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The curse of non-investment grade countries · Study

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ArticleThe curse of non-investment grade countries

Roberto Rigobon B C2002

Article2002

The curse of non-investment grade countries

Roberto Rigobon B C

116 citations·0/0 files stored·Journal of Development Economics

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Global Financial Crisis and Policies Financial Risk and Volatility Modeling Market Dynamics and Volatility

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References

2002No Contagion, Only Interdependence: Measuring Stock Market Comovements 1995Multivariate Simultaneous Generalized ARCH 1990Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model 1988A Capital Asset Pricing Model with Time-Varying Covariances 1981Correlation and Causation 2000On crises, contagion, and confusion 2002Equilibrium and welfare in markets with financially constrained arbitrageurs 2002A Rational Expectations Model of Financial Contagion

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Year2002

Typearticle

Published2002-11-04

VenueJournal of Development Economics

ISSN-L0304-3878

Languageen

Citations116

Files0 public / 0

ShelfGlobal Financial Crisis and Policies

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doi10.1016/s0304-3878(02)00095-0

openalex_workW2011487064

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2003

Asset Prices and Exchange Rates

2004Once Again, is Openness Good for Growth?