung & Sven Steinkamp & Frank Westermann, 2019. "A tale of two surplus countries: China and Germany," CESifo Working Paper Series 7669, CESifo.
    3. Abdallah, Ali, 2022. "Dépréciation réelle de la monnaie et croissance économique [Can real currency depreciation lead growth?]," MPRA Paper 113183, University Library of Munich, Germany.
    4. Bilal KARGI, 2014. "Time Series Analysis about the Relationship between Foreign Trade and Exchange Rate in Turkish Economy," Timisoara Journal of Economics and Business, West University of Timisoara, Romania, Faculty of Economics and Business Administration, vol. 7(2), pages 123-133, December.
    5. Frenkel, Roberto & Rapetti, Martin, 2014. "The real exchange rate as a target of macroeconomic policy," MPRA Paper 59335, University Library of Munich, Germany.
    6. Mbaye, Samba, 2012. "Currency Undervaluation and Growth: Is there a Productivity Channel?," MPRA Paper 44261, University Library of Munich, Germany.
    7. Willem THORBECKE & CHEN Chen & Nimesh SALIKE, 2020. "The Relationship between Product Complexity and Exchange Rate Elasticities: Evidence from the People's Republic of China's Manufacturing Industries," Discussion papers 20075, Research Institute of Economy, Trade and Industry (RIETI).
    8. Sokolova, Maria V., 2017. "Exchange Rates, International Trade, and Growth: Re-evaluation of Undervaluation," ADBI Working Papers 684, Asian Development Bank Institute.
    9. Borivoje Krušković, 2020. "Exchange Rate Targeting Versus Inflation Targeting: Empirical Analysis of the Impact on Employment and Economic Growth," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 9(2), pages 67-85.
    10. Thi Xuan Huong Tram & Nguyen Thi Thanh Hoai, 2021. "Effect of macroeconomic variables on systemic risk: Evidence from Vietnamese economy," Economics and Business Letters, Oviedo University Press, vol. 10(3), pages 217-228.
    11. Ahmed Swarnali & Appendino Maximiliano & Ruta Michele, 2017. "Global value chains and the exchange rate elasticity of exports," The B.E. Journal of Macroeconomics, De Gruyter, vol. 17(1), pages 1-24, January.
    12. Douglas L. Campbell, 2017. "Relative Prices and Hysteresis: Evidence from US Manufacturing," Working Papers w0212, Center for Economic and Financial Research (CEFIR).
    13. Erten, Bilge & Metzger, Martina, 2019. "The real exchange rate, structural change, and female labor force participation," World Development, Elsevier, vol. 117(C), pages 296-312.
    14. Daniele, Vittorio & Foresti, Pasquale & Napolitano, Oreste, 2017. "The stability of money demand in the long-run: Italy 1861–2011," LSE Research Online Documents on Economics 67219, London School of Economics and Political Science, LSE Library.
    15. Firat Demir & Arslan Razmi, 2022. "The Real Exchange Rate And Development Theory, Evidence, Issues And Challenges," Journal of Economic Surveys, Wiley Blackwell, vol. 36(2), pages 386-428, April.
    16. Emanuele Felice & Giovanni Vecchi, 2013. "Italy’s Growth and Decline, 1861-2011," CEIS Research Paper 293, Tor Vergata University, CEIS, revised 11 Oct 2013.
    17. Stracca, Livio & Mileva, Elitza & Habib, Maurizio Michael, 2016. "The real exchange rate and economic growth: revisiting the case using external instruments," Working Paper Series 1921, European Central Bank.
    18. Mariateresa Ciommi & Andrea Gentili & Barbara Ermini & Chiara Gigliarano & Francesco M. Chelli & Mauro Gallegati, 2017. "Have Your Cake and Eat it Too: The Well-Being of the Italians (1861–2011)," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 134(2), pages 473-509, November.
    19. Marchetti, Juan & Ruta, Michele & Teh, Robert, 2012. "Trade imbalances and multilateral trade cooperation," WTO Staff Working Papers ERSD-2012-23, World Trade Organization (WTO), Economic Research and Statistics Division.
    20. Claire Giordano & Ferdinando Giugliano, 2012. "A Tale of Two Fascisms Labour Productivity Growth and Competition Policy in Italy, 1911-1951," Quaderni di storia economica (Economic History Working Papers) 28, Bank of Italy, Economic Research and International Relations Area.
    21. Martín Rapetti, 2013. "The Real Exchange Rate and Economic Growth: Some Observations on the Possible Channels," UMASS Amherst Economics Working Papers 2013-11, University of Massachusetts Amherst, Department of Economics.
    22. Ahmed,Swarnali & Appendino,Maximiliano Andres & Ruta,Michele, 2015. "Depreciations without exports ? global value chains and the exchange rate elasticity of exports," Policy Research Working Paper Series 7390, The World Bank.
    23. Duygu Yolcu Karadam & Erdal Özmen, 2016. "Real Exchange Rates and Growth," ERC Working Papers 1609, ERC - Economic Research Center, Middle East Technical University, revised Sep 2016.
    24. Riccardo Realfonzo & Angelantonio Viscione, 2015. "The Real Effects of a Euro Exit: Lessons from the Past," International Journal of Political Economy, Taylor & Francis Journals, vol. 44(3), pages 161-173, July.
    25. Marc Auboin & Michele Ruta, 2012. "The Relationship between Exchange Rates and International Trade: A Literature Review," CESifo Working Paper Series 3868, CESifo.
    26. Crafts, Nicolas & Magnani, Marco, 2011. "The Golden Age and the Second Globalization in Italy," CAGE Online Working Paper Series 61, Competitive Advantage in the Global Economy (CAGE).
    27. Gor A. Khachatryan & Aleksandr Grigoryan, 2020. "Export Growth Dynamics and Real Exchange Rate: Evidence from Armenia," International Economic Journal, Taylor & Francis Journals, vol. 34(3), pages 493-509, July.
    28. Sergio Cesaratto, 2012. "The endless eurozone crisis, where do we stand? a classical-kaleckian overview," STUDI ECONOMICI, FrancoAngeli Editore, vol. 2012(107), pages 35-63.
    29. Samba MBAYE, 2012. "Real Exchange Rate Undervaluation and Growth: Is there a Total Factor Productivity Growth Channel?," Working Papers 201211, CERDI.
    30. Patrizia Battilani & Emanuele Felice & Vera Zamagni, 2014. "Il valore aggiunto dei servizi 1861-1951: la nuova serie a prezzi correnti e prime interpretazioni," Quaderni di storia economica (Economic History Working Papers) 33, Bank of Italy, Economic Research and International Relations Area.
    31. Daren Conrad & Jaymieon Jagessar, 2018. "Real Exchange Rate Misalignment and Economic Growth: The Case of Trinidad and Tobago," Economies, MDPI, vol. 6(4), pages 1-23, September.
    32. Campbell, Douglas L., 2013. "Relative Prices, Hysteresis, and the Decline of American Manufacturing," MPRA Paper 51723, University Library of Munich, Germany.
    33. Samba Mbaye, 2012. "Real Exchange Rate Undervaluation and Growth: Is there a Total Factor Productivity Growth Channel?," CERDI Working papers halshs-00687948, HAL.
    34. Shimu Afroza Ahammed & Islam Md. Shahidul, 2018. "Impacts of Macro Economic Variables on the RMG Export Growth of Bangladesh," Economics and Business, Sciendo, vol. 32(1), pages 112-125, June.

  5. Prati, Alessandro & Sbracia, Massimo, 2010. "Uncertainty and Currency Crises: Evidence from Survey Data," MPRA Paper 21209, University Library of Munich, Germany.

    Cited by:

    1. Berument, M. Hakan & Dincer, N. Nergiz & Mustafaoglu, Zafer, 2012. "Effects of growth volatility on economic performance – Empirical evidence from Turkey," European Journal of Operational Research, Elsevier, vol. 217(2), pages 351-356.
    2. Fendel, Ralf & Rülke, Jan-Christoph, 2012. "Some international evidence on the Lucas Supply Function," Economics Letters, Elsevier, vol. 114(2), pages 157-160.
    3. Al-Yahyaee, Khamis Hamed & Shahzad, Syed Jawad Hussain & Mensi, Walid, 2020. "Tail dependence structures between economic policy uncertainty and foreign exchange markets: Nonparametric quantiles methods," International Economics, Elsevier, vol. 161(C), pages 66-82.
    4. Valipour Pasha , Mohammad & Ahmadian , Azam, 2019. "Electronic Banking Capacities and Transparency in the Iranian Banking Network," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 14(3), pages 367-388, July.
    5. Chanelle Duley & Prasanna Gai, 2020. "When the penny doesn't drop - Macroeconomic tail risk and currency crises," National Institute of Economic and Social Research (NIESR) Discussion Papers 520, National Institute of Economic and Social Research.
    6. Beckmann, Joscha & Boonman, Tjeerd M., 2022. "Expectations, disagreement and exchange rate pressure," Economics Letters, Elsevier, vol. 212(C).
    7. Brancati, Emanuele & Macchiavelli, Marco, 2019. "The information sensitivity of debt in good and bad times," Journal of Financial Economics, Elsevier, vol. 133(1), pages 99-112.
    8. Moreno, Diego & Takalo, Tuomas, 2012. "Optimal bank transparency," Bank of Finland Research Discussion Papers 9/2012, Bank of Finland.
    9. Han, Liyan & Liu, Yang & Yin, Libo, 2019. "Uncertainty and currency performance: A quantile-on-quantile approach," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 702-729.
    10. Michael Frenkel & Jan Christoph Rülke & Lilli Zimmermann, 2011. "Do Current Account Forecasters Herd? – Evidence from the Euro Area and the G7 Countries," WHU Working Paper Series - Economics Group 11-01, WHU - Otto Beisheim School of Management.
    11. Daniel Laskar, 2013. "Ambiguity, Pessimism, Optimism and Financial Crises in a Simple Global Game Model," Working Papers hal-00811923, HAL.
    12. Joscha Beckmann & Robert L. Czudaj, 2023. "The role of expectations for currency crisis dynamics—The case of the Turkish lira," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(3), pages 625-642, April.
    13. Gauvin, Ludovic & McLoughlin, Cameron & Reinhardt, Dennis, 2014. "Policy uncertainty spillovers to emerging markets – evidence from capital flows," Bank of England working papers 512, Bank of England.
    14. Daniel Laskar, 2013. "Ambiguity, Pessimism, Optimism and Financial Crises in a Simple Global Game Model," PSE Working Papers hal-00811923, HAL.
    15. Nam Kyu Kim, 2018. "Transparency and currency crises," Economics and Politics, Wiley Blackwell, vol. 30(3), pages 394-422, November.
    16. Emanuele Brancati & Marco Macchiavelli, 2015. "The Role of Dispersed Information in Pricing Default: Evidence from the Great Recession," Finance and Economics Discussion Series 2015-79, Board of Governors of the Federal Reserve System (U.S.).
    17. Casey, Eddie, 2021. "Are professional forecasters overconfident?," International Journal of Forecasting, Elsevier, vol. 37(2), pages 716-732.
    18. Jan-Christoph Rülke & Maria Silgoner & Julia Wörz, 2012. "Herding Behavior of Business Cycle Forecasters in Times of Economic Crises," WHU Working Paper Series - Economics Group 12-03, WHU - Otto Beisheim School of Management.
    19. Lee, Kyounghun & Oh, Frederick Dongchuhl, 2021. "Public information and global games with strategic complements and substitutes," Economics Letters, Elsevier, vol. 199(C).
    20. Martínez Ignacio & Mursa Gabriel, 2016. "From Orthodoxy to Heterodoxy: Financial Crisis Literature Compared," Scientific Annals of Economics and Business, Sciendo, vol. 63(s1), pages 71-87, December.
    21. Rülke, Jan-Christoph & Silgoner, Maria & Wörz, Julia, 2016. "Herding behavior of business cycle forecasters," International Journal of Forecasting, Elsevier, vol. 32(1), pages 23-33.
    22. Kisswani, Khalid M. & Elian, Mohammad I., 2021. "Analyzing the (a)symmetric impacts of oil price, economic policy uncertainty, and global geopolitical risk on exchange rate," The Journal of Economic Asymmetries, Elsevier, vol. 24(C).
    23. Chanelle Duley & Prasanna Gai, 2023. "Macroeconomic tail risk, currency crises and the inter‐war gold standard," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 56(4), pages 1551-1582, November.

