create a website

Vanishing Contagion?. (2006). Didier, Tatiana.
In: IMF Policy Discussion Papers.
RePEc:imf:imfpdp:06/01.

Full description at Econpapers || Download paper

Cited: 6

Citations received by this document

Cites: 24

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Default correlation at the sovereign level: evidence from some Latin American markets. (2011). Chen, Yi-Hsuan ; Wang, Keh Luh ; Tu, Anthony H..
    In: Applied Economics.
    RePEc:taf:applec:v:43:y:2011:i:11:p:1399-1411.

    Full description at Econpapers || Download paper

  2. International Mutual Funds, Capital Flow Volatility, and Contagion – A Survey. (2011). Gelos, R. Gaston.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2011/092.

    Full description at Econpapers || Download paper

  3. The uncertainty channel of contagion. (2009). Kannan, Prakash ; Kohler-Geib, Fritzi.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:4995.

    Full description at Econpapers || Download paper

  4. The Effect of Uncertainty on the Occurrence and Spread of Financial Crises. (2008). Koehler-Geib, Friederike Norma .
    In: Munich Dissertations in Economics.
    RePEc:lmu:dissen:8067.

    Full description at Econpapers || Download paper

  5. Do We Need the IMF to Resolve a Crisis? Lessons from Past Episodes of Debt Restructuring. (2007). Maier, Philipp.
    In: Staff Working Papers.
    RePEc:bca:bocawp:07-10.

    Full description at Econpapers || Download paper

  6. The Uncertainty Channel of Contagion. (2007). Koehler-Geib, Fritzi.
    In: Working Papers.
    RePEc:bav:wpaper:034_koehler.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Allen, Franklin, and Douglas Gale, 2000, Financial Contagion, Journal of Political Economy, Vol. 108 (1), pp. 133.

  2. Baig, Taimur, and Ilan Goldfajn, 1999, Financial Market Contagion in the Asian Crisis, IMF Staff Papers, Vol. 46, No. 2, pp. 167195.

  3. Bikhchandani, Sushil, and Sunil Sharma, 2000, Herd Behavior in Financial Markets, Staff Papers, International Monetary Fund, Vol. 47, No. 3, pp. 279310.

  4. Borensztein, Eduardo, and Gaston Gelos, 2003, A Panic-Prone Pack? The Behavior of Emerging Market Mutual Funds, IMF Staff Papers, Vol. 50 No. 1, pp. 4363.

  5. Broner, Fernando, Gaston Gelos, and Carmen Reinhart, forthcoming, When in Peril, Retrench: Testing the Portfolio Channel of Contagion, Journal of International Economics. Calvo, Guillermo, and Enrique Mendoza, 2000, Rational Contagion and the Globalization of Securities Markets, Journal of International Economics, Vol. 51, No. 1, pp. 79113.

  6. Caramazza, Francesco, Luca Ricci, and Ranil Salgado, 2004, International Financial Contagion in Currency Crises, Journal of International Money and Finance, Vol. 23, No. 1, pp. 5170.

  7. Chamley, Christophe, 2004, Rational Herds: Economic Models of Social Learning (Cambridge, United Kingdom: Cambridge University Press).

  8. Crises in Firm-Level Data, Journal of International Economics, Vol. 63, No. 1, pp. 5992. - 21 - _________, and Roberto Rigobon, 2002, No Contagion, Only Interdependence: Measuring Stock Market Co-movements, Journal of Finance, Vol. 57, No. 5, pp. 22232261.
    Paper not yet in RePEc: Add citation now
  9. Eichengreen, Barry and Andrew Rose, 1999, Contagious Currency Crises: Channels of Conveyance, in Takatoshi Ito and Anne Krueger (eds.): Changes in Exchange Rates in Rapidly Developing Countries: Theory, Practice, and Policy Issues, University of Chicago Press, pp. 2950.

  10. Fitch Ratings, 2005, Emerging Market Outlook 2005, 27 January.
    Paper not yet in RePEc: Add citation now
  11. Forbes, Kristin, 2001, Are Trade Links Important Determinants of Country Vulnerability to Crises? NBER Working Paper No. 8194 (Cambridge, Massachusetts: National Bureau of Economic Research).

  12. Glick, Reuven, and Andrew Rose, 1999. Contagion and Trade: Why Are Currency Crises Regional? Journal of International Money and Finance, Vol. 18, No. 4, pp. 603617.

  13. Goldstein, Morris, 2005. What Might the Next Emerging-Market Financial Crisis Look Like? Institute for International Economics Working Paper 0507 (Washington).

