Choques externos y precios de los activos en Latinoamérica antes y después de la quiebra de Lehman Brothers
Author
Abstract
Suggested Citation
DOI: 10.32468/be.704
Download full text from publisher
Other versions of this item:
- Melo-Velandia, Luis Fernando & Rincón-Castro, Hernán, 2013. "Choques externos y precios de los activos en Latinoamérica antes y después de la quiebra de Lehman Brothers," Chapters, in: Rincón-Castro, Hernán & Velasco, Andrés M. (ed.), Flujos de capitales, choques externos y respuestas de política en países emergentes, chapter 4, pages 137-190, Banco de la Republica de Colombia.
- Luis Fernando Melo & Hernán Rincón, 2013. "Choques externos y precios de los activos en Latinoamérica antes y después de la quiebra de Lehman Brothers," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 31(71), pages 1-35, June.
- Luis Fernando Melo & Hernán Rincón, 2013. "Choques externos y precios de los activos en Latinoamérica antes y después de la quiebra de Lehman Brothers," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 31(71), pages 1-35, June.
- luis Fernando Melo & Hernán Rincón, 2012. "Choques externos y precios de los activos en Latinoamérica antes y después de la quiebra de Lehman Brothers," Borradores de Economia 9450, Banco de la Republica.
References listed on IDEAS
- Carlos Montoro & Liliana Rojas-Suarez, 2012. "Credit at times of stress: Latin American lessons from the global financial crisis," BIS Working Papers 370, Bank for International Settlements.
- Dooley, Michael & Hutchison, Michael, 2009.
"Transmission of the U.S. subprime crisis to emerging markets: Evidence on the decoupling-recoupling hypothesis,"
Journal of International Money and Finance, Elsevier, vol. 28(8), pages 1331-1349, December.
- Michael P. Dooley & Michael M. Hutchison, 2009. "Transmission of the U.S. Subprime Crisis to Emerging Markets: Evidence on the Decoupling-Recoupling Hypothesis," NBER Working Papers 15120, National Bureau of Economic Research, Inc.
- Geert Bekaert & Michael Ehrmann & Marcel Fratzscher & Arnaud Mehl, 2014.
"The Global Crisis and Equity Market Contagion,"
Journal of Finance, American Finance Association, vol. 69(6), pages 2597-2649, December.
- Ehrmann, Michael & Fratzscher, Marcel & Mehl, Arnaud & Bekaert, Geert, 2011. "Global crises and equity market contagion," Working Paper Series 1381, European Central Bank.
- Geert Bekaert & Michael Ehrmann & Marcel Fratzscher & Arnaud J. Mehl, 2011. "Global Crises and Equity Market Contagion," NBER Working Papers 17121, National Bureau of Economic Research, Inc.
- Geert Bekaert & Michael Ehrmann & Marcel Fratzscher & Arnaud Mehl, 2014. "The Global Crisis and Equity Market Contagion," Discussion Papers of DIW Berlin 1352, DIW Berlin, German Institute for Economic Research.
- Bekaert, Geert & Ehrmann, Michael & Fratzscher, Marcel & Mehl, Arnaud, 2011. "Global crises and equity market contagion," CEPR Discussion Papers 8438, C.E.P.R. Discussion Papers.
- Luis Fernando Melo & Hernán Rincón, 2013.
"Choques externos y precios de los activos en Latinoamérica antes y después de la quiebra de Lehman Brothers,"
Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 31(71), pages 1-35, June.
- Melo-Velandia, Luis Fernando & Rincón-Castro, Hernán, 2013. "Choques externos y precios de los activos en Latinoamérica antes y después de la quiebra de Lehman Brothers," Chapters, in: Rincón-Castro, Hernán & Velasco, Andrés M. (ed.), Flujos de capitales, choques externos y respuestas de política en países emergentes, chapter 4, pages 137-190, Banco de la Republica de Colombia.
- Luis Fernando Melo & Hernán Rincón, 2013. "Choques externos y precios de los activos en Latinoamérica antes y después de la quiebra de Lehman Brothers," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 31(71), pages 1-35, June.