  6. Andrea Finicelli & Patrizio Pagano & Massimo Sbracia, 2009. "Ricardian selection," Temi di discussione (Economic working papers) 728, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. Piyusha Mutreja & Michael Sposi & B. Ravikumar, 2018. "Capital Goods Trade, Relative Prices and Economic Development," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 27, pages 101-122, January.
    2. Jing Zhang & Andrei A. Levchenko, 2011. "Comparative Advantage and the Welfare Impact of European Integration," 2011 Meeting Papers 819, Society for Economic Dynamics.
    3. Michael Sposi, 2015. "Evolving comparative advantage, sectoral linkages, and structural change," Globalization Institute Working Papers 231, Federal Reserve Bank of Dallas.
    4. Gregory, Corocs & Del Gatto, Massimo & Mion, Giordano & Ottaviano, Gianmarco I P., 2009. "Productivity and firm selection: quantifying the "new" gains from trade," LSE Research Online Documents on Economics 33249, London School of Economics and Political Science, LSE Library.
    5. Andrei A Levchenko & Jing Zhang, 2013. "The Global Labor Market Impact of Emerging Giants: A Quantitative Assessment," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 61(3), pages 479-519, August.
    6. Julian di Giovanni & Andrei A. Levchenko & Jing Zhang, 2013. "The global welfare impact of China: Trade integration and technological change," Economics Working Papers 1388, Department of Economics and Business, Universitat Pompeu Fabra.
    7. Kei-Mu Yi & Jing Zhang, 2010. "Structural Change in an Open Economy," Working Papers 595, Research Seminar in International Economics, University of Michigan.
    8. Pierre-Daniel Sarte & Fernando Parro & Esteban Rossi-Hansberg & Lorenzo Caliendo, 2014. "The Impact of Regional and Sectoral Productivity Changes on the U.S. Economy," 2014 Meeting Papers 426, Society for Economic Dynamics.
    9. Pothen, Frank & Hübler, Michael, 2021. "A forward calibration method for analyzing energy policy in new quantitative trade models," Energy Economics, Elsevier, vol. 100(C).
    10. B. Ravikumar & Ana Maria Santacreu & Michael Sposi, 2018. "Capital Accumulation and Dynamic Gains from Trade," Departmental Working Papers 1810, Southern Methodist University, Department of Economics.
    11. Andrea Finicelli & Patrizio Pagano & Massimo Sbracia, 2009. "Trade-Revealed TFP," Temi di discussione (Economic working papers) 729, Bank of Italy, Economic Research and International Relations Area.
    12. Sara Formai & Filippo Vergara Caffarelli, 2015. "Quantifying the productivity e ects of global value chains," Cambridge Working Papers in Economics 1564, Faculty of Economics, University of Cambridge.
    13. Levchenko, Andrei A. & Zhang, Jing, 2016. "The evolution of comparative advantage: Measurement and welfare implications," Journal of Monetary Economics, Elsevier, vol. 78(C), pages 96-111.
    14. Frank Pothen & Michael Hübler, 2017. "The Interaction of Climate and Trade Policy," EcoMod2017 10188, EcoMod.
    15. Christian Hepenstrick & Alexander Tarasov, 2015. "Trade Openness and Cross-country Income Differences," Review of International Economics, Wiley Blackwell, vol. 23(2), pages 271-302, May.
    16. Hübler, Michael & Pothen, Frank, 2017. "Trade-induced productivity gains reduce incentives to impose strategic tariffs," Economic Modelling, Elsevier, vol. 61(C), pages 420-431.
    17. Massimiliano Pisani & Filippo Vergara Caffarelli, 2018. "What will Brexit mean for the British and euro-area economies? A model-based assessment of trade regimes," Temi di discussione (Economic working papers) 1163, Bank of Italy, Economic Research and International Relations Area.
    18. Stefano Bolatto & Massimo Sbracia, 2016. "Deconstructing the Gains from Trade: Selection of Industries vs Reallocation of Workers," Review of International Economics, Wiley Blackwell, vol. 24(2), pages 344-363, May.
    19. Jing Zhang, 2013. "Global Welfare Impact of China: Trade Integration and Technology Change," 2013 Meeting Papers 630, Society for Economic Dynamics.
    20. Tomasz Swiecki, 2017. "Determinants of Structural Change," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 24, pages 95-131, March.
    21. Ulf Lewrick & Lukas Mohler & Rolf Weder, 2014. "When firms and industries matter: understanding the sources of productivity growth," BIS Working Papers 469, Bank for International Settlements.
    22. Virginia Di Nino & Barry Eichengreen & Massimo Sbracia, 2011. "Real exchange rates, trade, and growth: Italy 1861-2011," Quaderni di storia economica (Economic History Working Papers) 10, Bank of Italy, Economic Research and International Relations Area.
    23. Eddy Bekkers & Michael Landesmann & Indre Macskasi, 2017. "Trade in Services versus Trade in Manufactures: The Relation between the Role of Tacit Knowledge, the Scope for Catch up, and Income Elasticity," wiiw Working Papers 139, The Vienna Institute for International Economic Studies, wiiw.
    24. Jiang, Zheng & Shi, Huimin, 2015. "Sectoral technological progress, migration barriers, and structural change in China," Journal of Comparative Economics, Elsevier, vol. 43(2), pages 257-273.
    25. Becker, Raphael Niklas & Henkel, Marcel, 2020. "The role of key regions in spatial development," DICE Discussion Papers 331, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
    26. Andrei Levchenko & Jing Zhang, 2014. "External rebalancing, structural adjustment, and real exchange rates in developing Asia," Chapters, in: Benno Ferrarini & David Hummels (ed.), Asia and Global Production Networks, chapter 7, pages 215-248, Edward Elgar Publishing.
    27. Frank Pothen & Edward J. Balistreri, 2016. "Decomposing the Measure of Ignorance: TFP and Fundamental Productivity in the World Economy," EcoMod2016 9650, EcoMod.
    28. Michelle Connolly & Kei-Mu Yi, 2015. "How Much of South Korea's Growth Miracle Can Be Explained by Trade Policy?," American Economic Journal: Macroeconomics, American Economic Association, vol. 7(4), pages 188-221, October.
    29. Michael Sposi & Ana Maria Santacreu & B Ravikumar, 2016. "Capital Accumulation and Welfare Gains from Trade," 2016 Meeting Papers 1637, Society for Economic Dynamics.
    30. Waugh, Michael E. & Ravikumar, B., 2016. "Measuring openness to trade," Journal of Economic Dynamics and Control, Elsevier, vol. 72(C), pages 29-41.
    31. Carlos A. Cinquetti, 2018. "Comparative Advantages and Demand in the New Competitive Ricardian Models," Foreign Trade Review, , vol. 53(1), pages 29-48, February.
    32. Sara Formai & Filippo Vergara Caffarelli, 2016. "Quantifying the productivity effects of global sourcing," Temi di discussione (Economic working papers) 1075, Bank of Italy, Economic Research and International Relations Area.
    33. Levchenko, Andrei A. & Zhang, Jing, 2014. "Ricardian productivity differences and the gains from trade," European Economic Review, Elsevier, vol. 65(C), pages 45-65.
    34. Sposi, Michael, 2015. "Trade barriers and the relative price of tradables," Journal of International Economics, Elsevier, vol. 96(2), pages 398-411.
    35. Ana Maria Santacreu & Heting Zhu, 2018. "Domestic Innovation and International Technology Diffusion as Sources of Comparative Advantage," Review, Federal Reserve Bank of St. Louis, vol. 100(4).
    36. Stefano Bolatto, "undated". "Trade across Countries and Manufacturing Sectors with Heterogeneous Trade Elasticities," Development Working Papers 360, Centro Studi Luca d'Agliano, University of Milano.
    37. Hayakawa, Kazunobu & Ito, Tadashi & Okubo, Toshihiro, 2017. "On the stability of intra-industry trade," Journal of the Japanese and International Economies, Elsevier, vol. 45(C), pages 1-12.
    38. Brandt, Loren & Li, Bingjing & Morrow, Peter M., 2021. "Processing trade and costs of incomplete liberalization: The case of China," Journal of International Economics, Elsevier, vol. 131(C).
    39. Mike Waugh & B Ravikumar, 2016. "Trade Potential: A New Measure of Openness," 2016 Meeting Papers 1329, Society for Economic Dynamics.
    40. Antonio Accetturo & Valter Di Giacinto & Giacinto Micucci & Marcello Pagnini, 2013. "Geography, Productivity and Trade: Does Selection Explain Why Some Locations Are More Productive than Others?," Working Paper series 24_13, Rimini Centre for Economic Analysis.
    41. Pothen, Frank & Hübler, Michael, 2018. "A Forward Calibration Method for New Quantitative Trade Models," Hannover Economic Papers (HEP) dp-643, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    42. Pothen, Frank & Hübler, Michael, 2017. "A Regional Trade Model with Ricardian Productivity Gains and Multi-technology Electricity Supply," Hannover Economic Papers (HEP) dp-585, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    43. Xu, Yang, 2022. "Structural change and the skill premium in a global economy," Journal of Economic Dynamics and Control, Elsevier, vol. 138(C).