  14. International Monetary Fund, 2004, Global Financial Stability Report, Chapter IV, September (Washington).
    Paper not yet in RePEc: Add citation now
  15. JP Morgan, 2004, Emerging Markets External Debt as an Asset Class, October 24.
    Paper not yet in RePEc: Add citation now
  16. Kaminsky, Graciela, and Carmen Reinhart, 2000, On Crises, Contagion, and Confusion, Journal of International Economics, Vol. 51, No. 1, pp. 145168.

  17. Kaminsky, Graciela, Richard Lyons, and Sergio Schmukler, 2004, Managers, Investors, and Crises: Mutual Fund Strategies in Emerging Markets, Journal of International Economics, Vol. 64, No. 1, pp. 113134.

  18. Kim, Woochan and Shang-Jin Wei, 2002, Foreign Portfolio Investors Before and During a Crisis Journal of International Economics, Vol. 56, No. 1, pp. 7796.

  19. Kodres, Laura, and Matthew Pritsker, 2002, A Rational Expectation Model of Financial Contagion, Journal of Finance, Vol. 57, No. 2, pp. 769799.

  20. Rajan, Raghuram, 2005, Has Financial Development Made the World Riskier? NBER Working Paper No. 11728 (Cambridge, Massachusetts: National Bureau of Economic Research).

  21. Reuters News, 2001, Asia Seems Insulated from Argentina Risk, October 29.
    Paper not yet in RePEc: Add citation now
  22. Rigobon, Roberto, forthcoming, News, Contagion, and Anticipation, Journal of Economic Literature. Schnabel, Isabel, and Hyun Song Shin, 2004, Liquidity and Contagion: the Crisis of 1763, Journal of the European Economic Association, Vol. 2, No. 6, pp. 929968.

  23. University of Maryland (unpublished). __________________, 2003, The Unholy Trinity of Financial Contagion, Journal of Economic Perspectives, Vol. 17, No. 4, pp. 5174.

  24. Van Rijckeghem, Caroline, and Beatrice Weder, 2001, Sources of Contagion: Is It Finance or Trade? Journal of International Economics, Vol. 54, No. 2, pp. 293308.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Banking with nominal deposits and inside money. (2008). Skeie, David.
    In: Staff Reports.
    RePEc:fip:fednsr:242.

    Full description at Econpapers || Download paper

  2. Contagion and firmsinternationalization in Latin America : evidence from Mexico, Brazil, and Chile. (2006). Sakho, Yaye Seynabou .
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:4076.

    Full description at Econpapers || Download paper

  3. Financial Contagion and Attention Allocation. (2006). Mondria, Jordi.
    In: Working Papers.
    RePEc:tor:tecipa:tecipa-254.

    Full description at Econpapers || Download paper

  4. Dependence patterns across financial markets: a mixed copula approach. (2006). Hu, Ling.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:16:y:2006:i:10:p:717-729.

    Full description at Econpapers || Download paper

  5. Brüssel, Frankfurt oder Basel - Wo muss das Problem steigender Staatsschulden in der Europäischen Währungsunion gelöst werden?. (2006). Paulus, Philipp.
    In: Otto-Wolff-Institut Discussion Paper Series.
    RePEc:kln:owiwdp:dp_01_2006.

    Full description at Econpapers || Download paper

  6. Expectations and contagion in self-fulfilling currency attacks. (2006). Keister, Todd.
    In: Staff Reports.
    RePEc:fip:fednsr:249.

    Full description at Econpapers || Download paper

  7. Illiquidity in the interbank payment system following wide-scale disruptions. (2006). Garratt, Rodney ; Bech, Morten.
    In: Staff Reports.
    RePEc:fip:fednsr:239.

    Full description at Econpapers || Download paper

  8. Gross loan flows. (2006). Haubrich, Joseph ; Craig, Ben.
    In: Working Papers (Old Series).
    RePEc:fip:fedcwp:0604.

    Full description at Econpapers || Download paper

  9. Cross-border bank contagion in Europe. (2006). Gropp, Reint ; lo Duca, Marco ; Vesala, Jukka.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2006662.

    Full description at Econpapers || Download paper

  10. Credit chains and the propagation of financial distress. (2006). Boissay, Frédéric.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2006573.

    Full description at Econpapers || Download paper

  11. Extracting Leading Indicators of Bank Fragility from Market Prices – Estonia Focus. (2006). Funke, Michael ; Chen, Yu-Fu ; Mannasoo, Kadri.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1647.

