Cross-Border Trading as a Mechanism for Implicit Capital Flight: ADRs and the Argentine Crisis

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1. Stock as a medium of exchange
   by JP Koning in Moneyness on 2014-10-04 20:55:00

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Cited by:

1. Eduardo Levy-Yeyati & Sergio L. Schmukler & Neeltje van Horen, 2010. "Crises, Capital Controls and Financial Integration," Chapters, in: Masahiro Kawai & Mario B. Lamberte (ed.), Managing Capital Flows, chapter 6, Edward Elgar Publishing.
   • Yeyati, Eduardo Levy & Schmukler, Sergio L. & Van Horen, Neeltje, 2008. "Crises, capital controls, and financial integration," Policy Research Working Paper Series 4770, The World Bank.
   • Eduardo Yeyati Levy, 2009. "Crises, Capital Controls, and Financial Integration," Working Papers id:2099, eSocialSciences.
2. Eduardo Levy Yeyati & Sergio Luis Schmukler & Neeltje Van Horen, 2006. "International Financial Integration through the Law of One Price," Business School Working Papers 2006-01, Universidad Torcuato Di Tella.
   • Levy Yeyati, Eduardo & Schmukler, Sergio L. & Van Horen, Neeltje, 2006. "International financial integration through the law of one price," Policy Research Working Paper Series 3897, The World Bank.
3. Edison, Hali J. & Warnock, Francis E., 2008. "Cross-border listings, capital controls, and equity flows to emerging markets," Journal of International Money and Finance, Elsevier, vol. 27(6), pages 1013-1027, October.
   • Ms. Hali J Edison & Mr. Francis E. Warnock, 2003. "Cross-Border Listings, Capital Controls, and U.S. Equity Flows to Emerging Markets," IMF Working Papers 2003/236, International Monetary Fund.
   • Hali J. Edison & Francis E. Warnock, 2006. "Cross-border Listings, Capital Controls, and Equity Flows To Emerging Markets," NBER Working Papers 12589, National Bureau of Economic Research, Inc.
4. Alexander D. Rothenberg & Francis E. Warnock, 2011. "Sudden Flight and True Sudden Stops," Review of International Economics, Wiley Blackwell, vol. 19(3), pages 509-524, August.
   • Alexander D. Rothenberg & Francis E. Warnock, 2006. "Sudden Flight and True Sudden Stops," NBER Working Papers 12726, National Bureau of Economic Research, Inc.
   • Alexander D. Rothenberg & Francis E. Warnock, 2007. "Sudden Flight and True Sudden Stops," The Institute for International Integration Studies Discussion Paper Series iiisdp187, IIIS.
5. Eichler, Stefan & Rövekamp, Ingmar, 2017. "Eurozone exit risk," CEPIE Working Papers 07/17, Technische Universität Dresden, Center of Public and International Economics (CEPIE).
6. Chandar, Nandini & Patro, Dilip K. & Yezegel, Ari, 2009. "Crises, contagion and cross-listings," Journal of Banking & Finance, Elsevier, vol. 33(9), pages 1709-1729, September.
7. Eichler, Stefan & Karmann, Alexander & Maltritz, Dominik, 2009. "The ADR shadow exchange rate as an early warning indicator for currency crises," Journal of Banking & Finance, Elsevier, vol. 33(11), pages 1983-1995, November.
8. Gagnon, Louis & Andrew Karolyi, G., 2010. "Multi-market trading and arbitrage," Journal of Financial Economics, Elsevier, vol. 97(1), pages 53-80, July.
   • Gagnon, Louis & Karolyi, G. Andrew, 2004. "Multi-market Trading and Arbitrage," Working Paper Series 2004-9, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
9. Benjamin Hébert & Jesse Schreger, 2017. "The Costs of Sovereign Default: Evidence from Argentina," American Economic Review, American Economic Association, vol. 107(10), pages 3119-3145, October.
   • Benjamin Hébert & Jesse Schreger, 2014. "The Costs of Sovereign Default: Evidence from Argentina," Working Paper 223701, Harvard University OpenScholar.
   • Benjamin Hébert & Jesse Schreger, 2016. "The Costs of Sovereign Default: Evidence from Argentina," NBER Working Papers 22270, National Bureau of Economic Research, Inc.
   • Hebert, Benjamin & Schreger, Jesse, 2016. "The Costs of Sovereign Default: Evidence from Argentina," Research Papers 3456, Stanford University, Graduate School of Business.
   • Jesse Schreger, 2015. "The Costs of Sovereign Default: Evidence from Argentina," 2015 Meeting Papers 240, Society for Economic Dynamics.
   • Benjamin Hebert & Jesse Schreger, 2014. "The Costs of Sovereign Default: Evidence from Argentina," Working Paper 223706, Harvard University OpenScholar.
10. Arteta, Carlos & Hale, Galina, 2008. "Sovereign debt crises and credit to the private sector," Journal of International Economics, Elsevier, vol. 74(1), pages 53-69, January.
    • Carlos Arteta & Galina Hale, 2006. "Sovereign debt crises and credit to the private sector," Working Paper Series 2006-21, Federal Reserve Bank of San Francisco.
    • Carlos Arteta & Galina Hale, 2006. "Sovereign debt crises and credit to the private sector," International Finance Discussion Papers 878, Board of Governors of the Federal Reserve System (U.S.).
11. Mendoza, Enrique G. & Smith, Katherine A., 2006. "Quantitative implications of a debt-deflation theory of Sudden Stops and asset prices," Journal of International Economics, Elsevier, vol. 70(1), pages 82-114, September.