- Luis Fernando Melo & Hernán Rincón, 2012. "Choques externos y precios de los activos en Latinoamérica antes y después de la quiebra de Lehman Brothers," Borradores de Economia 704, Banco de la Republica de Colombia.
- luis Fernando Melo & Hernán Rincón, 2012. "Choques externos y precios de los activos en Latinoamérica antes y después de la quiebra de Lehman Brothers," Borradores de Economia 9450, Banco de la Republica.
- Jon Faust & John H. Rogers & Eric Swanson & Jonathan H. Wright, 2003.
"Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data,"
Journal of the European Economic Association, MIT Press, vol. 1(5), pages 1031-1057, September.
- Faust, Jon & Rogers, John H. & Swanson, Eric & Wright, Jonathan H., 2002. "Identifying the effects of monetary policy shocks on exchange rates using high frequency data," Working Paper Series 167, European Central Bank.
- Jon Faust & John H. Rogers & Eric Swanson & Jonathan H. Wright, 2003. "Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data," NBER Working Papers 9660, National Bureau of Economic Research, Inc.
- Jon Faust & John H. Rogers & Eric T. Swanson & Jonathan H. Wright, 2002. "Identifying the effects of monetary policy shocks on exchange rates using high frequency data," International Finance Discussion Papers 739, Board of Governors of the Federal Reserve System (U.S.).
- Mr. G. Terrier & Mr. Rodrigo O. Valdes & Mr. Camilo E Tovar Mora & Mr. Jorge A Chan-Lau & Carlos Fernandez Valdovinos & Ms. Mercedes Garcia-Escribano & Mr. Carlos I. Medeiros & Man-Keung Tang & Miss M, 2011. "Policy Instruments to Lean Against the Wind in Latin America," IMF Working Papers 2011/159, International Monetary Fund.
- Engle, Robert F. & Kroner, Kenneth F., 1995. "Multivariate Simultaneous Generalized ARCH," Econometric Theory, Cambridge University Press, vol. 11(1), pages 122-150, February.
- Liliana Rojas-Suarez and Carlos Montoro, 2012. "Credit at Times of Stress: Latin American Lessons from the Global Financial Crisis - Working Paper 289," Working Papers 289, Center for Global Development.
- Graciela L. Kaminsky & Carmen M. Reinhart & Carlos A. Végh, 2003.
"The Unholy Trinity of Financial Contagion,"
Journal of Economic Perspectives, American Economic Association, vol. 17(4), pages 51-74, Fall.
- Reinhart, Carmen & Kaminsky, Graciela & Vegh, Carlos, 2002. "Two Hundred Years of Contagion," MPRA Paper 13229, University Library of Munich, Germany.
- Reinhart, Carmen & Kaminsky, Graciela & Vegh, Carlos, 2003. "The unholy trinity of financial contagion," MPRA Paper 13878, University Library of Munich, Germany.
- Graciela L. Kaminsky & Carmen Reinhart & Carlos A. Vegh, 2003. "The Unholy Trinity of Financial Contagion," NBER Working Papers 10061, National Bureau of Economic Research, Inc.
- Juan Manuel Julio & Ignacio Lozano & Ligia Alba Melo, 2012.
"Quiebre estructural de la relación entre la política fiscal y el riesgo soberano en las economías emergentes: el caso colombiano,"
Borradores de Economia
693, Banco de la Republica de Colombia.
- Juan Manuel Julio R. & Ignacio Lozano & Ligia Alba Melo B., 2012. "Quiebre estructural de la relación entre la política fiscal y el riesgo soberano en las economías emergentes: el caso colombiano," Borradores de Economia 9316, Banco de la Republica.
- Michael B. Devereux & James Yetman, 2010.
"Leverage Constraints and the International Transmission of Shocks,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(s1), pages 71-105, September.
- Michael B. Devereux & James Yetman, 2010. "Leverage Constraints and the International Transmission of Shocks," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(s1), pages 71-105, September.
- Michael B Devereux & James Yetman, 2009. "Leverage Constraints and the International Transmission of Shocks," RBA Research Discussion Papers rdp2009-08, Reserve Bank of Australia.
- Michael B. Devereux & James Yetman, 2010. "Leverage Constraints and the International Transmission of Shocks," Working Papers 132010, Hong Kong Institute for Monetary Research.