    Full description at Econpapers || Download paper

  12. A Market Risk Approach to Liquidity Risk and Financial Contagion. (2006). Estrada, Dairo ; Osorio, Daniel.
    In: Borradores de Economia.
    RePEc:bdr:borrec:384.

    Full description at Econpapers || Download paper

  13. Banking System Stability: A Cross-Atlantic Perspective. (2005). Straetmans, Stefan ; Hartmann, Philipp ; de Vries, Casper.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11698.

    Full description at Econpapers || Download paper

  14. Cycles And Banking Crisis. (2005). Lazopoulos, Ioannis.
    In: Money Macro and Finance (MMF) Research Group Conference 2005.
    RePEc:mmf:mmfc05:15.

    Full description at Econpapers || Download paper

  15. Bank Mergers, Competition and Liquidity. (2005). Spagnolo, Giancarlo ; Hartmann, Philipp ; Carletti, Elena.
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0182.

    Full description at Econpapers || Download paper

  16. Banking system stability: a cross-Atlantic perspective. (2005). Hartmann, Philipp ; de Vries, Casper ; Straetmans, Stefan.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2005527.

    Full description at Econpapers || Download paper

  17. Expectations and Contagion in Self-Fulfilling Currency Attacks. (2005). Keister, Todd.
    In: Working Papers.
    RePEc:cie:wpaper:0501.

    Full description at Econpapers || Download paper

  18. Liquidity risk and contagion. (2005). Shin, Hyun Song ; Cifuentes, Rodrigo ; Ferrucci, Gianluigi.
    In: Bank of England working papers.
    RePEc:boe:boeewp:264.

    Full description at Econpapers || Download paper

  19. Econometric Issues in the Analysis of Contagion. (2004). Pesaran, Mohammad ; Pick, Andreas.
    In: Money Macro and Finance (MMF) Research Group Conference 2004.
    RePEc:mmf:mmfc04:67.

    Full description at Econpapers || Download paper

  20. Financial networks: contagion, commitment, and private sector bailouts. (2004). Leitner, Yaron.
    In: Working Papers.
    RePEc:fip:fedpwp:02-9.

    Full description at Econpapers || Download paper

  21. Economics: An Emerging Small World?. (2004). van der Leij, Marco ; Moraga-Gonzalez, Jose ; Goyal, Sanjeev.
    In: Working Papers.
    RePEc:fem:femwpa:2004.84.

    Full description at Econpapers || Download paper

  22. Bank Mergers, Competition and Liquidity. (2004). Spagnolo, Giancarlo ; Hartmann, Philipp ; Carletti, Elena.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:4260.

    Full description at Econpapers || Download paper

  23. Economics: An Emerging Small World?. (2004). van der Leij, Marco ; Moraga-Gonzalez, Jose ; Goyal, Sanjeev.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1287.

    Full description at Econpapers || Download paper

  24. Econometric Issues in the Analysis of Contagion. (2004). Pesaran, Mohammad ; Pick, Andreas.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0402.

    Full description at Econpapers || Download paper

  25. Financial interlinkages in the United Kingdoms interbank market and the risk of contagion. (2004). Wells, Simon .
    In: Bank of England working papers.
    RePEc:boe:boeewp:230.

    Full description at Econpapers || Download paper

  26. Crisis spillovers in emerging market economies: interlinkages, vulnerabilities and investor behaviour. (2004). Taylor, Ashley ; Hall, Simon ; Chui, Michael.
    In: Bank of England working papers.
    RePEc:boe:boeewp:212.

    Full description at Econpapers || Download paper

  27. When Bad Things Happen to Good Banks: Contagious Bank Runs and Currency Crises. (2004). Solomon, Raphael H..
    In: Staff Working Papers.
    RePEc:bca:bocawp:04-18.

    Full description at Econpapers || Download paper

  28. On the Stability of Different Financial Systems. (2003). Fecht, Falko.
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:4207.

    Full description at Econpapers || Download paper

  29. On the Stability of Different Financial Systems. (2003). Fecht, Falko.
    In: Finance.
    RePEc:wpa:wuwpfi:0305008.

    Full description at Econpapers || Download paper

  30. Financial Fragility, Liquidity and Asset Prices. (2003). Gale, Douglas ; Allen, Franklin.
    In: Center for Financial Institutions Working Papers.
    RePEc:wop:pennin:01-37.