    • Enrique G. Mendoza & Katherine A. Smith, 2004. "Quantitative Implication of A Debt-Deflation Theory of Sudden Stops and Asset Prices," NBER Working Papers 10940, National Bureau of Economic Research, Inc.
12. Sebastián Auguste & Ricardo N. Bebczuk & Ramiro Moya, 2011. "The Demand for Mortgages under Macro Volatility: The Argentine Case," Research Department Publications 4751, Inter-American Development Bank, Research Department.
    • Sebastián Auguste & Ricardo Bebczuk & Ramiro Moya, 2012. "The Demand for Mortgages under Macro Volatility: The Argentine Case," Department of Economics, Working Papers 091, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata.
    • Sebastián Auguste & Ricardo Bebczuk & Ramiro Moya, 2012. "The Demand for Mortgages under Macro Volatility: The Argentine Case," IIE, Working Papers 091, IIE, Universidad Nacional de La Plata.
13. Rövekamp, Ingmar & Eichler, Stefan, 2016. "A market-based indicator of currency risk: Evidence from American Depositary Receipts," VfS Annual Conference 2016 (Augsburg): Demographic Change 145791, Verein für Socialpolitik / German Economic Association.
    • Eichler, Stefan & Roevekamp, Ingmar, 2016. "A market-based indicator of currency risk: Evidence from American Depositary Receipts," Hannover Economic Papers (HEP) dp-572, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    • Eichler, Stefan & Roevekamp, Ingmar, 2016. "A Market-based Indicator of Currency Risk: Evidence from American Depositary Receipts," IWH Discussion Papers 4/2016, Halle Institute for Economic Research (IWH).
14. Eichler, Stefan, 2011. "Exchange rate expectations and the pricing of Chinese cross-listed stocks," Journal of Banking & Finance, Elsevier, vol. 35(2), pages 443-455, February.
15. Ansotegui, Carmen & Bassiouny, Aliaa & Tooma, Eskandar, 2013. "The proof is in the pudding: Arbitrage is possible in limited emerging markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 23(C), pages 342-357.
16. Levy Yeyati, Eduardo & Schmukler, Sergio L. & Van Horen, Neeltje, 2009. "International financial integration through the law of one price: The role of liquidity and capital controls," Journal of Financial Intermediation, Elsevier, vol. 18(3), pages 432-463, July.
17. repec:udt:wpbsdt:2012-03 is not listed on IDEAS
18. Xuechun Zhang & Ruihui Xu & Xue Liu, 2022. "Premiums between Cross‐listed Shares: Determinants and Assessment of Financial Reform Policy Effectiveness," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 30(3), pages 75-99, May.
19. Silvers, Roger, 2021. "Does regulatory cooperation help integrate equity markets?," Journal of Financial Economics, Elsevier, vol. 142(3), pages 1275-1300.
20. Mihir A. Desai & C. Fritz Foley & James R. Hines, 2006. "Capital Controls, Liberalizations, and Foreign Direct Investment," The Review of Financial Studies, Society for Financial Studies, vol. 19(4), pages 1433-1464.
    • Mihir A. Desai & C. Fritz Foley & James R. Hines Jr., 2004. "Capital Controls, Liberalizations, and Foreign Direct Investement," NBER Working Papers 10337, National Bureau of Economic Research, Inc.
21. Maltritz, Dominik & Eichler, Stefan, 2010. "Currency crisis prediction using ADR market data: An options-based approach," International Journal of Forecasting, Elsevier, vol. 26(4), pages 858-884, October.
22. Arquette, Gregory C. & Brown Jr., William O. & Burdekin, Richard C.K., 2008. "US ADR and Hong Kong H-share discounts of Shanghai-listed firms," Journal of Banking & Finance, Elsevier, vol. 32(9), pages 1916-1927, September.
23. Rövekamp, Ingmar, 2019. "US Monetary Policy and the Stability of Currency Pegs," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203525, Verein für Socialpolitik / German Economic Association.
24. Pasquariello, Paolo, 2008. "The anatomy of financial crises: Evidence from the emerging ADR market," Journal of International Economics, Elsevier, vol. 76(2), pages 193-207, December.
25. Eichler, Stefan & Roevekamp, Ingmar, 2018. "A market-based measure for currency risk in managed exchange rate regimes," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 57(C), pages 141-159.
26. Marcelin, Isaac & Mathur, Ike, 2016. "Financial sector development and dollarization in emerging economies," International Review of Financial Analysis, Elsevier, vol. 46(C), pages 20-32.
27. Sigríður Benediktsdóttir & Gauti Bergþóruson Eggertsson & Eggert Þórarinsson, 2017. "The Rise, Fall, and Resurrection of Iceland: A Postmortem Analysis of the 2008 Financial Crisis," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 48(2 (Fall)), pages 191-308.
28. Hu, Jiafei & Yuan, Haishan, 2021. "Interest arbitrage under capital controls: Evidence from reported entrepôt trades," Journal of Banking & Finance, Elsevier, vol. 127(C).
29. Roevekamp, Ingmar, 2021. "The impact of US monetary policy on managed exchange rates and currency peg regimes," Journal of International Money and Finance, Elsevier, vol. 110(C).