Emerging Market Volatility: Lessons from The Taper Tantrum

By R. Sahay, Vivek B. Arora, A. Arvanitis, Hamid Faruqee, Papa N’Diaye, Tommaso Mancini Griffoli. 2014

132 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/0a25212abe8264a4d7826c9aa61624e7c752bd93

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Philipp Schnabl
2. I. Drechsler
3. Alexi Savov
4. Thomas Philippon
5. Kairong Xiao
6. Alan Moreira
7. Asaf Manela
8. Pietro Veronesi

In Finance

1. Philipp Schnabl
2. I. Drechsler
3. Alexi Savov
4. Thomas Philippon
5. Kairong Xiao
6. Alexander A. Popov
7. Neeltje van Horen
8. Alan Moreira

Citations in the corpus

• Push Factors and Capital Flows to Emerging Markets: Why Knowing Your Lender Matters More than Fundamentals (2015, unknown): “3 negative inflows during this episode, some were much less affected than others (Sahay et al, 2014).”
• A Model of Monetary Policy and Risk Premia (2015, result): “This means that a policy reversal would provoke a large correction, similar to the “taper tantrum” of mid-2013 (see Sahay et al., 2014).”