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Citations for "Pure Contagion and Investors Shifting Risk Appetite; Analytical Issues and Empirical Evidence"

by Manmohan S. Kumar & Avinash Persaud

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  1. Mohamed Ayadi & Wajih Khallouli & René Sandretto, 2006. "Les déterminants des crises financières récentes des pays émergents," Post-Print halshs-00137700, HAL.
  2. Mark Aguiar & Gita Gopinath, 2004. "Defaultable debt, interest rates, and the current account," Working Papers 04-5, Federal Reserve Bank of Boston.
  3. Irina Bunda & A. Javier Hamann & Subir Lall, 2005. "Comovements In Emerging Market Bond Returns: An Empirical Assessment," Post-Print halshs-00424466, HAL.
  4. Mark Illing & Ying Liu, 2003. "An Index of Financial Stress for Canada," Staff Working Papers 03-14, Bank of Canada.
  5. Eswar S. Prasad & Kenneth Rogoff & Shang-Jin Wei & M. Ayhan Kose, 2007. "Financial Globalization, Growth and Volatility in Developing Countries," NBER Chapters, in: Globalization and Poverty, pages 457-516 National Bureau of Economic Research, Inc.
  6. Fernando Broner & R. Gaston Gelos & Carmen M. Reinhart, 2003. "When in peril, retrench: Testing the portfolio channel of contagion," Economics Working Papers 864, Department of Economics and Business, Universitat Pompeu Fabra, revised May 2005.
  7. A. Javier Hamann & Irina Bunda & Subir Lall, 2010. "Correlations in Emerging Market Bonds; The Role of Local and Global Factors," IMF Working Papers 10/6, International Monetary Fund.
  8. Dungey, Mardi & Fry, Renee & Gonzalez-Hermosillo, Brenda & Martin, Vance, 2006. "Contagion in international bond markets during the Russian and the LTCM crises," Journal of Financial Stability, Elsevier, vol. 2(1), pages 1-27, April.
  9. Favero, Carlo A. & Kaminska, Iryna & Söderström, Ulf, 2005. "The Predictive Power of the Yield Spread: Further Evidence and A Structural Interpretation," CEPR Discussion Papers 4910, C.E.P.R. Discussion Papers.
  10. 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.
  11. Renee Fry & Vance Martin & Brenda Gonzalez-Hermosillo & Mardi Dungey, 2002. "International Contagion Effects from the Russian Crisis and the LTCM Near-Collapse," IMF Working Papers 02/74, International Monetary Fund.
  12. Craig S. Hakkio & William R. Keeton, 2009. "Financial stress: what is it, how can it be measured, and why does it matter?," Economic Review, Federal Reserve Bank of Kansas City, issue Q II, pages 5-50.
  13. FitzGerald, Valpy, 2002. "The Instability of the Emerging Market Assets Demand Schedule," Working Paper Series UNU-WIDER Research Paper , World Institute for Development Economic Research (UNU-WIDER).
  14. Alessandro Rebucci & Matteo Ciccarelli, 2003. "Measuring Contagion with a Bayesian Time-Varying Coefficient Model," IMF Working Papers 03/171, International Monetary Fund.
  15. Valpy FitzGerald & Derya Krolzig, 2004. "Modelling the demand for emerging market assets," Money Macro and Finance (MMF) Research Group Conference 2003 29, Money Macro and Finance Research Group.
  16. Brenda Gonzalez-Hermosillo & Vance Martin & Mardi Dungey & Renee Fry, 2003. "Characterizing Global Investors' Risk Appetite for Emerging Market Debt During Financial Crises," IMF Working Papers 03/251, International Monetary Fund.
  17. Armando Méndez Morales & Liliana B Schumacher, 2003. "Market Volatility As a Financial Soundness Indicator; An Application to Israel," IMF Working Papers 03/47, International Monetary Fund.
  18. Brenda Gonzalez-Hermosillo & Vance Martin & Renee Fry & Mardi Dungey, 2003. "Unanticipated Shocks and Systemic Influences; The Impact of Contagion in Global Equity Markets in 1998," IMF Working Papers 03/84, International Monetary Fund.
  19. Tamim Bayoumi & Manmohan S. Kumar & Giorgio Fazio & Ronald MacDonald, 2003. "Fatal Attraction; A New Measure of Contagion," IMF Working Papers 03/80, International Monetary Fund.
  20. S Griffith-Jones (IDS, University of Sussex) and J Leape (LSE), . "Capital Flows to developing countries: does the emperor have clothes?," QEH Working Papers qehwps89, Queen Elizabeth House, University of Oxford.
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