SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Country Fund Discounts and the Mexican Crisis of December 1994: Did Local Residents Turn Pessimistic before International Investors?
10 references·13 citing·38 second hop
Country Fund Discounts and the Mexican Crisis of December 1994: Did Local Residents Turn Pessimistic before International Investors? (1996)Country Fund Discounts and the Mexican Cr…Crisis, Contagion, and Country Funds: Effects on East Asia and Latin America (1997)Crisis, Contagion, and Countr…International Capital Markets: Developments, Prospects, and Key Policy Issues, 1996 (1996)International Capital Markets…Co-Integration, Error Correction, and the Econometric Analysis of Non- Stationary Data. (1996)Co-Integration, Error Correct…What Moves the Discount on Country Equity Funds? (1993)What Moves the Discount on Co…Recent Experiences with Surges in Capital Inflows (1993)Recent Experiences with Surge…Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)Co-integration, Error Correct…Capital Inflows and Real Exchange Rate Appreciation in Latin America: The Role of External Factors (1993)Capital Inflows and Real Exch…A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)A Simple Estimator of Cointeg…Investor Sentiment and the Closed‐End Fund Puzzle (1991)Investor Sentiment and the Cl…Investor Sentiment and the Closed-End Fund Puzzle (1991)Investor Sentiment and the Cl…Gross Capital Flows: Dynamics and Crises (2011)Gross Capital Flows: Dynamics…The efficiency of international information flow: Evidence from the ETF and CEF prices (2009)The efficiency of internation…Lessons From World Bank Research On Financial Crises (2008)Lessons From World Bank Resea…Predicting currency fluctuations and crises: Do resident firms have an informational advantage? (2005)Predicting currency fluctuati…Pension fund management and international investment – A global perspective (2005)Pension fund management and i…Are Foreign Institutional Investors Good for Emerging Markets? (2003)Are Foreign Institutional Inv…Reserve Adequacy in Emerging Market Economics (2001)Reserve Adequacy in Emerging …Mutual Fund Investment in Emerging Markets: An Overview (2001)Mutual Fund Investment in Eme…Mutual Fund Investment in Emerging Markets: An Overview (2001)Mutual Fund Investment in Eme…Depositary Receipts, Country Funds, and the Peso Crash: The Intraday Evidence (2000)Depositary Receipts, Country …Country funds and asymmetric information (2000)Country funds and asymmetric …Predicting Currency Fluctuations and Crises: Do Resident Firms Have an Informational Advantage? (1999)Predicting Currency Fluctuati…Country and Currency Risk Premia in an Emerging Market (1998)Country and Currency Risk Pre…Noise Trader Risk in Financial Markets (1990)The Dynamics of Capital Movements to Emerging Economies During the 1990s (2001)CONTAGION AND INTERDEPENDENCE IN AFRICAN STOCK MARKETS (2003)The Center and the Periphery: The Globalization of Financial Turmoil (2003)A Random Walk Down Wall Street (1973)Testing for Common Trends (1988)Sterilization of Money Inflows (1994)Comovement revisited (2016)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)Testing for a Unit Root in Time Series Regression (1988)THE POWER OF COINTEGRATION TESTS (1992)One Security, Many Markets: Determining the Contributions to Price Discovery (1995)Does financial development cause economic growth? Time-series evidence from 16 countries (1996)Alternative Explanations of the Money-Income Correlation (1986)New Indexes of Coincident and Leading Economic Indicators (1989)Capital Market Liberalization, Economic Growth, and Instability (2000)Effects on Financial Globalization on Developing Countries: Some Empirical Evidence (2004)Capital flow waves: Surges, stops, flight, and retrenchment (2012)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis (2012)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Economic Forces and the Stock Market (1986)Dividend yields and expected stock returns (1988)Herding and Feedback Trading by Institutional and Individual Investors (1999)Retail Investor Sentiment and Return Comovements (2006)Does Academic Research Destroy Stock Return Predictability? (2015)Specification Tests in Econometrics (1978)Forecasting and testing in co-integrated systems (1987)Adopting the Euro in Central Europe: Challenges of the Next Step in European Integration (2005)Testing and Measuring the Role of Ideas: The Case of Neoliberalism in the International Monetary Fund (2007)Taking Time Seriously (2008)The Equity Share in New Issues and Aggregate Stock Returns (2000)Sports Sentiment and Stock Returns (2007)Individual Investor Trading and Stock Returns (2008)The Role of Industrial Country Policies in Emerging Market Crises (2001)The global political economy of Israel (2003)
this work references cited by second hop

References

  • 1993A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems5,042 cited
  • 1993Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data1,758 cited
  • 1996Co-Integration, Error Correction, and the Econometric Analysis of Non- Stationary Data.1,578 cited
  • 1993Capital Inflows and Real Exchange Rate Appreciation in Latin America: The Role of External Factors1,512 cited
  • 1991Investor Sentiment and the Closed-End Fund Puzzle1,508 cited
  • 1991Investor Sentiment and the Closed‐End Fund Puzzle1,284 cited
  • 1996International Capital Markets: Developments, Prospects, and Key Policy Issues, 1996112 cited
  • 1993Recent Experiences with Surges in Capital Inflows109 cited
  • 1997Crisis, Contagion, and Country Funds: Effects on East Asia and Latin America105 cited
  • 1993What Moves the Discount on Country Equity Funds?84 cited

Cited by

  • 2000Country funds and asymmetric information82 cited
  • 2001Mutual Fund Investment in Emerging Markets: An Overview80 cited
  • 2011Gross Capital Flows: Dynamics and Crises75 cited
  • 1998Country and Currency Risk Premia in an Emerging Market64 cited
  • 2001Mutual Fund Investment in Emerging Markets: An Overview

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

63 cited
  • 2000Depositary Receipts, Country Funds, and the Peso Crash: The Intraday Evidence57 cited
  • 2005Pension fund management and international investment – A global perspective56 cited
  • 2008Lessons From World Bank Research On Financial Crises47 cited
  • 2005Predicting currency fluctuations and crises: Do resident firms have an informational advantage?43 cited
  • 2003Are Foreign Institutional Investors Good for Emerging Markets?42 cited
  • 2001Reserve Adequacy in Emerging Market Economics35 cited
  • 1999Predicting Currency Fluctuations and Crises: Do Resident Firms Have an Informational Advantage?29 cited
  • 2009The efficiency of international information flow: Evidence from the ETF and CEF prices26 cited