IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Login

Citations for "When in peril, retrench: Testing the portfolio channel of contagion"

by Fernando Broner & R. Gaston Gelos & Carmen M. Reinhart

For a complete description of this item, click here. For a RSS feed for citations of this item, click here.
as in new window

  1. 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.
  2. Raddatz, Claudio & Schmukler, Sergio L. & Williams, Tomas, 2014. "International asset allocations and capital flows : the benchmark effect," Policy Research Working Paper Series 6866, The World Bank.
  3. 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.
  4. Lizarazo, Sandra Valentina, 2013. "Default risk and risk averse international investors," Journal of International Economics, Elsevier, vol. 89(2), pages 317-330.
  5. Broner, Fernando A. & Lorenzoni, Guido & Schmukler, Sergio L., 2004. "Why do emerging economies borrow short term?," Policy Research Working Paper Series 3389, The World Bank.
  6. Dennis Reinhardt & Salvatore Dell'Erba, 2013. "Las olas de capital no son todas iguales: análisis sectorial de las alzas en las entradas de IED," Boletín, Centro de Estudios Monetarios Latinoamericanos, vol. 0(2), pages 57-92, abril-jun.
  7. repec:acb:camaaa:2007-28 is not listed on IDEAS
  8. Dongwon Lee & Kyungkeun Kim, 2016. "Global Risk and International Equity Portfolio Rebalancing," Working Papers 201605, University of California at Riverside, Department of Economics.
  9. Marie Briere & Ariane Chapelle & Ariane Szafarz, 2012. "No Contagion, only Globalization and Flight to Quality," ULB Institutional Repository 2013/149092, ULB -- Universite Libre de Bruxelles.
  10. Opazo, Luis & Raddatz, Claudio & Schmukler, Sergio L., 2009. "The long and the short of emerging market debt," Policy Research Working Paper Series 5056, The World Bank.
  11. Ceballos, Francisco & Didier, Tatiana & Schmukler, Sergio L., 2012. "Financial Globalization in Emerging Countries: Diversification vs. Offshoring," ADBI Working Papers 389, Asian Development Bank Institute.
  12. Cristina Arellano & Yan Bai, 2013. "Linkages across Sovereign Debt Markets," NBER Working Papers 19548, National Bureau of Economic Research, Inc.
  13. Luis Opazo & Claudio Raddatz & Sergio L. Schmukler, 2015. "Institutional Investors and Long-Term Investment: Evidence from Chile," World Bank Economic Review, World Bank Group, vol. 29(3), pages 479-522.
  14. Ravi Balakrishnan & Stephan Danninger & Selim Elekdag & Irina Tytell, 2011. "The Transmission of Financial Stress from Advanced to Emerging Economies," Emerging Markets Finance and Trade, M.E. Sharpe, Inc., vol. 47(0), pages 40-68, May.
  15. Fabio Comelli, 2015. "Estimation and out-of-sample Prediction of Sudden Stops; Do Regions of Emerging Markets Behave Differently from Each Other?," IMF Working Papers 15/138, International Monetary Fund.
  16. Fratzscher, Marcel, 2012. "Capital controls and foreign exchange policy," CEPR Discussion Papers 8788, C.E.P.R. Discussion Papers.
  17. Assaf Razin & Anuk Serechetapongse, 2010. "Equity Prices and Equity Flows: Testing Theory of the Information-Efficiency Tradeoff," NBER Working Papers 16651, National Bureau of Economic Research, Inc.
  18. Jokipii , Terhi & Lucey, Brian, 2006. "Contagion and interdependence: measuring CEE banking sector co-movements," Research Discussion Papers 15/2006, .
  19. Sandro C. Andrade & Emanuel Kohlscheen, 2010. "Pessimistic Foreign Investors and Turmoil in Emerging Markets: the case of Brazil in 2002," Working Papers Series 211, Central Bank of Brazil, Research Department.
  20. 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.
  21. Küçük, Ugur N., 2009. "Emerging Market Local Currency Bond Market, Too Risky to Invest?," MPRA Paper 21878, University Library of Munich, Germany.
  22. Gębka, Bartosz & Wohar, Mark E., 2013. "International herding: Does it differ across sectors?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 23(C), pages 55-84.
  23. 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.
  24. Boschi, Melisso & Goenka, Aditya, 2012. "Relative risk aversion and the transmission of financial crises," Journal of Economic Dynamics and Control, Elsevier, vol. 36(1), pages 85-99.
  25. 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.
  26. Alicia García-Herrero & Álvaro Ortiz, 2005. "The role of global risk aversion in explaining Latin American sovereign spreads," Working Papers 0505, Banco de España;Working Papers Homepage.
  27. Hamidreza Tabarraei, 2014. "Euro-Crisis and Spillover Effects on the Emerging Economies," PSE Working Papers halshs-00952153, HAL.
