References contributed by pre33-18254
- 94 Sophie Brana & Delphine Lahet / Économie internationale 103 (2005), p. 73-96.
Paper not yet in RePEc: Add citation now
Ahluwalia, P., 2000. Discriminating contagion: An alternative explanation of contagious crises in emerging markets, IMF Working Paper WP/00/14, février.
Baig, T., Goldfajn, I., 1999. Financial market contagion in the Asian crisis, IMF Staff Papers 46 (2), juin, 167-195.
Baur, D., 2003. Testing for contagion – mean and volatility contagion, Journal of Multinational Financial Management 13, 405-422.
Billio, M., Pelizzon, L., 2003. Contagion and interdependence in stock markets: Have they been misdiagnosed?, Journal of Economics and Business 55, 405-426.
- Broner, F.A., Gelos, R.G., 2003. Testing the portfolio channel of contagion: The role of risk aversion, Fourth Annual IMF Research Conference, Washington, DC, novembre.
Paper not yet in RePEc: Add citation now
- Cailleteau, P., Vidon, E., 1999. La dynamique des crises financières internationales: quelques enseignements, Bulletin de la Banque de France 64, avril, 1-26.
Paper not yet in RePEc: Add citation now
Calvo, G., Mendoza, E., 2000. Rational contagion and globalization of securities markets, Journal of International Economics (51) 1, juin, 79-115.
- Cantor, R., Parker, F., 1996. Determinants and impacts of sovereign credit ratings, Economic Policy Review 2, octobre, Federal Reserve Bank of New York.
Paper not yet in RePEc: Add citation now
Caramazza, F., Ricci, L., Salgado, R., 2000. Trade and financial contagion in currency crises, IMF Working Paper 00/55, mars.
Caramazza, F., Ricci, L., Salgado, R., 2004. International financial contagion in currency crises, Journal of International Money and Finance 23, 51-70.
Cartapanis, A., 2004. Le déclenchement des crises de change: qu’avons-nous appris depuis dix ans ?, Économie internationale 97, 1er trimestre, 5-48.
Cartapanis, A., Dropsy, V., Mametz, S., 2002. The Asian currency crises: Vulnerability, contagion and unsustainability, Review of International Economics 10 (1), 79-91.
- Cerra, V., Saxena, S., 2000. Contagion, monsoons and domestic turmoil in Indonesia: A case study in the Asian currency crises, IMF Working Paper 00/60, mars.
Paper not yet in RePEc: Add citation now
Corsetti, G., Pericoli, M., Sbracia, M., 2002. Some contagion, some interdependence, more pitfalls in tests of financial contagion, CEPR, Discussion Paper 3310.
Corsetti, G., Pesenti, P., Roubini, N., 1998. Paper tigers? A model of the Asian crisis, www.stern.nyu.edu /~nroubini, septembre.
Corsetti, G., Pesenti, P., Roubini, N., Tille, C., 2000. Competitive devaluations: toward a welfarebased approach, Journal of International Economics 51, 217-241.
Eichengreen, B., Mody, A., 1998. What explains changing spreads on emerging market debt: Fundamentals or market sentiment?, NBER Working Paper 6408, février.
Eichengreen, B., Rose, A., Wyplosz, C., 1996. Contagious currency crises, CEPR, Discussion Paper 1453, août.
- Emirian, A., Laurent, P., 2003. Probabilités implicites de défaut ajustées par les ratings, La Lettre de la CDC 152, juin.
Paper not yet in RePEc: Add citation now
- FMI, 1999. Annex V: Credit ratings and the recent crises, dans International capital market, developments, prospects, and key policy issues, World Economic and Financial Surveys series, septembre.
Paper not yet in RePEc: Add citation now
Forbes, K., Rigobon, R., 2000. Contagion in Latin America: Definitions, measurements and policy implications, NBER Working Paper 7885, septembre.