- Michael B. Devereux, 2010. "Leverage constraints and the international transmission of shocks," Globalization Institute Working Papers 45, Federal Reserve Bank of Dallas.
- Michael B. Devereux & James Yetman, 2010. "Leverage Constraints and the International Transmission of Shocks," NBER Working Papers 16226, National Bureau of Economic Research, Inc.
- James Yetman & Michael B. Devereux, 2010. "leverage constraints and the international transmission of shocks," 2010 Meeting Papers 1341, Society for Economic Dynamics.
- Fratzscher, Marcel, 2012.
"Capital flows, push versus pull factors and the global financial crisis,"
Journal of International Economics, Elsevier, vol. 88(2), pages 341-356.
- Marcel Fratzscher, 2011. "Capital Flows, Push versus Pull Factors and the Global Financial Crisis," NBER Chapters, in: Global Financial Crisis, National Bureau of Economic Research, Inc.
- Marcel Fratzscher, 2011. "Capital Flows, Push versus Pull Factors and the Global Financial Crisis," NBER Working Papers 17357, National Bureau of Economic Research, Inc.
- Fratzscher, Marcel, 2011. "Capital flows, push versus pull factors and the global financial crisis," Working Paper Series 1364, European Central Bank.
- Fratzscher, Marcel, 2011. "Capital Flows, Push versus Pull Factors and the Global Financial Crisis," CEPR Discussion Papers 8496, C.E.P.R. Discussion Papers.
- Arvind Krishnamurthy, 2010.
"Amplification Mechanisms in Liquidity Crises,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 2(3), pages 1-30, July.
- Arvind Krishnamurthy, 2009. "Amplification Mechanisms in Liquidity Crises," NBER Working Papers 15040, National Bureau of Economic Research, Inc.
- Kannan, Prakash & Kohler-Geib, Fritzi, 2009. "The uncertainty channel of contagion," Policy Research Working Paper Series 4995, The World Bank.
- Kristin J. Forbes & Roberto Rigobon, 2002. "No Contagion, Only Interdependence: Measuring Stock Market Comovements," Journal of Finance, American Finance Association, vol. 57(5), pages 2223-2261, October.
- Mr. Prakash Kannan & Fritzi Köhler-Geib, 2009. "The Uncertainty Channel of Contagion," IMF Working Papers 2009/219, International Monetary Fund.
- French, Kenneth R & Poterba, James M, 1991.
"Investor Diversification and International Equity Markets,"
American Economic Review, American Economic Association, vol. 81(2), pages 222-226, May.
- Kenneth R. French & James M. Poterba, 1991. "Investor Diversification and International Equity Markets," NBER Working Papers 3609, National Bureau of Economic Research, Inc.
- Markus K. Brunnermeier, 2009. "Deciphering the Liquidity and Credit Crunch 2007-2008," Journal of Economic Perspectives, American Economic Association, vol. 23(1), pages 77-100, Winter.
- Nicola Cetorelli & Linda S Goldberg, 2011.
"Global Banks and International Shock Transmission: Evidence from the Crisis,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 59(1), pages 41-76, April.
- Nicola Cetorelli & Linda S. Goldberg, 2010. "Global banks and international shock transmission: evidence from the crisis," Staff Reports 446, Federal Reserve Bank of New York.
- Nicola Cetorelli & Linda S. Goldberg, 2010. "Global Banks and International Shock Transmission: Evidence from the Crisis," NBER Working Papers 15974, National Bureau of Economic Research, Inc.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Arias, Fernando & Parra-Amado, Daniel & Garrido, Daira, 2013.
"¿Responden los diferentes tipos de flujos de capitales a los mismos fundamentos y en el mismo grado? : evidencia reciente para países emergentes,"
Chapters, in: Rincón-Castro, Hernán & Velasco, Andrés M. (ed.), Flujos de capitales, choques externos y respuestas de política en países emergentes, chapter 2, pages 53-81,
Banco de la Republica de Colombia.
- Fernando Arias & Daira Garrido & Daniel Parra & Hernán Rincon, 2012. "¿Responden los diferentes tipos de flujos de capitales a los mismos fundamentos y en el mismo grado? Evidencia reciente para países emergentes," Borradores de Economia 717, Banco de la Republica de Colombia.
