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Financial Markets in Times of Stress
12 references·4 citing·43 second hop
Financial Markets in Times of Stress (2001)Financial Markets in Times of StressMeasuring International Capital Mobility: A Review (2016)Measuring International Capit…No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)No Contagion, Only Interdepen…Stopping hot money (2001)Stopping hot moneyBank Lending and Contagion: Evidence from the Asian Crisis (2001)Bank Lending and Contagion: E…The Mirage of Floating Exchange Rates (2000)The Mirage of Floating Exchan…Interest Rate Volatility and Contagion in Emerging Markets: Evidence from the 1990s (2000)Interest Rate Volatility and …Fear of Floating (2000)Fear of FloatingContagion: Understanding How It Spreads (2000)Contagion: Understanding How …Interest Rate Volatility, Contagion and Convergence: An Empirical Investigation of the Cases of Argentina, Chile and Mexico (1998)Interest Rate Volatility, Con…Understanding Interdependence: The Macroeconomics of the Open Economy. (1996)Understanding Interdependence…Contagious Currency Crises (1996)Contagious Currency CrisesQuasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances (1992)Quasi-maximum likelihood esti…Lessons from financial crisis contagion simulation in Europe (2013)Lessons from financial crisis…Credit, Bonds, Stocks and Growth in Seven Large Economies (2006)Credit, Bonds, Stocks and Gro…Relative Price Volatility Under Sudden Stops: The Relevance of Balance Sheet Effects (2005)Relative Price Volatility Und…Quality of Financial Policies and Financial System Stress (2005)Quality of Financial Policies…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)Emerging markets finance (2003)Domestic Saving and International Capital Flows (1980)Capital mobility in the world economy: Theory and measurement (1986)International Capital Mobility: What Do Saving-Investment Correlations Tell Us? (1987)The Feldstein-Horioka puzzle and capital mobility: a review (1998)Financial Globalization (2006)What Segments Equity Markets? (2009)The Mirage of Fixed Exchange Rates (1995)Evolution and Performance of Exchange Rate Regimes (2003)Experience of and Lessons from Exchange Rate Regimes in Emerging Economies (2003)Understanding the Gains from Wage Flexibility: The Exchange Rate Connection (2016)Capital Inflows and Real Exchange Rate Appreciation in Latin America: The Role of External Factors (1993)Financial markets in times of stress (2002)A cospectral analysis of exchange rate comovements during Asian financial crisis (2009)International capital flows and development: Financial openness matters (2013)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)ARCH modeling in finance (1992)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Multivariate Simultaneous Generalized ARCH (1995)Leading Indicators of Currency Crises (1998)The Center and the Periphery: The Globalization of Financial Turmoil (2003)Equity Market Comovement and Contagion: A Sectoral Perspective (2009)A Simple Model of Herd Behavior (1992)The subprime credit crisis and contagion in financial markets (2010)Modeling financial contagion using mutually exciting jump processes (2015)A Theory of Optimum Currency Areas (1961)The Optimal Degree of Commitment to an Intermediate Monetary Target (1985)Staggered Prices in a Utility-Maximizing Framework (1996)Distinguished Lecture on Economics in Government—Exchange Rate Regimes: Is the Bipolar View Correct? (2001)The Trilemma in History: Tradeoffs Among Exchange Rates, Monetary Policies, and Capital Mobility (2004)Stories of the Twentieth Century for the Twenty-First (2012)Chapter 37 Puzzles in international financial markets (1995)Internationalization and Changes in Tax Policy in OECD Countries (1998)Post‐Industrial Pressures on the Mature Welfare States (2001)Extreme Correlation of International Equity Markets (2001)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)
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References

  • 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements4,647 cited
  • 1992Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances3,220 cited
  • 2000Fear of Floating2,063 cited
  • 1996Contagious Currency Crises959 cited
  • 2000Contagion: Understanding How It Spreads812 cited
  • 2016Measuring International Capital Mobility: A Review338 cited
  • 1996Understanding Interdependence: The Macroeconomics of the Open Economy.222 cited
  • 2000The Mirage of Floating Exchange Rates219 cited
  • 2001Stopping hot money128 cited
  • 2001Bank Lending and Contagion: Evidence from the Asian Crisis104 cited
  • 1998Interest Rate Volatility, Contagion and Convergence: An Empirical Investigation of the Cases of Argentina, Chile and Mexico103 cited
  • 2000Interest Rate Volatility and Contagion in Emerging Markets: Evidence from the 1990s66 cited

Cited by

  • 2005Relative Price Volatility Under Sudden Stops: The Relevance of Balance Sheet Effects41 cited
  • 2005Quality of Financial Policies and Financial System Stress33 cited
  • 2006Credit, Bonds, Stocks and Growth in Seven Large Economies

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20 cited
  • 2013Lessons from financial crisis contagion simulation in Europe19 cited