  28. Dell'Erba, Salvatore & Reinhardt, Dennis, 2015. "FDI, debt and capital controls," Journal of International Money and Finance, Elsevier, vol. 58(C), pages 29-50.
  29. Bonizzi, Bruno, 2015. "Institutional Investors Allocation to Emerging Markets: a Panel Approach to Asset Demand," MPRA Paper 61784, University Library of Munich, Germany.
  30. R. Gelos, 2011. "International Mutual Funds, Capital Flow Volatility, and Contagion – A Survey," IMF Working Papers 11/92, International Monetary Fund.
  31. Bernardo Guimaraes & Stephen Morris, 2006. "Risk and wealth in a model of self-fulfilling currency attacks," LSE Research Online Documents on Economics 4804, London School of Economics and Political Science, LSE Library.
  32. Anna Pavlova & Roberto Rigobon, 2005. "Wealth Transfers, Contagion, and Portfolio Constraints," NBER Working Papers 11440, National Bureau of Economic Research, Inc.
  33. Harald Hau & Helene Rey, 2002. "Exchange Rate, Equity Prices and Capital Flows," NBER Working Papers 9398, National Bureau of Economic Research, Inc.
  34. Forbes, Kristin J. & Warnock, Francis E., 2012. "Capital flow waves: Surges, stops, flight, and retrenchment," Journal of International Economics, Elsevier, vol. 88(2), pages 235-251.
  35. Filippo Brutti & Philip Sauré, 2012. "Transmission of Sovereign Risk in the Euro Crisis," Working Papers 12.01, Swiss National Bank, Study Center Gerzensee.
  36. Ülkü, Numan & Fatullayev, Sabutay & Diachenko, Daria, 2016. "Can risk-rebalancing explain the negative correlation between stock return differential and currency? Or, does source status drive it?," Journal of Financial Markets, Elsevier, vol. 27(C), pages 28-54.
  37. Sohnke M. Bartram & John Griffin & David T. Ng, 2012. "How Important are Foreign Ownership Linkages for International Stock Returns?," Working Papers 122012, Hong Kong Institute for Monetary Research.
  38. 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.
  39. Harald HAU & Sandy LAI, . "The Role of Equity Funds in the Financial Crisis Propagation," Swiss Finance Institute Research Paper Series 11-35, Swiss Finance Institute.
  40. Fatih Ozatay & Erdal Ozmen & Gulbin Sahinbeyoglu, 2008. "Emerging Market Sovereign Spreads, Global Financial Conditions and US Macroeconomic News," Working Papers 400, Economic Research Forum, revised May 2008.
  41. Prakash Kannan & Fritzi Köhler-Geib, 2009. "The Uncertainty Channel of Contagion," IMF Working Papers 09/219, International Monetary Fund.
  42. Damien PUY, 2013. "Institutional Investors Flows and the Geography of Contagion," Economics Working Papers ECO2013/06, European University Institute.
  43. Ahrend, Rudiger & Goujard, Antoine, 2013. "Foreign bank presence: Helping or hurting when financial contagion strikes?," Economics Letters, Elsevier, vol. 120(2), pages 314-317.
  44. Paolo Mauro & Tatiana Didier & Sergio L. Schmukler, 2006. "Vanishing Contagion?," IMF Policy Discussion Papers 06/01, International Monetary Fund.
  45. Sophie Brana & Delphine Lahet, 2011. "THE DEPENDENCE OF CEECs ON FOREIGN BANK CLAIMS: DIRECT AND INDIRECT RISKS OF CAPITAL WITHDRAWAL," William Davidson Institute Working Papers Series wp1023, William Davidson Institute at the University of Michigan.
  46. 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.
  47. Berger, Dave & Turtle, H.J., 2011. "Emerging market crises and US equity market returns," Global Finance Journal, Elsevier, vol. 22(1), pages 32-41.
  48. Igan, Deniz & Pinheiro, Marcelo, 2016. "Delegated Portfolio Management, Benchmarking, and the Effects on Financial Markets," Journal of Financial Transformation, Capco Institute, vol. 43, pages 144-157.
  49. Choe, Kwang-il & Choi, Pilsun & Nam, Kiseok & Vahid, Farshid, 2012. "Testing financial contagion on heteroskedastic asset returns in time-varying conditional correlation," Pacific-Basin Finance Journal, Elsevier, vol. 20(2), pages 271-291.
  50. Itay Goldstein & Assaf Razin & Hui Tong, 2008. "Liquidity, Institutional Quality and the Composition of International Equity Outflows," NBER Working Papers 13723, National Bureau of Economic Research, Inc.
  51. Rudiger Ahrend & Antoine Goujard, 2012. "International Capital Mobility and Financial Fragility - Part 3. How Do Structural Policies Affect Financial Crisis Risk?: Evidence from Past Crises Across OECD and Emerging Economies," OECD Economics Department Working Papers 966, OECD Publishing.