- Fernando Arias & Daira Garrido & Daniel Parra & Hernán Rincón, 2012. "¿Responden los diferentes tipos de flujos de capitales a los mismos fundamentos y en el mismo grado? Evidencia reciente para países emergentes," Borradores de Economia 9764, Banco de la Republica.
- Luis Fernando Melo & Hernán Rincón, 2013.
"Choques externos y precios de los activos en Latinoamérica antes y después de la quiebra de Lehman Brothers,"
Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 31(71), pages 1-35, June.
- Melo-Velandia, Luis Fernando & Rincón-Castro, Hernán, 2013. "Choques externos y precios de los activos en Latinoamérica antes y después de la quiebra de Lehman Brothers," Chapters, in: Rincón-Castro, Hernán & Velasco, Andrés M. (ed.), Flujos de capitales, choques externos y respuestas de política en países emergentes, chapter 4, pages 137-190, Banco de la Republica de Colombia.
- Luis Fernando Melo & Hernán Rincón, 2013. "Choques externos y precios de los activos en Latinoamérica antes y después de la quiebra de Lehman Brothers," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 31(71), pages 1-35, June.
- Luis Fernando Melo & Hernán Rincón, 2012. "Choques externos y precios de los activos en Latinoamérica antes y después de la quiebra de Lehman Brothers," Borradores de Economia 704, Banco de la Republica de Colombia.
- luis Fernando Melo & Hernán Rincón, 2012. "Choques externos y precios de los activos en Latinoamérica antes y después de la quiebra de Lehman Brothers," Borradores de Economia 9450, Banco de la Republica.
- Wilmar Alexander Cabrera Rodríguez & Luis Fernando Melo Velandia & Daniel Parra Amado, 2014.
"Relación entre el riesgo sistémico del sistema financiero y el sector real: un enfoque FAVAR,"
Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 32(75), pages 1-22, December.
- Wilmar Alexander Cabrera Rodríguez & Luis Fernando Melo Velandia & Daniel Parra Amado, 2014. "Relación entre el riesgo sistémico del sistema financiero y el sector real: un enfoque FAVAR," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 32(75), pages 1-22, December.
- Wilmar Alexander Cabrera Rodríguez & Luis Fernando Melo Velandia & Daniel Parra Amado, 2014. "Relación entre el riesgo sistémico del sistema financiero y el sector real: un enfoque FAVAR," Borradores de Economia 11142, Banco de la Republica.
- Wilmar Alexander Cabrera Rodríguez & Luis Fernando Melo Velandia & Daniel Parra Amado, 2014. "Relación entre el riesgo sistémico del sistema financiero y el sector real: un enfoque FAVAR," Borradores de Economia 810, Banco de la Republica de Colombia.
- Diego Alejandro Martínez Cruz & José Fernando Moreno Gutiérrez & Juan Sebastián Rojas Moreno, 2015. "Evolución de la relación entre bonos locales y externos del gobierno colombiano frente a choques de riesgo," Borradores de Economia 14112, Banco de la Republica.
- Sandoval Paucar, Giovanny, 2018. "Efectos de desbordamiento sobre los mercados financieros de Colombia. Identificación a través de la heterocedasticidad [Spillovers effects on financial markets of Colombia. Identification through h," MPRA Paper 90422, University Library of Munich, Germany.
- Sandoval Paucar, Giovanny, 2019. "Modelación de la correlación condicional para el mercado bursátil colombiano: una aplicación de DCC – MGARCH [Modeling of the conditional correlation for the Colombian stock market: a DCC applicati," MPRA Paper 92534, University Library of Munich, Germany, revised 04 Mar 2019.
- Fernando Arias & David Delgado & Daniel Parra & Hernán Rincón-Castro, 2016. "Gross Capital Flows and their long-term Determinants for Developing Economies: A Panel Co-integration Approach," Borradores de Economia 932, Banco de la Republica de Colombia.
- Sandoval Paucar, Giovanny, 2018. "Contagio Financiero: Una Breve Revisión De Literatura [Financial Contagio: A Review Literature]," MPRA Paper 89554, University Library of Munich, Germany.