Forbes, K., Rigobon, R., 2002. No contagion, only interdependence: Measuring stock market comovements, Journal of Finance 57 (5), 2223-2261.
Gerlach, S., Smets, F., 1994. Contagious speculative attacks, CEPR, Discussion Paper 1055, novembre.
Glick, R., Rose, A., 1999. Contagion and trade – Why are currency crises regional?, Journal of International Money and Finance 18, 603-617.
Goldfajn, I., Valdès, R.O., 1997. Capital flows and the twin crises: the role of liquidity, IMF Working Paper 97/87, juillet.
Hernandez, L.F., Valdès, R.O., 2001. What drives contagion, trade, neighbourhood, or financial links?, International Review of Financial Analysis 10, 203-218.
Kamin, S., von Kleist, K., 1999. The evolution and determinants of emerging market credit spreads in the 1990s, BIS Working Paper 68, mai.
Kaminsky, G., Reinhart, C., 1996. The Twin crises : The causes of banking and balance of payments problems, The Board of Governors of The Federal Reserve System, International Finance Discussion Papers 544, mars.
Kaminsky, G., Reinhart, C., 1999 a. The Twin crises: The causes of banking and balance of payments problems, American Economic Review 89 (3), juin, 473-500.
Kaminsky, G., Reinhart, C., 1999 b. Bank lending and contagion: Evidence from the Asian crisis, NBER’s 10th annual East Asian seminar on economics, 10-12 juin.
Kaminsky, G., Reinhart, C., 2000. On crises, contagion, and confusion, Journal of International Economics 51 (1), 145-168.
Kleimeier, S., Sander, H., 2003. Contagion and causality: An empirical investigation of four Asian crisis episodes, Journal of International Financial Markets, Institutions and Money 13, 171-186.
Krugman, P., 1999. Balance sheets, the transfer problem and financial crises, janvier, disponible sur www.stern.nyu. edu/~nroubini.
- Laurent, P., 1998. L’amalgame du risque émergent symptomatique des situations de crise, Zones émergentes 5, Caisse des Dépôts et Consignations, décembre.
Paper not yet in RePEc: Add citation now
Masson, P., 1998. Contagion: Monsoonal effects, spillovers and jumps between multiple equilibria, FMI, IMF Working Paper 98/142, septembre.
Masson, P., 1999 b. Contagion: macroeconomic models with multiple equilibria, Journal of International Money and Finance 18 (4), août, 587-602.
- Masson, P., 1999a. Multiple equilibria, contagion and emerging market crises, IMF Working Paper 99/164, novembre.
Paper not yet in RePEc: Add citation now
Reisen, H., von Maltzan, J., 1999. Boom and bust and sovereign ratings, International Finance 2 (2), juillet.
- Ricoeur-Nicolaï, N., 1999. Crises des économies émergentes et confiance des marchés, La Lettre de la CDC 109, avril.
Paper not yet in RePEc: Add citation now
Rigobon, R., 2001. Contagion: How to measure it, NBER Working Paper 8118, février.
Schinasi, G., Smith, R., 2000. Portfolio diversification, leverage and financial contagion, IMF Staff Papers 47 (2), 159-76.
Sophie Brana & Delphine Lahet / Économie internationale 103 (2005), p. 73-96. 95 Nagayasu, J., 2000. Currency crisis and contagion: Evidence from exchange rates and sectoral stock indices of the Philippines and Thailand, IMF Working Paper 00/39, mars.
Sy, A.N.R., 2001. Emerging market bond spreads and sovereign credit ratings: Reconciling market views with economic fundamentals, FMI, IMF Working Paper 01/165, octobre.
Tai, C-S., 2004. Can bank be a source of contagion during the 1997 Asian crisis?, Journal of Banking and Finance 28, 399-421.
Van Rijckeghem, C., Weder, B., 2001. Source of contagion: Finance or trade?, Journal of International Economics (54) 2, août, 293-308.