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Stock Market Crises in Developed and Emerging Markets
16 references·4 citing·42 second hop
Stock Market Crises in Developed and Emerging Markets (1998)Stock Market Crises in Developed and Emer…The Econometrics of Financial Markets (2012)The Econometrics of Financial…Leading Indicators of Currency Crises (1999)Leading Indicators of Currenc…The Econometrics of Financial Markets (1997)The Econometrics of Financial…Leading Indicators of Currency Crises (1997)Leading Indicators of Currenc…Financial Crises in Emerging Markets: The Lessons from 1995 (1996)Financial Crises in Emerging …Financial Crises in Emerging Markets: The Lessons from 1995 (1996)Financial Crises in Emerging …Contagious Currency Crises (1996)Contagious Currency CrisesInvestor behavior in the october 1987 stock market crash: The case of Japan (1991)Investor behavior in the octo…After-Hours Stock Prices and Post-Crash Hangovers (1991)After-Hours Stock Prices and …Overreaction or Fundamentals: Some Lessons from Insiders' Response to the Market Crash of 1987 (1990)Overreaction or Fundamentals:…The October 1987 S&P 500 Stock-Futures Basis (1989)The October 1987 S&P 500 Stoc…Price volatility, international market links, and their implications for regulatory policies (1989)Price volatility, internation…Price Volatility, International Market Links, and Their Implications for Regulatory Policies (1989)Price Volatility, Internation…The International Crash of October 1987 (1988)The International Crash of Oc…Investor Behavior in the October 1987 Stock Market Crash: Survey Evidence (1987)Investor Behavior in the Octo…An equilibrium model of the international capital market (1974)An equilibrium model of the i…The effect of COVID ‐19 pandemic on global stock markets: Return, volatility, and bad state probability dynamics (2021)The effect of COVID ‐19 pande…A Spanish Financial Market Stress Index (FMSI) (2016)A Spanish Financial Market St…Financial Crises In Spain: Lessons From The Last 150 Years (2012)Financial Crises In Spain: Le…Currency Crisis Theories — Some Explanations for the Russian Case (2000)Currency Crisis Theories — So…A Model of Balance-of-Payments Crises (1979)Bank Runs, Deposit Insurance, and Liquidity (1983)No Contagion, Only Interdependence: Measuring Stock Market Co-movements (1999)The Twin Crises: The Causes of Banking and Balance-of-Payments Problems (1999)Contagion: Understanding How It Spreads (2000)Emerging markets finance (2003)Stock Prices and Social Dynamics (1984)Does the Stock Market Overreact? (1985)Cointegration and Tests of Present Value Models (1987)The Behavior of Home Buyers in Boom and Post-Boom Markets (1988)Do Workers Prefer Increasing Wage Profiles? (1991)Norm Theory: Comparing Reality to Its Alternatives (2002)The financial analysts journal (1960)Transmission of Volatility Between Stock Markets (1989)Correlations in Price Changes and Volatility across International Stock Markets (1990)Good news, bad news and international spillovers of stock return volatility between Japan and the U.S. (1994)Systemic Risk: A Survey (2001)Corporate social responsibility and corporate performance: evidence from a panel of US listed companies (2008)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)A Note on Uncertainty and Indifference Curves (1969)Home Bias at Home: Local Equity Preference in Domestic Portfolios (1999)Size, value, and momentum in international stock returns (2012)… and the Cross-Section of Expected Returns (2015)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Causality in temporal systems (1977)Comparing alternative tests of causality in temporal systems (1983)Critical market crashes (2003)The big, bad wolf and the rational market: portfolio insurance, the 1987 crash and the performativity of economics (2004)Exchange trading rules and stock market liquidity☆ (2010)Currency crashes in emerging markets: An empirical treatment (1996)To Float or to Fix: Evidence on the Impact of Exchange Rate Regimes on Growth (2003)Gross capital flows: Dynamics and crises (2013)The Economic Costs of Conflict: A Case Study of the Basque Country (2003)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Market Liquidity and Funding Liquidity (2008)Contagion and trade (1999)What Matters for Financial Development? Capital Controls, Institutions, and Interactions (2005)Credit Booms and Lending Standards: Evidence from the Subprime Mortgage Market (2012)Dynamic correlation analysis of financial contagion: Evidence from Asian markets (2007)Stories of the Twentieth Century for the Twenty-First (2012)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Introductory Econometrics for Finance (2008)
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  • 1974An equilibrium model of the international capital market1,130 cited
  • 1996Contagious Currency Crises959 cited
  • 1996Financial Crises in Emerging Markets: The Lessons from 1995864 cited
  • 1999Leading Indicators of Currency Crises696 cited
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  • 1988The International Crash of October 1987394 cited
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  • 1989Price Volatility, International Market Links, and Their Implications for Regulatory Policies239 cited
  • 1989The October 1987 S&P 500 Stock-Futures Basis162 cited
  • 1989Price volatility, international market links, and their implications for regulatory policies162 cited
  • 1990Overreaction or Fundamentals: Some Lessons from Insiders' Response to the Market Crash of 1987159 cited
  • 1997Leading Indicators of Currency Crises111 cited
  • 1991After-Hours Stock Prices and Post-Crash Hangovers73 cited
  • 1991

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Investor behavior in the october 1987 stock market crash: The case of Japan
64 cited

Cited by

  • 2021The effect of COVID ‐19 pandemic on global stock markets: Return, volatility, and bad state probability dynamics42 cited
  • 2012Financial Crises In Spain: Lessons From The Last 150 Years35 cited
  • 2016A Spanish Financial Market Stress Index (FMSI)27 cited
  • 2000Currency Crisis Theories — Some Explanations for the Russian Case24 cited