- Diego Alejandro Martínez Cruz & José Fernando Moreno Gutiérrez & Juan Sebastián Rojas Moreno, 2015. "Evolución de la relación entre bonos locales y externos del gobierno colombiano frente a choques de riesgo," Borradores de Economia 919, Banco de la Republica de Colombia.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Luis Fernando Melo & Hernán Rincon, 2012. "External Shocks and Asset Prices in Latin America before and after Lehman Brothers’ Bankruptcy," Borradores de Economia 704i, Banco de la Republica de Colombia.
- 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.
- Ahrend, Rudiger & Goujard, Antoine, 2014. "Are all forms of financial integration equally risky? Asset price contagion during the global financial crisis," Journal of Financial Stability, Elsevier, vol. 14(C), pages 35-53.
- Rudiger Ahrend & Antoine Goujard, 2012. "International Capital Mobility and Financial Fragility - Part 6. Are all Forms of Financial Integration Equally Risky in Times of Financial Turmoil?: Asset Price Contagion During the Global Financial ," OECD Economics Department Working Papers 969, OECD Publishing.
- Ballester, Laura & Díaz-Mendoza, Ana Carmen & González-Urteaga, Ana, 2019. "A systematic review of sovereign connectedness on emerging economies," International Review of Financial Analysis, Elsevier, vol. 62(C), pages 157-163.
- Kim, Bong-Han & Kim, Hyeongwoo & Min, Hong-Ghi, 2013.
"Reassessing the link between the Japanese yen and emerging Asian currencies,"
Journal of International Money and Finance, Elsevier, vol. 33(C), pages 306-326.
- Bong-Han Kim & Hyeongwoo Kim & Hong-Ghi Min, 2011. "Reassessing the Link between the Japanese Yen and Emerging Asian Currencies," Auburn Economics Working Paper Series auwp2011-05, Department of Economics, Auburn University.
- Raddatz, Claudio & Schmukler, Sergio L., 2012.
"On the international transmission of shocks: Micro-evidence from mutual fund portfolios,"
Journal of International Economics, Elsevier, vol. 88(2), pages 357-374.
- Claudio Raddatz & Sergio L. Schmukler, 2011. "On the International Transmission of Shocks: Micro-Evidence from Mutual Fund Portfolios," NBER Chapters, in: Global Financial Crisis, National Bureau of Economic Research, Inc.
- Claudio Raddatz & Sergio L. Schmukler, 2011. "On the International Transmission of Shocks: Micro-Evidence from Mutual Fund Portfolios," NBER Working Papers 17358, National Bureau of Economic Research, Inc.
- Schmukler, Sergio & Raddatz, Claudio, 2012. "On the International Transmission of Shocks: Micro-Evidence From Mutual Fund Portfolios," CEPR Discussion Papers 9070, C.E.P.R. Discussion Papers.
- Raddatz, Claudio & Schmukler, Sergio L., 2012. "On the international transmission of shocks : micro-evidence from mutual fund portfolios," Policy Research Working Paper Series 6072, The World Bank.
- Claudio Raddatz & Sergio L. Schmukler, 2012. "On the International Transmission of Shocks: Micro – Evidence From Mutual Fund Portfolios," Working Papers Central Bank of Chile 668, Central Bank of Chile.
- Kalemli-Ozcan, Sebnem & Papaioannou, Elias & Perri, Fabrizio, 2013.
"Global banks and crisis transmission,"
Journal of International Economics, Elsevier, vol. 89(2), pages 495-510.
- Sebnem Kalemli-Ozcan, 2011. "Global Banks and Crisis Transmission," 2011 Meeting Papers 1376, Society for Economic Dynamics.
- Sebnem Kalemli-Ozcan & Elias Papaioannou & Fabrizio Perri, 2012. "Global Banks and Crisis Transmission," NBER Working Papers 18209, National Bureau of Economic Research, Inc.
- Perri, Fabrizio & Kalemli-Özcan, Sebnem & Papaioannou, Elias, 2012. "Global Banks and Crisis Transmission," CEPR Discussion Papers 9044, C.E.P.R. Discussion Papers.