  7. Andrea Finicelli & Patrizio Pagano & Massimo Sbracia, 2009. "Trade-Revealed TFP," Temi di discussione (Economic working papers) 729, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. Antti SIMOLA & Jouko KINNUNEN & Hannu TÖRMÄ & Jukka KOLA, 2010. "Bioenergy Production in Finland and its Effects on Regional Growth and Employment," EcoMod2010 259600157, EcoMod.
    2. Gregory, Corocs & Del Gatto, Massimo & Mion, Giordano & Ottaviano, Gianmarco I P., 2009. "Productivity and firm selection: quantifying the "new" gains from trade," LSE Research Online Documents on Economics 33249, London School of Economics and Political Science, LSE Library.
    3. Levchenko, Andrei A. & Zhang, Jing, 2016. "The evolution of comparative advantage: Measurement and welfare implications," Journal of Monetary Economics, Elsevier, vol. 78(C), pages 96-111.
    4. Christian Hepenstrick & Alexander Tarasov, 2015. "Trade Openness and Cross-country Income Differences," Review of International Economics, Wiley Blackwell, vol. 23(2), pages 271-302, May.
    5. Stefano Bolatto & Massimo Sbracia, 2016. "Deconstructing the Gains from Trade: Selection of Industries vs Reallocation of Workers," Review of International Economics, Wiley Blackwell, vol. 24(2), pages 344-363, May.
    6. di Mauro, Filippo & Del Gatto, Massimo & Gruber, Joseph & Mandel, Benjamin, 2012. "The structural determinants of the US competitiveness in the last decades: a "trade-revealing" analysis," Working Paper Series 1443, European Central Bank.
    7. Hanson, Gordon H. & Lind, Nelson & Muendler, Marc-Andreas, 2015. "The Dynamics of Comparative Advantage," CAGE Online Working Paper Series 252, Competitive Advantage in the Global Economy (CAGE).
    8. Andrei A. Levchenko & Jing Zhang, 2014. "The Evolution of Comparative Advantage: Measurement and Implications," Working Paper Series WP-2014-12, Federal Reserve Bank of Chicago.
    9. Michael E. Waugh, 2009. "International trade and income differences," Staff Report 435, Federal Reserve Bank of Minneapolis.
    10. Patrizio Pagano & Massimo Sbracia, 2014. "The secular stagnation hypothesis: a review of the debate and some insights," Questioni di Economia e Finanza (Occasional Papers) 231, Bank of Italy, Economic Research and International Relations Area.
    11. Piero Cipollone & Pasqualino Montanaro & Paolo Sestito, 2010. "Value-Added Measures in Italian High Schools: Problems and Findings," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, vol. 69(2), pages 81-114, July.
    12. Finicelli, Andrea & Pagano, Patrizio & Sbracia, Massimo, 2013. "Ricardian selection," Journal of International Economics, Elsevier, vol. 89(1), pages 96-109.
    13. J. Gruber & B. Mandel & M. Del Gatto & F. Di Mauro, 2012. "The "Revealed" Competitiveness of U.S. Exports," Working Paper CRENoS 201232, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
    14. Stefano Bolatto, "undated". "Trade across Countries and Manufacturing Sectors with Heterogeneous Trade Elasticities," Development Working Papers 360, Centro Studi Luca d'Agliano, University of Milano.
    15. Shikher, Serge, 2011. "Capital, technology, and specialization in the neoclassical model," Journal of International Economics, Elsevier, vol. 83(2), pages 229-242, March.

  8. Finicelli, Andrea & Sbracia, Massimo & Zaghini, Andrea, 2008. "A disaggregated analysis of the export performance of some industrial and emerging countries," MPRA Paper 11000, University Library of Munich, Germany.

    Cited by:

    1. Angela Cheptea & Lionel Fontagné & Soledad Zignago, 2014. "European Export Performance," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00975534, HAL.
    2. Andrea Zaghini, 2006. "Commercial Specialisation in the Countries of Central-Eastern Europe," QA - Rivista dell'Associazione Rossi-Doria, Associazione Rossi Doria, issue 3, July.
    3. Angela Cheptea, 2012. "Who gains and who loses from China’s growth?," Working Papers SMART 12-03, INRAE UMR SMART.
    4. Maria Paula Fontoura & Nuno Crespo, 2015. "Trade performance of the less developed African countries," Journal of Developing Areas, Tennessee State University, College of Business, vol. 49(1), pages 223-241, January-M.
    5. Gaulier, Guillaume & Santoni, Gianluca & Taglioni, Daria & Zignago, Soledad, 2013. "In the wake of the global crisis : evidence from a new quarterly database of export competitiveness," Policy Research Working Paper Series 6733, The World Bank.
    6. Gaulier, G. & Santoni, G. & Taglioni, D. & Zignago, S., 2013. "Market Shares in the Wake of the Global Crisis: the Quarterly Export Competitiveness Database," Working papers 472, Banque de France.
    7. Mohd Fayaz & Sandeep Kaur, 2022. "India’s Merchandise Exports to Asia: A Constant Market Share Analysis," Foreign Trade Review, , vol. 57(2), pages 178-197, May.
    8. Bonanno, Graziella, 2014. "A note: Constant Market Share Analysis," MPRA Paper 59997, University Library of Munich, Germany.
    9. Asada, Raphael & Stern, Tobias, 2018. "Competitive Bioeconomy? Comparing Bio-based and Non-bio-based Primary Sectors of the World," Ecological Economics, Elsevier, vol. 149(C), pages 120-128.

  9. Marcello Pericoli & Massimo Sbracia, 2006. "The CAPM and the risk appetite index; theoretical differences and empirical similarities," Temi di discussione (Economic working papers) 586, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. Ruitao Gu & Qiaoyun Zhang & Wei Zhou & Jianxu Liu, 2022. "Judging the True Health of Finance Institutions Based on Risk Behavior and Operation Performance," Mathematical Problems in Engineering, Hindawi, vol. 2022, pages 1-21, November.
    2. Prasanna Gai & Nicholas Vause, 2005. "Measuring investors' risk appetite," Bank of England working papers 283, Bank of England.

  10. Finicelli, Andrea & Liccardi, Alessandra & Sbracia, Massimo, 2005. "A New Indicator of Competitiveness for Italy and the Main Industrial and Emerging Countries," MPRA Paper 4703, University Library of Munich, Germany.

    Cited by:

    1. Matteo Bugamelli & Fabiano Schivardi & Roberta Zizza, 2010. "The Euro and Firm Restructuring," NBER Chapters, in: Europe and the Euro, pages 99-138, National Bureau of Economic Research, Inc.
    2. Mario Macis & Fabiano Schivardi, 2016. "Exports and Wages: Rent Sharing, Workforce Composition, or Returns to Skills?," Journal of Labor Economics, University of Chicago Press, vol. 34(4), pages 945-978.
    3. Finicelli, Andrea & Sbracia, Massimo & Zaghini, Andrea, 2008. "A disaggregated analysis of the export performance of some industrial and emerging countries," MPRA Paper 11000, University Library of Munich, Germany.
    4. Virginia Di Nino & Barry Eichengreen & Massimo Sbracia, 2011. "Real exchange rates, trade, and growth: Italy 1861-2011," Quaderni di storia economica (Economic History Working Papers) 10, Bank of Italy, Economic Research and International Relations Area.
    5. Daniele, Vittorio & Foresti, Pasquale & Napolitano, Oreste, 2017. "The stability of money demand in the long-run: Italy 1861–2011," LSE Research Online Documents on Economics 67219, London School of Economics and Political Science, LSE Library.