    Full description at Econpapers || Download paper

  31. Speculative behaviour, debt default and contagion: A stylised framework of the Latin American Crisis 2001-2002. (2003). Allsopp, Louise.
    In: Reserve Bank of New Zealand Discussion Paper Series.
    RePEc:nzb:nzbdps:2003/10.

    Full description at Econpapers || Download paper

  32. Information Contagion and Inter-Bank Correlation in a Theory of Systemic Risk. (2003). Yorulmazer, Tanju ; Acharya, Viral.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3743.

    Full description at Econpapers || Download paper

  33. Bank Portfolio Restrictions and Equilibrium Bank Runs. (2003). Shell, Karl ; Peck, James.
    In: Levine's Bibliography.
    RePEc:cla:levrem:666156000000000077.

    Full description at Econpapers || Download paper

  34. Experiments with Network Formation. (2003). Duffy, John ; Corbae, P. Dean.
    In: Levine's Working Paper Archive.
    RePEc:cla:levarc:666156000000000319.

    Full description at Econpapers || Download paper

  35. Banking Crises and Contagion: Empirical Evidence. (2003). Santor, Eric.
    In: Staff Working Papers.
    RePEc:bca:bocawp:03-1.

    Full description at Econpapers || Download paper

  36. Financial globalization : unequal blessings. (2002). Schmukler, Sergio ; Levy Yeyati, Eduardo ; de la Torre, Augusto.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:2903.

    Full description at Econpapers || Download paper

  37. Risk Assessment for Banking Systems. (2002). Summer, Martin ; Lehar, Alfred ; Elsinger, Helmut.
    In: Working Papers.
    RePEc:onb:oenbwp:79.

    Full description at Econpapers || Download paper

  38. Firm-Specific Resources, Financial-Market Development and the Growth of U.S. Multinationals. (2002). Phillips, Gordon ; feinberg, susan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9252.

    Full description at Econpapers || Download paper

  39. Financial Market Runs. (2002). welch, ivo.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9251.

    Full description at Econpapers || Download paper

  40. Liquidity Shortages and Banking Crises. (2002). Rajan, Raghuram ; Diamond, Douglas.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8937.

    Full description at Econpapers || Download paper

  41. Estimating Settlement Risk and the Potential for Contagion in Canadas Automated Clearing Settlement System. (2002). Northcott, Carol Ann.
    In: Staff Working Papers.
    RePEc:bca:bocawp:02-41.

    Full description at Econpapers || Download paper

  42. Balance-Sheet Contagion. (2002). Moore, John ; Kiyotaki, Nobuhiro.
    In: American Economic Review.
    RePEc:aea:aecrev:v:92:y:2002:i:2:p:46-50.

    Full description at Econpapers || Download paper

  43. Financial Institutions, Contagious Risks, and Financial Crises. (2001). xu, Chenggang ; Huang, Haizhou.
    In: William Davidson Institute Working Papers Series.
    RePEc:wdi:papers:2001-444.

    Full description at Econpapers || Download paper

  44. Large-Scale Synchrony, Global Interdependence and Contagion. (2001). Johnson, Simon ; Friedman, Eric ; Landsberg, Adam.
    In: Departmental Working Papers.
    RePEc:rut:rutres:200103.

    Full description at Econpapers || Download paper

  45. Limited enforcement and efficient interbank arrangements. (2001). MacGee, James (Jim) ; Koeppl, Thorsten.
    In: Working Papers.
    RePEc:fip:fedmwp:608.

    Full description at Econpapers || Download paper

  46. Liquidity provision vs. deposit insurance : preventing bank panics without moral hazard?. (2001). Martin, Antoine.
    In: Research Working Paper.
    RePEc:fip:fedkrw:rwp01-05.

    Full description at Econpapers || Download paper

  47. Competition and stability in banking. (2001). Lemmen, Jan ; canoy, marcel ; van Dijk, Machiel.
    In: CPB Document.
    RePEc:cpb:docmnt:15.

    Full description at Econpapers || Download paper

  48. Financial Institutions, Financial Contagion, and Financial Crises. (2000). xu, Chenggang ; Huang, Haizhou.
    In: William Davidson Institute Working Papers Series.
    RePEc:wdi:papers:2000-316.

    Full description at Econpapers || Download paper

  49. A New Approach to Measuring Financial Contagion. (2000). Stulz, René ; Karolyi, G. ; Bae, Kee-Hong.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7913.

    Full description at Econpapers || Download paper

  50. A rational expectations model of financial contagion. (1998). Pritsker, Matthew ; Kodres, Laura E..
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:1998-48.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-09-18 22:35:09 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.