- Sandoval Paucar, Giovanny, 2018. "Efectos de desbordamiento sobre los mercados financieros de Colombia. Identificación a través de la heterocedasticidad [Spillovers effects on financial markets of Colombia. Identification through h," MPRA Paper 90422, University Library of Munich, Germany.
- Haakon Kavli & Nicola Viegi, 2017.
"Are Determinants of Portfolio Flows Always the Same? - South African Results from a Time Varying Parameter Var Model,"
South African Journal of Economics, Economic Society of South Africa, vol. 85(1), pages 3-27, March.
- Kavli, Haakon & Viegi, Nicola, 2015. "Are determinants of portfolio flows always the same? - South African results from a time varying parameter VAR model," MPRA Paper 66897, University Library of Munich, Germany.
- Olbryś Joanna & Majewska Elżbieta, 2015. "Testing Integration Effects Between the Cee and U.S. Stock Markets During the 2007–2009 Global Financial Crisis," Folia Oeconomica Stetinensia, Sciendo, vol. 15(1), pages 101-113, June.
- Lei Wu & Qingbin Meng & Kuan Xu, 2015.
"'Slow-burn' spillover and 'fast and furious' contagion: a study of international stock markets,"
Quantitative Finance, Taylor & Francis Journals, vol. 15(6), pages 933-958, June.
- Lei Wu & Qingbin Meng & Kuan Xu, 2014. "“Slow-Burn” Spillover and “Fast and Furious” Contagion: A Study of International Stock Markets," Working Papers daleconwp2014-04, Dalhousie University, Department of Economics.
- Castagneto-Gissey, G. & Nivorozhkin, E., 2016. "No contagion from Russia toward global equity markets after the 2014 international sanctions," Economic Analysis and Policy, Elsevier, vol. 52(C), pages 79-98.
- Kollmann, Robert & Enders, Zeno & Müller, Gernot J., 2011.
"Global banking and international business cycles,"
European Economic Review, Elsevier, vol. 55(3), pages 407-426, April.
- Robert Kollmann & Zeno Enders & Gernot J. Müller, 2010. "Global Banking and International Business Cycles," Working Papers ECARES ECARES 2010-028, ULB -- Universite Libre de Bruxelles.
- Zeno Enders & Robert Kollmann & Gernot J. Müller, 2011. "Global banking and international business cycles," Globalization Institute Working Papers 72, Federal Reserve Bank of Dallas.
- Kollmann, Robert & Müller, Gernot & Enders, Zeno, 2010. "Global Banking and International Business Cycles," CEPR Discussion Papers 7972, C.E.P.R. Discussion Papers.
- Robert KOLLMANN, 2011. "Global Banking and International Business Cycles," 2011 Meeting Papers 20, Society for Economic Dynamics.
- Abu S. Amin & Lucjan T. Orlowski, 2014. "Returns, Volatilities, and Correlations Across Mature, Regional, and Frontier Markets: Evidence from South Asia," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 50(3), pages 5-27, May.
- Forbes, Kristin & Fratzscher, Marcel & Kostka, Thomas & Straub, Roland, 2016.
"Bubble thy neighbour: Portfolio effects and externalities from capital controls,"
Journal of International Economics, Elsevier, vol. 99(C), pages 85-104.
- Kristin J. Forbes & Marcel Fratzscher & Thomas Kostka & Roland Straub, 2012. "Bubble thy neighbor: portfolio effects and externalities from capital controls," Proceedings, Federal Reserve Bank of San Francisco, issue Nov, pages 1-48.
- Kristin Forbes & Marcel Fratzscher & Thomas Kostka & Roland Straub, 2012. "Bubble Thy Neighbor: Portfolio Effects and Externalities from Capital Controls," NBER Working Papers 18052, National Bureau of Economic Research, Inc.
- Fratzscher, Marcel & Forbes, Kristin & Straub, Roland, 2012. "Bubble Thy Neighbor: Portfolio Effects and Externalities from Capital Controls," CEPR Discussion Papers 8979, C.E.P.R. Discussion Papers.
- Forbes, Kristin & Fratzscher, Marcel & Kostka, Thomas & Straub, Roland, 2012. "Bubble thy neighbor: portfolio effects and externalities from capital controls," Working Paper Series 1456, European Central Bank.