  11. Alessandro Prati & Massimo Sbracia, 2002. "Currency crises and uncertainty about fundamentals," Temi di discussione (Economic working papers) 446, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. R. Gaston Gelos & Shang-Jin Wei, 2002. "Transparency and International Investor Behavior," NBER Working Papers 9260, National Bureau of Economic Research, Inc.
    2. Manuela Goretti, 2005. "The Brazilian Currency Turmoil of 2002: A Nonlinear Analysis," International Finance 0506001, University Library of Munich, Germany.
    3. Bannier, Christina E., 2003. "Privacy or Publicity - Who Drives the Wheel?," CFS Working Paper Series 2003/29, Center for Financial Studies (CFS).
    4. Christian Hellwig, 2002. "Signaling in a Global Game: Coordination and Policy Traps (J.P.E., June 2006)," UCLA Economics Online Papers 209, UCLA Department of Economics.
    5. Fritzi Koehler-Geib, 2006. "Uncertainty about the fundamentals and the occurrence of sudden stops of capital flows: Theory and Empirics," Working Papers 018, Bavarian Graduate Program in Economics (BGPE).
    6. Bryan R. Routledge, Stanley E. Zin, 2000. "Model Uncertainity And Liquidity," Computing in Economics and Finance 2000 368, Society for Computational Economics.
    7. Francisco Peñaranda & Jón Daníelsson, 2007. "On the impact of fundamentals, liquidity and coordination on market stability," Economics Working Papers 1003, Department of Economics and Business, Universitat Pompeu Fabra, revised Mar 2010.
    8. Koehler-Geib, Friederike Norma, 2008. "The Effect of Uncertainty on the Occurrence and Spread of Financial Crises," Munich Dissertations in Economics 8067, University of Munich, Department of Economics.
    9. Christina E. Bannier, 2003. "Privacy or Publicity - Who Drives the Wheel?," Game Theory and Information 0309006, University Library of Munich, Germany.
    10. Louise Allsopp, 2003. "Speculative behaviour, debt default and contagion: A stylised framework of the Latin American Crisis 2001-2002," Reserve Bank of New Zealand Discussion Paper Series DP2003/10, Reserve Bank of New Zealand.
    11. Morris, Stephen & Shin, Hyun Song, 2004. "Coordination risk and the price of debt," European Economic Review, Elsevier, vol. 48(1), pages 133-153, February.
    12. Mr. Prakash Kannan & Mr. Selim A Elekdag, 2009. "Incorporating Market Information into the Construction of the Fan Chart," IMF Working Papers 2009/178, International Monetary Fund.
    13. Christian Bauer & Bernhard Herz, 2009. "The Dynamics of Financial Crises and the Risk to Defend the Exchange Rate," Research Papers in Economics 2009-03, University of Trier, Department of Economics.
    14. Trabelsi, Emna, 2010. "Does asymmetric information play a role in explaining the Asian currency crisis? Application to Indonesian and Malaysian cases using a two-state Markov Switching model," MPRA Paper 26785, University Library of Munich, Germany.
    15. Mr. Andrew J Tiffin & Mr. Christian B. Mulder & Mr. Charalambos Christofides, 2003. "The Link Between Adherence to International Standards of Good Practice, Foreign Exchange Spreads, and Ratings," IMF Working Papers 2003/074, International Monetary Fund.
    16. Jean-Pierre Allegret & Camille Cornand, 2006. "The Pros and Cons of Higher Transparency: The Case of Speculative Attacks," Post-Print halshs-00137469, HAL.
    17. Sanne Zwart, 2005. "Liquidity runs with endogenous information acquisition," Economics Working Papers ECO2005/18, European University Institute.
    18. Angeletos, G.-M. & Lian, C., 2016. "Incomplete Information in Macroeconomics," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 1065-1240, Elsevier.
    19. Christina Bannier, 2003. "The Role of Information Disparity in the 1994/95 Mexican Peso," International Finance 0310001, University Library of Munich, Germany.
    20. Jeffrey A. Frankel & Shang-Jin Wei, 2004. "Managing Macroeconomic Crises," NBER Working Papers 10907, National Bureau of Economic Research, Inc.
    21. Prati, Alessandro & Sbracia, Massimo, 2010. "Uncertainty and Currency Crises: Evidence from Survey Data," MPRA Paper 21209, University Library of Munich, Germany.
    22. Paolo Angelini & Paolo Del Giovane & Stefano Siviero & Daniele Terlizzese, 2002. "Monetary Policy Rules for the Euro Area: What Role for National Information?," Temi di discussione (Economic working papers) 457, Bank of Italy, Economic Research and International Relations Area.
    23. Maurício Yoshinori Une & Marcelo Savino Portugal, 2005. "Fear of disruption: a model of Markov-switching regimes for the Brazilian country risk conditional volatility," Econometrics 0509005, University Library of Munich, Germany.
    24. Olga Shurchkov, 2013. "Coordination and learning in dynamic global games: experimental evidence," Experimental Economics, Springer;Economic Science Association, vol. 16(3), pages 313-334, September.
    25. Kannan, Prakash & Kohler-Geib, Fritzi, 2009. "The uncertainty channel of contagion," Policy Research Working Paper Series 4995, The World Bank.
    26. George-Marios Angeletos & Chen Lian, 2016. "Incomplete Information in Macroeconomics: Accommodating Frictions in Coordination," NBER Working Papers 22297, National Bureau of Economic Research, Inc.
    27. Franklin Allen & Elena Carletti, 2007. "Banks, Markets and Liquidity," RBA Annual Conference Volume (Discontinued), in: Christopher Kent & Jeremy Lawson (ed.),The Structure and Resilience of the Financial System, Reserve Bank of Australia.
    28. Christina E. Bannier, 2006. "The Role of Information Disclosure and Uncertainty in the 1994/95 Mexican Peso Crisis: Empirical Evidence," Review of International Economics, Wiley Blackwell, vol. 14(5), pages 883-909, November.

  12. Corsetti, Giancarlo & Pericoli, Marcello & Sbracia, Massimo, 2002. "Some Contagion, Some Interdependence: More Pitfalls in Tests of Financial Contagion," CEPR Discussion Papers 3310, C.E.P.R. Discussion Papers.

    Cited by:

    1. Kenourgios, Dimitris & Asteriou, Dimitrios & Samitas, Aristeidis, 2013. "Testing for asymmetric financial contagion: New evidence from the Asian crisis," The Journal of Economic Asymmetries, Elsevier, vol. 10(2), pages 129-137.
    2. Gropp, Reint & Moerman, Gerard, 2004. "Measurement of contagion in banks' equity prices," Journal of International Money and Finance, Elsevier, vol. 23(3), pages 405-459, April.
    3. Scott M. R. Mahadeo & Reinhold Heinlein & Gabriella Deborah Legrenzi, 2018. "Energy Contagion Analysis: A New Perspective with Application to a Small Petroleum Economy," CESifo Working Paper Series 7279, CESifo.
    4. Gallegati, Marco, 2012. "A wavelet-based approach to test for financial market contagion," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3491-3497.
    5. Beirne, John & Gieck, Jana, 2012. "Interdependence and contagion in global asset markets," Working Paper Series 1480, European Central Bank.
    6. Koulakiotis, Athanasios & Kartalis, Nikos & Lyroudi, Katerina & Papasyriopoulos, Nicholas, 2013. "The impact of corporate governance, regulatory differences and futures contracts on movements among portfolios of cross-listed equities: The case of Germany," Journal of Multinational Financial Management, Elsevier, vol. 23(1), pages 34-53.
    7. Anna Pavlova & Roberto Rigobon, 2008. "The Role of Portfolio Constraints in the International Propagation of Shocks," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 75(4), pages 1215-1256.
    8. Jean Imbs, 2010. "The First Global Recession in Decades," PSE-Ecole d'économie de Paris (Postprint) hal-00612515, HAL.
    9. Júlio Lobão, 2022. "Herding Behavior in the Market for Green Cryptocurrencies: Evidence from CSSD and CSAD Approaches," Sustainability, MDPI, vol. 14(19), pages 1-17, October.
    10. Trenca Ioan & Petria Nicolae & Dezsi Eva, 2013. "An Inquiry Into Contagion Transmission And Spillover Effects In Stock Markets," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(2), pages 472-482, December.
    11. Singh, Vipul Kumar & Kumar, Pawan & Nishant, Shreyank, 2019. "Global connectedness of MSCI energy equity indices: A system-wide network approach," Energy Economics, Elsevier, vol. 84(C).
    12. David Büttner & Bernd Hayo, 2009. "News and Correlations of CEEC-3 Financial Markets," MAGKS Papers on Economics 200944, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    13. Kole, H.J.W.G. & Koedijk, C.G. & Verbeek, M.J.C.M., 2004. "The effects of systemic crises when investors can be crisis ignorant," ERIM Report Series Research in Management ERS-2004-027-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    14. Marçal, Emerson Fernandes & Pereira, Pedro L. Valls, 2008. "Testing the Hypothesis of Contagion Using Multivariate Volatility Models," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 28(2), November.
    15. Adriana AnaMaria Davidescu & Eduard Mihai Manta & Oana Mihaela Vacaru (Boita) & Mihaela Gruiescu & Razvan Gabriel Hapau & Paul Laurentiu Baranga, 2023. "Has the COVID-19 Pandemic Led to a Switch in the Volatility of Biopharmaceutical Companies?," Mathematics, MDPI, vol. 11(14), pages 1-24, July.
    16. Dilip K. Das, 2014. "Growth, integration and trends in equity markets in Asia," Asia Pacific Business Review, Taylor & Francis Journals, vol. 20(2), pages 286-301, April.
    17. Dewandaru, Ginanjar & Masih, Rumi & Masih, A. Mansur M., 2015. "Why is no financial crisis a dress rehearsal for the next? Exploring contagious heterogeneities across major Asian stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 419(C), pages 241-259.
    18. Khaled GUESMI & Salma FATTOUM, 2014. "The Relationship between Oil Price and OECD Stock Markets: A Multivariate Approach," Economics Bulletin, AccessEcon, vol. 34(1), pages 510-519.
    19. Aneta Wlodarczyk & Iwona Otola, 2016. "Analysis of the Relationship between Market Volatility and Firms Volatility on the Polish Capital Market," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 16, pages 87-116.