  52. Stephan Danninger & Irina Tytell & Ravi Balakrishnan & Selim Elekdag, 2009. "The Transmission of Financial Stress from Advanced to Emerging Economies," IMF Working Papers 09/133, International Monetary Fund.
  53. Ruxandra Dana Vilag & George Horia Ionescu, 2013. "Financial Crisis’ Propagation Through Investors," Romanian Economic Business Review, Romanian-American University, vol. 8(1), pages 107-122, March.
  54. Halim DABBOU & Ahmed SILEM, 2014. "Price Limit and Financial Contagion: Protection or Illusion? The Tunisian Stock Exchange Case," International Journal of Economics and Financial Issues, Econjournals, vol. 4(1), pages 54-70.
  55. Félix, Luiz & Kräussl, Roman & Stork, Philip, 2013. "The 2011 European short sale ban on financial stocks: A cure or a curse?," CFS Working Paper Series 2013/17, Center for Financial Studies (CFS).
  56. Demirguc-Kunt, Asli & Serven, Luis, 2009. "Are All the Sacred Cows Dead? Implications of the Financial Crisis for Macro and Financial Policies," Policy Research Working Paper Series 4807, The World Bank.
  57. Asli Demirgüç-Kunt & Luis Servén, 2010. "Are All the Sacred Cows Dead? Implications of the Financial Crisis for Macro- and Financial Policies," World Bank Research Observer, World Bank Group, vol. 25(1), pages 91-124, February.
  58. Puy, Damien, 2016. "Mutual funds flows and the geography of contagion," Journal of International Money and Finance, Elsevier, vol. 60(C), pages 73-93.
  59. Michael Bleaney, & Liliana Castilleja Vargas, . "Real Exchange Rates, Valuation Effects and Growth in Emerging Markets," Discussion Papers 07/12, University of Nottingham, CREDIT.
  60. Büyükşahin, Bahattin & Robe, Michel A., 2014. "Speculators, commodities and cross-market linkages," Journal of International Money and Finance, Elsevier, vol. 42(C), pages 38-70.
  61. Badarinza, Cristian & Ramadorai, Tarun, 2013. "Home Away From Home? Safe Haven Effects and London House Prices," CEPR Discussion Papers 9786, C.E.P.R. Discussion Papers.
  62. Didier, Tatiana & Mauro, Paolo & Schmukler, Sergio L., 2008. "Vanishing financial contagion?," Journal of Policy Modeling, Elsevier, vol. 30(5), pages 775-791.
  63. Salvatore Dell’Erba & Dennis Reinhardt, 2011. "Surfing the Capital Waves: A sector-level examination of surges in FDI inflows," Working Papers 11.07, Swiss National Bank, Study Center Gerzensee.
  64. Didier, Tatiana & Hevia, Constantino & Schmukler, Sergio L., 2011. "How resilient and countercyclical were emerging economies to the global financial crisis ?," Policy Research Working Paper Series 5637, The World Bank.
  65. Mohammad Karimi & Marcel-Cristian Voia, 2011. "Empirics of Currency Crises: A Duration Analysis Approach," Carleton Economic Papers 11-11, Carleton University, Department of Economics.
  66. Reinhardt, Dennis & Dell'Erba, Salvatore, 2013. "Not all capital waves are alike: a sector-level examination of surges in FDI inflows," Bank of England working papers 474, Bank of England.
  67. Luis Brandao-Marques & R. Gelos & Hibiki Ichiue & Hiroko Oura, 2015. "Changes in the Global Investor Base and the Stability of Portfolio Flows to Emerging Markets," IMF Working Papers 15/277, International Monetary Fund.
  68. Albuquerque, Rui & Ramadorai, Tarun & Watugala, Sumudu, 2011. "Trade Credit and International Return Comovement," CEPR Discussion Papers 8222, C.E.P.R. Discussion Papers.
  69. Didier, Tatiana & Hevia, Constantino & Schmukler, Sergio L., 2012. "How resilient and countercyclical were emerging economies during the global financial crisis?," Journal of International Money and Finance, Elsevier, vol. 31(8), pages 2052-2077.
  70. Seung-Gwan Baek & Chi-Young Song, 2016. "On the Determinants of Surges and Stops in Foreign Loans: An Empirical Investigation," Open Economies Review, Springer, vol. 27(3), pages 405-445, July.
  71. Jinjarak, Yothin & Wongswan, Jon & Zheng, Huanhuan, 2011. "International fund investment and local market returns," Journal of Banking & Finance, Elsevier, vol. 35(3), pages 572-587, March.
  72. Luis Brandão Brandao Marques & R. Gelos & Natalia Melgar, 2013. "Country Transparency and the Global Transmission of Financial Shocks," IMF Working Papers 13/156, International Monetary Fund.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.