- Straub, Roland & Forbes, Kristin & Fratzscher, Marcel & Kostka, Thomas, 2013. "Bubble Thy Neighbor: Portfolio Effects and Externalities from Capital Controls," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79785, Verein für Socialpolitik / German Economic Association.
- Sebnem Kalemli-Ozcan & Elias Papaioannou & José-Luis Peydró, 2013.
"Financial Regulation, Financial Globalization, and the Synchronization of Economic Activity,"
Journal of Finance, American Finance Association, vol. 68(3), pages 1179-1228, June.
- Kalemli-Ozcan, Sebnem & Papaioannou, Elias & Peydró, José-Luis, 2013. "Financial regulation, financial globalization, and the synchronization of economic activity," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 68(3), pages 1179-1228.
- Sebnem Kalemli-Ozcan & Elias Papaioannou & José Luis Peydró, 2009. "Financial Regulation, Financial Globalization and the Synchronization of Economic Activity," NBER Working Papers 14887, National Bureau of Economic Research, Inc.
- Kalemli-Ozcan, Sebnem & Papaioannou, Elias & Peydró, José-Luis, 2010. "Financial regulation, financial globalization and the synchronization of economic activity," Working Paper Series 1221, European Central Bank.
- Hatice Gaye GENCER & Mehmet Yasin HURATA, 2017. "Risk Transmission and Contagion in the Equity Markets: International Evidence from the Global Financial Crisis," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 110-129, September.
- Ippei Fujiwara & Koji Takahashi, 2012.
"Asian Financial Linkage: Macro‐Finance Dissonance,"
Pacific Economic Review, Wiley Blackwell, vol. 17(1), pages 136-159, February.
- Ippei Fujiwara & Koji Takahashi, 2011. "Asian financial linkage: macro-finance dissonance," Globalization Institute Working Papers 92, Federal Reserve Bank of Dallas.
- Ippei Fujiwara & Koji Takahashi, 2011. "Asian Financial Linkage: Macro-Finance Dissonance," Bank of Japan Working Paper Series 11-E-6, Bank of Japan.
- John Beirne & Guglielmo Maria Caporale & Marianne Schulze-Ghattas & Nicola Spagnolo, 2013.
"Volatility Spillovers and Contagion from Mature to Emerging Stock Markets,"
Review of International Economics, Wiley Blackwell, vol. 21(5), pages 1060-1075, November.
- Guglielmo Maria Caporale & Mrs. Marianne Schulze-Gattas & John Beirne & Nicola Spagnolo, 2008. "Volatility Spillovers and Contagion from Mature to Emerging Stock Markets," IMF Working Papers 2008/286, International Monetary Fund.
- Beirne, John & Caporale, Guglielmo Maria & Schulze-Ghattas, Marianne & Spagnolo, Nicola, 2009. "Volatility spillovers and contagion from mature to emerging stock markets," Working Paper Series 1113, European Central Bank.
- John Beirne & Guglielmo Maria Caporale & Marianne Schulze-Ghattas & Nicola Spagnolo, 2009. "Volatility Spillovers and Contagion from Mature to Emerging Stock Markets," CESifo Working Paper Series 2545, CESifo.
- John Beirne & Guglielmo Maria Caporale & Marianne Schulze-Ghattas & Nicola Spagnolo, 2009. "Volatility Spillovers and Contagion from Mature to Emerging Stock Markets," Discussion Papers of DIW Berlin 873, DIW Berlin, German Institute for Economic Research.
More about this item
Keywords
Choques externos; precios de los activos; modelo VARX-MGARCH; Análisis de multiplicadores; LAC-5.;All these keywords.
JEL classification:
- F31 - International Economics - - International Finance - - - Foreign Exchange
- F36 - International Economics - - International Finance - - - Financial Aspects of Economic Integration
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bdr:borrec:704. See general information about how to correct material in RePEc.
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 CitEc recognized a bibliographic reference but did not link an item in RePEc 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 RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Clorith Angélica Bahos Olivera (email available below). General contact details of provider: https://edirc.repec.org/data/brcgvco.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.