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Contagion, Bank Lending Spreads and Output Fluctuations
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Contagion, Bank Lending Spreads and Output Fluctuations (1998)Contagion, Bank Lending Spreads and Outpu…Global Financial Conditions, Country Spreads and Macroeconomic Fluctuations in Emerging Countries (2013)Global Financial Conditions, …Comovements and Contagion in Emergent Markets: Stock Indexes Volatilities (2002)Comovements and Contagion in …Multivariate Stochastic Variance Models (1994)Statistical aspects of ARCH and stochastic volatility (1996)Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models (1998)Analysis of contagion from the dynamic conditional correlation model with Markov Regime switching (2015)Biases in Dynamic Models with Fixed Effects (1981)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Closing Small Open Economy Models (2002)Innovation, Productivity, and Monetary Policy (2017)GOVERNMENT SPENDING MULTIPLIERS IN GOOD TIMES AND BAD TIMES: THE CASE OF EMERGING MARKETS (2020)
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  • 2002Comovements and Contagion in Emergent Markets: Stock Indexes Volatilities31 cited
  • 2013Global Financial Conditions, Country Spreads and Macroeconomic Fluctuations in Emerging Countries30 cited

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