    20. Gilles Dufrénot & Benjamin Keddad & Alain Sand-Zantman, 2010. "Financial spillovers from the US financial markets to the emerging markets during the subprime crisis: the example of Indian equity markets," Post-Print halshs-00952114, HAL.
    21. Zied Ftiti & Aviral Tiwari & Amél Belanès, 2014. "Tests of Financial Market Contagion: Evolutionary Cospectral Analysis V.S. Wavelet Analysis," Working Papers 2014-62, Department of Research, Ipag Business School.
    22. Bunda, Irina & Hamann, A. Javier & Lall, Subir, 2009. "Correlations in emerging market bonds: The role of local and global factors," Emerging Markets Review, Elsevier, vol. 10(2), pages 67-96, June.
    23. Mody, Ashoka & Taylor, Mark P., 2006. "Regional Vulnerability: The Case of East Asia," Economic Research Papers 269746, University of Warwick - Department of Economics.
    24. Khallouli, Wajih & Sandretto, René, 2012. "Testing for “Contagion” of the Subprime Crisis on the Middle East and North African Stock Markets: A Markov Switching EGARCH Approach," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 27, pages 134-166.
    25. Mehmet Sahiner, 2024. "Volatility Spillovers and Contagion During Major Crises: An Early Warning Approach Based on a Deep Learning Model," Computational Economics, Springer;Society for Computational Economics, vol. 63(6), pages 2435-2499, June.
    26. Wajih Khallouli & Rene Sandretto, 2011. "Testing for “Contagion” of the Subprime Crisis on the Middle East And North African Stock Markets: A Markov Switching EGARCH Approach," Working Papers 609, Economic Research Forum, revised 08 Jan 2011.
    27. Broto, Carmen & Pérez-Quirós, Gabriel, 2015. "Disentangling contagion among sovereign CDS spreads during the European debt crisis," Journal of Empirical Finance, Elsevier, vol. 32(C), pages 165-179.
    28. Filippo Brutti & Philip Sauré, 2012. "Transmission of Sovereign Risk in the Euro Crisis," Working Papers 12.01, Swiss National Bank, Study Center Gerzensee.
    29. Singh, Manish K. & Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2016. "Sovereign-bank linkages: Quantifying directional intensity of risk transfers in EMU countries," Journal of International Money and Finance, Elsevier, vol. 63(C), pages 137-164.
    30. Emmanuel Joel Aikins Abakah & Aviral Kumar Tiwari & Imhotep Paul Alagidede & Shawkat Hammoudeh, 2023. "Nonlinearity in the causality and systemic risk spillover between the OPEC oil and GCC equity markets: a pre- and post-financial crisis analysis," Empirical Economics, Springer, vol. 65(3), pages 1027-1103, September.
    31. Jin, Xiaoye, 2016. "The impact of 2008 financial crisis on the efficiency and contagion of Asian stock markets: A Hurst exponent approach," Finance Research Letters, Elsevier, vol. 17(C), pages 167-175.
    32. Bayoumi, Tamim & Fazio, Giorgio & Kumar, Manmohan & MacDonald, Ronald, 2007. "Fatal attraction: Using distance to measure contagion in good times as well as bad," Review of Financial Economics, Elsevier, vol. 16(3), pages 259-273.
    33. Mehmet Balcilar & Rangan Gupta & Duc Khuong Nguyen & Mark E. Wohar, 2018. "Causal effects of the United States and Japan on Pacific-Rim stock markets: nonparametric quantile causality approach," Applied Economics, Taylor & Francis Journals, vol. 50(53), pages 5712-5727, November.
    34. Christos Floros, 2005. "Price Linkages Between the US, Japan and UK Stock Markets," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 19(2), pages 169-178, August.
    35. Beyer, Robert & Milivojevic, Lazar, 2021. "Dynamics and synchronization of global equilibrium interest rates," IMFS Working Paper Series 146, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
    36. Rizvi, Syed Aun R. & Arshad, Shaista & Alam, Nafis, 2015. "Crises and contagion in Asia Pacific — Islamic v/s conventional markets," Pacific-Basin Finance Journal, Elsevier, vol. 34(C), pages 315-326.
    37. Leitao, Joao & Armada, Manuel Rocha & Ferreira, Joaaquim, 2012. "Corruption and Co-Movements in European Listed Sport Companies: Did Calciocaos really matter?," MPRA Paper 42474, University Library of Munich, Germany.
    38. Cesa-Bianchi, Ambrogio & Imbs, Jean & Saleheen, Jumana, 2019. "Finance and synchronization," Journal of International Economics, Elsevier, vol. 116(C), pages 74-87.
    39. Guidi, Francesco, 2010. "Cointegration relationship and time varying co-movements among Indian and Asian developed stock markets," MPRA Paper 19853, University Library of Munich, Germany.
    40. Jeffrey Frankel, 2011. "Monetary Policy in Emerging Markets: A Survey," CID Working Papers 215, Center for International Development at Harvard University.
    41. Roberta Colavecchio & Michael Funke, 2007. "Volatility dependence across Asia-Pacific on-shore and off-shore U.S. dollar futures markets," Quantitative Macroeconomics Working Papers 20708, Hamburg University, Department of Economics.
    42. Roberto Casarin & Marco Tronzano & Domenico Sartore, 2013. "Bayesian Markov Switching Stochastic Correlation Models," Working Papers 2013:11, Department of Economics, University of Venice "Ca' Foscari".
    43. Jokipii, Terhi & Lucey, Brian, 2006. "Contagion and interdependence: measuring CEE banking sector co-movements," Bank of Finland Research Discussion Papers 15/2006, Bank of Finland.
    44. Brière, Marie & Chapelle, Ariane & Szafarz, Ariane, 2012. "No contagion, only globalization and flight to quality," Journal of International Money and Finance, Elsevier, vol. 31(6), pages 1729-1744.
    45. Lingfeng Li, 2003. "Macroeconomic Factors and the Correlation of Stock and Bond Returns," Yale School of Management Working Papers ysm328, Yale School of Management.
    46. Elahi, M.A., 2011. "Essays on financial fragility," Other publications TiSEM 882f55bb-10dc-4e49-95ef-e, Tilburg University, School of Economics and Management.
    47. Sarai Criado Nuevo, 2005. "Some critics to the contagion correlation test," Working Papers 05-01, Asociación Española de Economía y Finanzas Internacionales.
    48. Marta Gómez-Puig & Simón Sosvilla-Rivero, 2014. "“Causality and Contagion in EMU Sovereign Debt Markets”," IREA Working Papers 201403, University of Barcelona, Research Institute of Applied Economics, revised Feb 2014.
    49. Ahlgren, Niklas & Antell, Jan, 2008. "Cobreaking of Stock Prices and Contagion," Working Papers 537, Hanken School of Economics.
    50. Kosta Josifidis & Jean-Pierre Allegret & Céline Gimet & Emilija Beker Pucar, 2014. "Macroeconomic policy responses to financial crises in emerging European economies," Post-Print halshs-00976661, HAL.
    51. Gonzalez-Hermosillo Gonzalez, B.M., 2008. "Transmission of shocks across global financial markets : The role of contagion and investors' risk appetite," Other publications TiSEM d684f3c7-7ad8-4e93-88cf-a, Tilburg University, School of Economics and Management.
    52. Pragidis, I.C. & Aielli, G.P. & Chionis, D. & Schizas, P., 2015. "Contagion effects during financial crisis: Evidence from the Greek sovereign bonds market," Journal of Financial Stability, Elsevier, vol. 18(C), pages 127-138.
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    54. Matesanz, David & Ortega, Guillermo J., 2008. "Network analysis of exchange data: Interdependence drives crisis contagion," MPRA Paper 7720, University Library of Munich, Germany.
    55. Mardi Dungey & George Milunovich & Susan Thorp, 2008. "Unobservable Shocks as Carriers of Contagion: A Dynamic Analysis Using Identified Structural GARCH," NCER Working Paper Series 22, National Centre for Econometric Research.
    56. Massacci, D., 2007. "Identification and Estimation in an Incoherent Model of Contagion," Cambridge Working Papers in Economics 0744, Faculty of Economics, University of Cambridge.
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    58. Pesaran, M.H. & Pick, A., 2004. "Econometric Issues in the Analysis of Contagion," Cambridge Working Papers in Economics 0402, Faculty of Economics, University of Cambridge.
    59. Filip Iorgulescu, 2015. "Investigating Contagion and Market Interdependence during the Global Financial Crisis," Central European Business Review, Prague University of Economics and Business, vol. 2015(2), pages 31-39.
    60. Tonzer, Lena & Buchholz, Manuel, 2014. "Sovereign Credit Risk Co-movements in the Eurozone: Simple Interdependence or Contagion?," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100443, Verein für Socialpolitik / German Economic Association.
    61. Ciccarelli, Matteo & Rebucci, Alessandro, 2003. "Measuring contagion with a Bayesian, time-varying coefficient model," Working Paper Series 263, European Central Bank.
    62. Dewandaru, Ginanjar & Masih, Rumi & Masih, A. Mansur M., 2016. "Contagion and interdependence across Asia-Pacific equity markets: An analysis based on multi-horizon discrete and continuous wavelet transformations," International Review of Economics & Finance, Elsevier, vol. 43(C), pages 363-377.
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    64. Emanuele BACCHIOCCHI, 2015. "On the Identification of Interdependence and Contagion of Financial Crises," Departmental Working Papers 2015-12, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
    65. 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, Universidad del CEMA, vol. 17, pages 373-400, November.
    66. Aristeidis Samitas & Elias Kampouris & Zaghum Umar, 2022. "Financial contagion in real economy: The key role of policy uncertainty," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(2), pages 1633-1682, April.
    67. Joshua C.C. Chan & Cody Yu-Ling Hsiao & Renée A. Fry-McKibbin, 2013. "A Regime Switching Skew-normal Model for Measuring Financial Crisis and Contagion," CAMA Working Papers 2013-15, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    68. Jarl G. Kallberg & Crocker H. Liu & Paolo Pasquariello, 2014. "On the Price Comovement of U.S. Residential Real Estate Markets," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 42(1), pages 71-108, March.
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    Cited by:

    1. Gallegati, Marco, 2012. "A wavelet-based approach to test for financial market contagion," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3491-3497.
    2. Urbina, Jilber, 2013. "Contagion or Interdependence in the recent Global Financial Crisis? An application to the stock markets using unconditional cross-market correlations," Working Papers 2072/211884, Universitat Rovira i Virgili, Department of Economics.
    3. el Alaoui, AbdelKader O. & Ismath Bacha, Obiyathulla & Masih, Mansur & Asutay, Mehmet, 2017. "Leverage versus volatility: Evidence from the capital structure of European firms," Economic Modelling, Elsevier, vol. 62(C), pages 145-160.
    4. Bayoumi, Tamim & Fazio, Giorgio & Kumar, Manmohan & MacDonald, Ronald, 2007. "Fatal attraction: Using distance to measure contagion in good times as well as bad," Review of Financial Economics, Elsevier, vol. 16(3), pages 259-273.
    5. Caporale, Guglielmo Maria & Cipollini, Andrea & Spagnolo, Nicola, 2005. "Testing for contagion: a conditional correlation analysis," Journal of Empirical Finance, Elsevier, vol. 12(3), pages 476-489, June.
    6. Urbina, Jilber, 2013. "Financial Spillovers Across Countries: Measuring shock transmissions," MPRA Paper 75756, University Library of Munich, Germany.
    7. Roberto Casarin & Marco Tronzano & Domenico Sartore, 2013. "Bayesian Markov Switching Stochastic Correlation Models," Working Papers 2013:11, Department of Economics, University of Venice "Ca' Foscari".
    8. Sarai Criado Nuevo, 2005. "Some critics to the contagion correlation test," Working Papers 05-01, Asociación Española de Economía y Finanzas Internacionales.
    9. D Brookfield & A Azizan, 2006. "Contagion and the Role of Market Development: the Case of the Malaysian Futures Market during the East Asian Crisis of 1997," Economic Issues Journal Articles, Economic Issues, vol. 11(2), pages 1-18, September.
    10. Gonzalez-Hermosillo Gonzalez, B.M., 2008. "Transmission of shocks across global financial markets : The role of contagion and investors' risk appetite," Other publications TiSEM d684f3c7-7ad8-4e93-88cf-a, Tilburg University, School of Economics and Management.
    11. Tracy Yang & Jamus Jerome Lim, 2004. "Crisis, Contagion, and East Asian Stock Markets," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 7(01), pages 119-151.
    12. Apostolos Thomadakis, 2012. "Contagion or Flight-to-Quality Phenomena in Stock and Bond Returns," School of Economics Discussion Papers 0612, School of Economics, University of Surrey.
    13. Berben, Robert-Paul & Jansen, W. Jos, 2005. "Comovement in international equity markets: A sectoral view," Journal of International Money and Finance, Elsevier, vol. 24(5), pages 832-857, September.
    14. P. Manasse & L. Zavalloni, 2013. "Sovereign Contagion in Europe: Evidence from the CDS Market," Working Papers wp863, Dipartimento Scienze Economiche, Universita' di Bologna.
    15. William N. Goetzmann & Lingfeng Li & K. Geert Rouwenhorst, 2001. "Long-Term Global Market Correlations," NBER Working Papers 8612, National Bureau of Economic Research, Inc.
    16. William Goetzmann & Lingfeng Li & K. Rouwenhorst, 2001. "Long-Term Global Market Correlations," Yale School of Management Working Papers ysm237, Yale School of Management, revised 01 Jan 2008.
    17. Corsetti, Giancarlo & Pericoli, Marcello & Sbracia, Massimo, 2005. "'Some contagion, some interdependence': More pitfalls in tests of financial contagion," Journal of International Money and Finance, Elsevier, vol. 24(8), pages 1177-1199, December.
    18. Dirk Baur & Renee Fry, 2006. "Endogenous Contagion - A Panel Data Analysis," CAMA Working Papers 2006-09, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    19. Mardi Dungey & Rene Fry & Vance L. Martin, 2006. "Correlation, Contagion, and Asian Evidence," Asian Economic Papers, MIT Press, vol. 5(2), pages 32-72, Spring/Su.
    20. Marcello Pericoli & Massimo Sbracia, 2003. "A Primer on Financial Contagion," Journal of Economic Surveys, Wiley Blackwell, vol. 17(4), pages 571-608, September.
    21. Mardi Dungey & Diana Zhumabekova, 2001. "Factor analysis of a model of stock market returns using simulation-based estimation techniques," Pacific Basin Working Paper Series 2001-08, Federal Reserve Bank of San Francisco.
    22. el Alaoui, AbdelKader & Masih, Mansur & Bacha, Obiyathulla & Asutay, Mehmet, 2014. "Leverage, Sensitivity to Market Risk and Contagion: A Multi-Country Analysis for Shari’ah(Islamic) Stock Screening," MPRA Paper 57685, University Library of Munich, Germany.
    23. Serge Darolles & Jeremy Dudek & Gaëlle Le Fol, 2014. "Contagion in Emerging Markets," Post-Print hal-01632778, HAL.
    24. brayek, Angham ben & Sebai, Saber & Naoui, Kamel, 2015. "A study of the interactive relationship between oil price and exchange rate: A copula approach and a DCC-MGARCH model," The Journal of Economic Asymmetries, Elsevier, vol. 12(2), pages 173-189.
    25. Apostolos Thomadakis, 2012. "Measuring Financial Contagion with Extreme Coexceedances," School of Economics Discussion Papers 1112, School of Economics, University of Surrey.
    26. Massimo Sbracia & Andrea Zaghini, 2003. "The Role of the Banking System in the International Transmission of Shocks," The World Economy, Wiley Blackwell, vol. 26(5), pages 727-754, May.
    27. Fazio, Giorgio, 2007. "Extreme interdependence and extreme contagion between emerging markets," Journal of International Money and Finance, Elsevier, vol. 26(8), pages 1261-1291, December.
    28. Karanasos, Menelaos & Yfanti, Stavroula & Karoglou, Michail, 2016. "Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis," International Review of Financial Analysis, Elsevier, vol. 45(C), pages 332-349.
    29. Hee Soo Lee & Tae Yoon Kim, 2022. "A new analytical approach for identifying market contagion," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-35, December.
    30. contact_cb@yahoo.com. & Simona STAMULE & Iulian Cornel LOLEA, 2021. "The Spillover Effect on the CEE Equity Markets and the Financial Contagion in the Context of Financial Integration," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 155-170, December.
    31. Cifarelli, Giulio & Paladino, Giovanna, 2006. "Volatility co-movements between emerging sovereign bonds: Is there segmentation between geographical areas?," Global Finance Journal, Elsevier, vol. 16(3), pages 245-263, March.
    32. Baur, Dirk & Schulze, Niels, 2005. "Coexceedances in financial markets--a quantile regression analysis of contagion," Emerging Markets Review, Elsevier, vol. 6(1), pages 21-43, April.
    33. I‐Chun Tsai & Cheng‐Feng Lee, 2012. "The convergent behavior in REIT markets," Journal of Property Investment & Finance, Emerald Group Publishing Limited, vol. 30(1), pages 42-57, February.
    34. Mr. Mardi Dungey & Ms. Renee Fry & Mr. Vance Martin & Ms. Brenda Gonzalez-Hermosillo, 2004. "Empirical Modeling of Contagion: A Review of Methodologies," IMF Working Papers 2004/078, International Monetary Fund.
    35. Jean Coulom & Vijay Shenai, 2018. "The Effect of Alternative Measures of Distance on the Correlation of Real Effective Exchange Rate Returns: An Approach to Contagion Analysis," IJFS, MDPI, vol. 6(4), pages 1-18, October.
    36. Thomas Moser, 2003. "What Is International Financial Contagion?," International Finance, Wiley Blackwell, vol. 6(2), pages 157-178, July.
    37. Toni Gravelle & Maral Kichian & James Morley, 2002. "Detecting shift-contagion in currency and bond markets," Computing in Economics and Finance 2002 58, Society for Computational Economics.
    38. Thomas Flavin & Ekaterini Panopoulou, 2006. "Shift versus traditional contagion in Asian markets," The Institute for International Integration Studies Discussion Paper Series iiisdp176, IIIS.
    39. Mardi Dungey & Renee Fry & Vance L. Martin, 2003. "Equity Transmission Mechanisms from Asia to Australia: Interdependence or Contagion?," Australian Journal of Management, Australian School of Business, vol. 28(2), pages 157-182, September.
    40. Cifarelli, Giulio & Paladino, Giovanna, 2004. "The impact of the Argentine default on volatility co-movements in emerging bond markets," Emerging Markets Review, Elsevier, vol. 5(4), pages 427-446, December.
    41. Yu-Ling Hsiao, Cody & Ai, Dan & Wei, Xinyang & Sheng, Ni, 2021. "The contagious effect of China’s energy policy on stock markets: The case of the solar photovoltaic industry," Renewable Energy, Elsevier, vol. 164(C), pages 74-86.
    42. Shegorika Rajwani & Dilip Kumar, 2016. "Asymmetric Dynamic Conditional Correlation Approach to Financial Contagion: A Study of Asian Markets," Global Business Review, International Management Institute, vol. 17(6), pages 1339-1356, December.
    43. Elise MARAIS, 2007. "Mécanismes De Propag Ation Régionale De La Crise Boursière Asiatique," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 26, pages 13-33.
    44. Luchtenberg, Kimberly F. & Vu, Quang Viet, 2015. "The 2008 financial crisis: Stock market contagion and its determinants," Research in International Business and Finance, Elsevier, vol. 33(C), pages 178-203.
    45. Baur, Dirk G. & Fry, Renée A., 2009. "Multivariate contagion and interdependence," Journal of Asian Economics, Elsevier, vol. 20(4), pages 353-366, September.
    46. Sergio Andenmatten & Felix Brill, 2011. "Measuring Co-Movements of CDS Premia during the Greek Debt Crisis," Diskussionsschriften dp1104, Universitaet Bern, Departement Volkswirtschaft.
    47. Woon Sau Leung & Nicholas Taylor, 2013. "Testing for contagion: the impact of US structured markets on international financial markets," Chapters, in: Adrian R. Bell & Chris Brooks & Marcel Prokopczuk (ed.), Handbook of Research Methods and Applications in Empirical Finance, chapter 11, pages 256-284, Edward Elgar Publishing.
    48. Erika Corona & Sabrina Ecca & Michele Marchesi & Alessio Setzu, 2008. "The Interplay Between Two Stock Markets and a Related Foreign Exchange Market: A Simulation Approach," Computational Economics, Springer;Society for Computational Economics, vol. 32(1), pages 99-119, September.
    49. Baur, Dirk, 2003. "Testing for contagion--mean and volatility contagion," Journal of Multinational Financial Management, Elsevier, vol. 13(4-5), pages 405-422, December.

  14. Marcello Pericoli & Massimo Sbracia, 2001. "A Primer on Financial Contagion," Temi di discussione (Economic working papers) 407, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. da Gama Silva, Paulo Vitor Jordão & Klotzle, Marcelo Cabus & Pinto, Antonio Carlos Figueiredo & Gomes, Leonardo Lima, 2019. "Herding behavior and contagion in the cryptocurrency market," Journal of Behavioral and Experimental Finance, Elsevier, vol. 22(C), pages 41-50.
    2. Manuela Goretti, 2005. "The Brazilian Currency Turmoil of 2002: A Nonlinear Analysis," International Finance 0506001, University Library of Munich, Germany.
    3. Nathaniel Frank & Heiko Hesse, 2009. "Financial Spillovers to Emerging Markets during the Global Financial Crisis," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 59(6), pages 507-521, December.
    4. Pierluigi Bologna & Arianna Miglietta & Anatoli Segura, 2018. "Contagion in the CoCos market? A case study of two stress events," Temi di discussione (Economic working papers) 1201, Bank of Italy, Economic Research and International Relations Area.
    5. Gallegati, Marco, 2012. "A wavelet-based approach to test for financial market contagion," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3491-3497.
    6. Mattiussi, V. & Iori, G., 2006. "Currency futures volatility during the 1997 East Asian crisis: an application of Fourier analysis," Working Papers 06/09, Department of Economics, City University London.
    7. Kenourgios, Dimitris & Naifar, Nader & Dimitriou, Dimitrios, 2016. "Islamic financial markets and global crises: Contagion or decoupling?," Economic Modelling, Elsevier, vol. 57(C), pages 36-46.
    8. Mierau, Jochen O. & Mink, Mark, 2013. "Are stock market crises contagious? The role of crisis definitions," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 4765-4776.
    9. Thomas J. Flavin and Ekaterini Panopoulou, 2007. "Detecting Shift and Pure Contagion in East Asian Equity Markets: A Unified Approach," The Institute for International Integration Studies Discussion Paper Series iiisdp236, IIIS.
    10. Charles Noussair & Yilong Xu, 2015. "Information mirages and financial contagion in an asset market experiment," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 42(6), pages 1029-1055, November.
    11. Mahfuzul Haque & Hannarong Shamsub, 2015. "Do Markets Cointegrate after Financial Crises? Evidence from G-20 Stock Markets," IJFS, MDPI, vol. 3(4), pages 1-30, December.
    12. el Alaoui, AbdelKader O. & Ismath Bacha, Obiyathulla & Masih, Mansur & Asutay, Mehmet, 2017. "Leverage versus volatility: Evidence from the capital structure of European firms," Economic Modelling, Elsevier, vol. 62(C), pages 145-160.
    13. Raffaela Giordano & Marcello Pericoli & Pietro Tommasino, 2013. "Pure or Wake-up-Call Contagion? Another Look at the EMU Sovereign Debt Crisis," International Finance, Wiley Blackwell, vol. 16(2), pages 131-160, June.
    14. Marçal, Emerson Fernandes & Pereira, Pedro L. Valls, 2008. "Testing the Hypothesis of Contagion Using Multivariate Volatility Models," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 28(2), November.
    15. Edgardo Cayon & Susan Thorp, 2014. "Financial Autarchy as Contagion Prevention: The Case of Colombian Pension Funds," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 50(S3), pages 122-139.
    16. Thomas J. Flavin & Ekaterini Panopoulou & Deren Unalmis, 2008. "On the Stability of Domestic Financial Market Linkages in the Presence of time-varying Volatility," Working Papers 0810, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
    17. Claeys, Peter & Vašíček, Bořek, 2014. "Measuring bilateral spillover and testing contagion on sovereign bond markets in Europe," Working Paper Series 1666, European Central Bank.
    18. Orlov, Alexei G., 2009. "A cospectral analysis of exchange rate comovements during Asian financial crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(5), pages 742-758, December.
    19. Zied Ftiti & Aviral Tiwari & Amél Belanès, 2014. "Tests of Financial Market Contagion: Evolutionary Cospectral Analysis V.S. Wavelet Analysis," Working Papers 2014-62, Department of Research, Ipag Business School.
    20. Mensi, Walid & Shafiullah, Muhammad & Vo, Xuan Vinh & Kang, Sang Hoon, 2021. "Volatility spillovers between strategic commodity futures and stock markets and portfolio implications: Evidence from developed and emerging economies," Resources Policy, Elsevier, vol. 71(C).
    21. Lyócsa, Štefan & Baumöhl, Eduard & Vŷrost, Tomáš, 2021. "YOLO trading: Riding with the herd during the GameStop episode," EconStor Preprints 230679, ZBW - Leibniz Information Centre for Economics.
    22. Boschi, Melisso, 2004. "International Financial Contagion: Evidence from the Argentine Crisis of 2001-2002," MPRA Paper 28546, University Library of Munich, Germany.
    23. Broto, Carmen & Pérez-Quirós, Gabriel, 2015. "Disentangling contagion among sovereign CDS spreads during the European debt crisis," Journal of Empirical Finance, Elsevier, vol. 32(C), pages 165-179.
    24. Dimitriou, Dimitrios & Kenourgios, Dimitris & Simos, Theodore, 2013. "Global financial crisis and emerging stock market contagion: A multivariate FIAPARCH–DCC approach," International Review of Financial Analysis, Elsevier, vol. 30(C), pages 46-56.
    25. Charles Ka Yui Leung & Patrick Wai Yin Cheung & Edward Chi Ho Tang, 2013. "Financial Crisis and the Co-movements of Housing Sub-markets: Do relationships change after a crisis?," International Real Estate Review, Global Social Science Institute, vol. 16(1), pages 68-118.
    26. Emmanuel Joel Aikins Abakah & Aviral Kumar Tiwari & Imhotep Paul Alagidede & Shawkat Hammoudeh, 2023. "Nonlinearity in the causality and systemic risk spillover between the OPEC oil and GCC equity markets: a pre- and post-financial crisis analysis," Empirical Economics, Springer, vol. 65(3), pages 1027-1103, September.
    27. Dungey, Mardi & Fry, Renée, 2009. "More Confusion in Contagion Tests: the Effects of a Crisis Sourced in US Credit Markets," The Journal of Economic Asymmetries, Elsevier, vol. 6(3), pages 41-70.
    28. Muñoz, Mª Pilar & Márquez, María Dolores & Sánchez, Josep A., 2011. "Contagion between United States and european markets during the recent crises," MPRA Paper 35993, University Library of Munich, Germany.
    29. Bayoumi, Tamim & Fazio, Giorgio & Kumar, Manmohan & MacDonald, Ronald, 2007. "Fatal attraction: Using distance to measure contagion in good times as well as bad," Review of Financial Economics, Elsevier, vol. 16(3), pages 259-273.
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    40. Brière, Marie & Chapelle, Ariane & Szafarz, Ariane, 2012. "No contagion, only globalization and flight to quality," Journal of International Money and Finance, Elsevier, vol. 31(6), pages 1729-1744.
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    44. Biliana Alexandrova‐Kabadjova, 2016. "Currents of Liquidity Flows Created by the Different Type of Payments: the Case of SPEI," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 23(1-2), pages 65-84, January.
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    47. Marc Sanchez-Roger & María Dolores Oliver-Alfonso & Carlos Sanchís-Pedregosa & Carlos Sanchís-Pedregosa & Norat Roig-Tierno, 2020. "Bail-in and interbank contagion risk: an application of FSQCA methodology," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, vol. 7(4), pages 2604-2614, June.
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    4. Sophie Brana & Dalila Chenaf-Nicet & Delphine Lahet, 2023. "Drivers of cross-border bank claims: The role of foreign-owned banks in emerging countries," Working Papers 2023.06, International Network for Economic Research - INFER.
    5. Carlos C. Bautista & Philippe Rous & Amine Tarazi, 2008. "The Determinants of Domestic and Cross Border Bank Contagion Risk in Southeast Asia," Post-Print hal-00838543, HAL.
    6. Hamidreza Tabarraei, 2014. "Euro-Crisis and Spillover Effects on the Emerging Economies," PSE Working Papers halshs-00952153, HAL.
    7. Andrea Cipollini & George Kapetanios, 2005. "Forecasting Financial Crises and Contagion in Asia Using Dynamic Factor Analysis," Working Papers 538, Queen Mary University of London, School of Economics and Finance.
    8. Dungey, Mardi & Gajurel, Dinesh, 2014. "Contagion and banking crisis — internatonal evidence for 2007-2009," Working Papers 2014-10, University of Tasmania, Tasmanian School of Business and Economics.
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    14. Hamidreza Tabarraei, 2014. "Euro-Crisis and Spillover Effects on the Emerging Economies," Working Papers halshs-00952153, HAL.
    15. Bodart, V. & Candelon, B., 2005. "Evidences of interdependence and contagion using a frequency domain framework," Research Memorandum 023, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
    16. Reiner Eichenberger & Sergio Rossi, 2004. "Die Deregulierung der Zentralbanken: Auf zu einem internationalen Markt für gute Geldpolitik!," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 140(III), pages 327-353, September.
    17. Ruth Mateos de Cabo & Ricardo Gimeno & María Nieto, 2012. "Gender Diversity on European Banks’ Boards of Directors," Journal of Business Ethics, Springer, vol. 109(2), pages 145-162, August.
    18. Islam, Raisul & Volkov, Vladimir, 2020. "Calm before the storm: an early warning approach before and during the COVID-19 crisis," Working Papers 2020-09, University of Tasmania, Tasmanian School of Business and Economics.
    19. Georgios Fotopoulos & Helen Louri, 2011. "On the geography of international banking: the role of third-country effects," Working Papers 125, Bank of Greece.
    20. Michael Chui & Simon Hall & Ashley Taylor, 2004. "Crisis spillovers in emerging market economies: interlinkages, vulnerabilities and investor behaviour," Bank of England working papers 212, Bank of England.
    21. Rossi, Sergio, 2004. "The enlargement of the euro area: what lessons can be learned from EMU?," Journal of Asian Economics, Elsevier, vol. 14(6), pages 947-970, January.
    22. Andrea Cipollini & George Kapetanios, 2003. "A Dynamic Factor Analysis of Financial Contagion in Asia," Working Papers 498, Queen Mary University of London, School of Economics and Finance.
    23. Dahl, Drew & Logan, Andrew, 2007. "The exposure of international banks to cross-country interdependencies: An empirical analysis of overdue claims," Journal of Multinational Financial Management, Elsevier, vol. 17(3), pages 203-213, July.
    24. Valter Di Giacinto, 2006. "A Generalized Space-Time ARMA Model with an Application to Regional Unemployment Analysis in Italy," International Regional Science Review, , vol. 29(2), pages 159-198, April.
    25. MARAIS Elise, 2004. "Indices de vulnérabilité au créancier bancaire commun," International Finance 0404001, University Library of Munich, Germany.
    26. Georgios Fotopoulos & Helen Louri, 2011. "On the Geography of International Banking: a case for spatial econometrics?," ERSA conference papers ersa10p1081, European Regional Science Association.
    27. Pappas, Vasileios & Ingham, Hilary & Izzeldin, Marwan & Steele, Gerry, 2016. "Will the crisis “tear us apart”? Evidence from the EU," International Review of Financial Analysis, Elsevier, vol. 46(C), pages 346-360.
    28. Stergios Leventis & Panagiotis Dimitropoulos, 2012. "The role of corporate governance in earnings management: experience from US banks," Journal of Applied Accounting Research, Emerald Group Publishing Limited, vol. 13(2), pages 161-177, September.

  16. Massimo Sbracia & Andrea Zaghini, 2000. "Expectations and information in second generation currency crises models," Temi di discussione (Economic working papers) 391, Bank of Italy, Economic Research and International Relations Area.

    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. Bannier, Christina E., 2003. "Privacy or Publicity - Who Drives the Wheel?," CFS Working Paper Series 2003/29, Center for Financial Studies (CFS).
    3. Francesco Spadafora, 2004. "Il pilastro privato del sistema previdenziale. Il caso del Regno Unito," Temi di discussione (Economic working papers) 503, Bank of Italy, Economic Research and International Relations Area.
    4. Luca Casolaro & Leonardo Gambacorta, 2004. "Un modello dei conti economici per il sistema bancario italiano," Temi di discussione (Economic working papers) 519, Bank of Italy, Economic Research and International Relations Area.
    5. Tomasz Michalski & Gilles Stoltz, 2013. "Do Countries Falsify Economic Data Strategically? Some Evidence that They Do," Working Papers hal-01903804, HAL.
    6. MARAIS Elise, 2004. "La contagion financi`ere : une ´etude empirique sur les causalités lors de la crise asiatique," International Finance 0404003, University Library of Munich, Germany.
    7. Allsopp, Louise, 2002. "Common knowledge and the value of defending a fixed exchange rate--an explanation of a currency crisis," Journal of Macroeconomics, Elsevier, vol. 24(1), pages 67-79, March.
    8. Chanelle Duley & Prasanna Gai, 2020. "When the penny doesn't drop - Macroeconomic tail risk and currency crises," National Institute of Economic and Social Research (NIESR) Discussion Papers 520, National Institute of Economic and Social Research.
    9. Camille Cornand, 2008. "Speculative Attacks and Informational Structure: an Experimental Study," Post-Print hal-00279185, HAL.
    10. Piersanti, Giovanni, 2012. "The Macroeconomic Theory of Exchange Rate Crises," OUP Catalogue, Oxford University Press, number 9780199653126.
    11. Fabio Panetta, 2003. "Evoluzione del sistema bancario e finanziamento dell�economia nel Mezzogiorno," Temi di discussione (Economic working papers) 467, Bank of Italy, Economic Research and International Relations Area.
    12. Ruiz-Porras, Antonio, 2006. "Información privilegiada, administración de riesgos y utilidades esperadas: Una aplicación de los juegos de señalización al estudio de crisis cambiarias," MPRA Paper 1441, University Library of Munich, Germany.
    13. Claudia Biancotti & Giovanni D'Alessio & Andrea Neri, 2004. "Errori di misura nell�indagine sui bilanci delle famiglie italiane," Temi di discussione (Economic working papers) 520, Bank of Italy, Economic Research and International Relations Area.
    14. Sander, Harald & Kleimeier, Stefanie, 2003. "Contagion and causality: an empirical investigation of four Asian crisis episodes," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 13(2), pages 171-186, April.
    15. Christina E. Bannier, 2003. "Privacy or Publicity - Who Drives the Wheel?," Game Theory and Information 0309006, University Library of Munich, Germany.
    16. Paolo Chiades & Massimo Gallo & Andrea Venturini, 2003. "L�utilizzo degli indicatori compositi nell'analisi congiunturale territoriale: un'applicazione all'economia del Veneto," Temi di discussione (Economic working papers) 485, Bank of Italy, Economic Research and International Relations Area.
    17. Tomasz Michalski & Gilles Stoltz, 2013. "Do countries falsify economic data strategically? Some evidence that they might," Post-Print halshs-00482106, HAL.
    18. Paolo Del Giovane & Roberto Sabbatini, 2004. "L�introduzione dell�euro e la divergenza tra infl azione rilevata e percepita," Temi di discussione (Economic working papers) 532, Bank of Italy, Economic Research and International Relations Area.
    19. Luca Dedola & Eugenio Gaiotti & Luca Silipo, 2004. "Money Demand in theEuroArea: Do National Differences Matter?," Macroeconomics 0404019, University Library of Munich, Germany, revised 24 Apr 2004.
    20. Joscha Beckmann & Robert L. Czudaj, 2023. "The role of expectations for currency crisis dynamics—The case of the Turkish lira," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(3), pages 625-642, April.
    21. Jean-Pierre Allegret & Camille Cornand, 2006. "The Pros and Cons of Higher Transparency: The Case of Speculative Attacks," Post-Print halshs-00137469, HAL.
    22. Sanne Zwart, 2005. "Liquidity runs with endogenous information acquisition," Economics Working Papers ECO2005/18, European University Institute.
    23. Chan, Kenneth S. & Chiu, Y. Stephen, 2002. "The role of (non-)transparency in a currency crisis model," European Economic Review, Elsevier, vol. 46(2), pages 397-416, February.
    24. Marcello Pericoli & Massimo Sbracia, 2003. "A Primer on Financial Contagion," Journal of Economic Surveys, Wiley Blackwell, vol. 17(4), pages 571-608, September.
    25. Lili Zhu & Jiawen Yang, 2010. "Psychic Distance in the Eight-year Crisis: An Empirical Study," Chapters, in: Brian Bruce (ed.), Handbook of Behavioral Finance, chapter 7, Edward Elgar Publishing.
    26. Tai-kuang Ho & Ming-yen Wu, 2012. "Third-person Effect and Financial Contagion in the Context of a Global Game," Open Economies Review, Springer, vol. 23(5), pages 823-846, November.
    27. Cannari Luigi & D'Alessio Giovanni, 2007. "The opinion of Italians on tax evasion," Temi di discussione (Economic working papers) 618, Bank of Italy, Economic Research and International Relations Area.
    28. Antonio Bassanetti & Massimiliano Iommi & Cecilia Jona-Lasinio & Francesco Zollino, 2004. "La crescita dell'economia italiana negli anni novanta tra ritardo tecnologico e rallentamento della produttivit�," Temi di discussione (Economic working papers) 539, Bank of Italy, Economic Research and International Relations Area.
    29. Prati, Alessandro & Sbracia, Massimo, 2010. "Uncertainty and Currency Crises: Evidence from Survey Data," MPRA Paper 21209, University Library of Munich, Germany.
    30. Maurício Yoshinori Une & Marcelo Savino Portugal, 2005. "Fear of disruption: a model of Markov-switching regimes for the Brazilian country risk conditional volatility," Econometrics 0509005, University Library of Munich, Germany.
    31. Paolo Finaldi Russo & Luigi Leva, 2004. "Il debito commerciale in Italia: quanto contano le motivazioni finanziarie?," Temi di discussione (Economic working papers) 496, Bank of Italy, Economic Research and International Relations Area.
    32. David Gray, 2014. "Central European foreign exchange markets: a cross-spectral analysis of the 2007 financial crisis," The European Journal of Finance, Taylor & Francis Journals, vol. 20(6), pages 550-567, June.
    33. Mr. M. Sbracia & Mr. Alessandro Prati, 2002. "Currency Crises and Uncertainty About Fundamentals," IMF Working Papers 2002/003, International Monetary Fund.
    34. Matteo Bugamelli & Alfonso Rosolia, 2006. "Productivity and foreign competition," Temi di discussione (Economic working papers) 578, Bank of Italy, Economic Research and International Relations Area.

Articles

  1. Stefano Bolatto & Massimo Sbracia, 2016. "Deconstructing the Gains from Trade: Selection of Industries vs Reallocation of Workers," Review of International Economics, Wiley Blackwell, vol. 24(2), pages 344-363, May.
    See citations under working paper version above.
  2. Finicelli, Andrea & Pagano, Patrizio & Sbracia, Massimo, 2013. "Ricardian selection," Journal of International Economics, Elsevier, vol. 89(1), pages 96-109.
    See citations under working paper version above.
  3. Andrea Finicelli & Massimo Sbracia & Andrea Zaghini, 2011. "A disaggregated analysis of the export performance of some industrial and emerging countries," International Economics and Economic Policy, Springer, vol. 8(1), pages 93-113, April.
    See citations under working paper version above.
  4. Prati, Alessandro & Sbracia, Massimo, 2010. "Uncertainty and currency crises: Evidence from survey data," Journal of Monetary Economics, Elsevier, vol. 57(6), pages 668-681, September.
    See citations under working paper version above.
  5. Corsetti, Giancarlo & Pericoli, Marcello & Sbracia, Massimo, 2005. "'Some contagion, some interdependence': More pitfalls in tests of financial contagion," Journal of International Money and Finance, Elsevier, vol. 24(8), pages 1177-1199, December.
    See citations under working paper version above.
  6. Massimo Sbracia & Andrea Zaghini, 2003. "The Role of the Banking System in the International Transmission of Shocks," The World Economy, Wiley Blackwell, vol. 26(5), pages 727-754, May.
    See citations under working paper version above.
  7. Marcello Pericoli & Massimo Sbracia, 2003. "A Primer on Financial Contagion," Journal of Economic Surveys, Wiley Blackwell, vol. 17(4), pages 571-608, September.
    See citations under working paper version above.
  8. Sbracia, Massimo & Zaghini, Andrea, 2001. "Expectations and information in second generation currency crises models," Economic Modelling, Elsevier, vol. 18(2), pages 203-222, April.
    See citations under working paper version above.Sorry, no citations of articles recorded.

Chapters

  1. Patrizio Pagano & Massimo Sbracia, 2018. "The Productivity Slowdown and the Secular Stagnation Hypothesis," Financial and Monetary Policy Studies, in: Laurent Ferrara & Ignacio Hernando & Daniela Marconi (ed.), International Macroeconomics in the Wake of the Global Financial Crisis, pages 17-41, Springer.

    Cited by:

    1. Manuel David Cruz & Daniele Tavani, 2022. "Secular Stagnation: A Classical-Marxian View," Working Papers PKWP2229, Post Keynesian Economics Society (PKES).
    2. Di Bucchianico, Stefano, 2020. "Discussing Secular Stagnation: A case for freeing good ideas from theoretical constraints?," Structural Change and Economic Dynamics, Elsevier, vol. 55(C), pages 288-297.
    3. Ciaffi, Giovanna & Deleidi, Matteo & Di Bucchianico, Stefano, 2024. "Stagnation despite ongoing innovation: Is R&D expenditure composition a missing link? An empirical analysis for the US (1948–2019)," Technological Forecasting and Social Change, Elsevier, vol. 206(C).

  2. Alessandro Borin & Virginia Nino & Michele Mancini & Massimo Sbracia, 2018. "Trade Weakness: Cycle or Trend?," Financial and Monetary Policy Studies, in: Laurent Ferrara & Ignacio Hernando & Daniela Marconi (ed.), International Macroeconomics in the Wake of the Global Financial Crisis, pages 99-114, Springer.

    Cited by:

    1. Peter A.G. van Bergeijk, 2019. "Deglobalization 2.0," Books, Edward Elgar Publishing, number 18560.

  3. Massimo Sbracia & Andrea Zaghini, 2001. "Crises and contagion: the role of the banking system," BIS Papers chapters, in: Bank for International Settlements (ed.), Marrying the macro- and micro-prudential dimensions of financial stability, volume 1, pages 241-260, Bank for International Settlements.

    Cited by:

    1. Suarez, Javier & Sánchez Serrano, Antonio, 2018. "Approaching non-performing loans from a macroprudential angle," Report of the Advisory Scientific Committee 7, European Systemic Risk Board.
    2. Francesca Viani, 2005. "International Monetary Fund Resources and Contagion Mechanisms: A Hypothesis," Rivista di Politica Economica, SIPI Spa, vol. 95(6), pages 69-103, November-.
    3. Carlos C. Bautista & Philippe Rous & Amine Tarazi, 2008. "The Determinants of Domestic and Cross Border Bank Contagion Risk in Southeast Asia," Post-Print hal-00838543, HAL.
    4. Leila Ali & Yan Kestens, 2006. "Contagion and Crises Clusters: Toward a Regional Warning System?," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 142(4), pages 814-839, December.
    5. Massimo Sbracia & Andrea Zaghini, 2003. "The Role of the Banking System in the International Transmission of Shocks," The World Economy, Wiley Blackwell, vol. 26(5), pages 727-754, May.
    6. Drew Dahl & Andrew Logan, 2005. "The exposure of international bank loans to third-country risk: an empirical analysis of overdue claims," Bank of England working papers 247, Bank of England.
    7. Takeda, Fumiko, 2004. "A twin crisis model with incomplete information," Journal of the Japanese and International Economies, Elsevier, vol. 18(1), pages 38-56, March.
    8. Alexandra Lai, 2002. "Modelling Financial Instability: A Survey of the Literature," Staff Working Papers 02-12, Bank of Canada.
    9. MARAIS Elise, 2004. "Indices de vulnérabilité au créancier bancaire commun," International Finance 0404001, University Library of Munich, Germany.

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