Financial Globalization, Financial Crises and Contagion

By Enrique G. Mendoza, Vincenzo Quadrini. 2010

262 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/260011d7a4604067193f6091c9705171742d412b

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Citations in the corpus

A Fisherian approach to financial crises: Lessons from the Sudden Stops literature (2020, unknown): “Moreover, SS events are preceded by growing current-account deficits and followed by surpluses of about 0.7 percent of GDP that persist two years later.”
Global implications of national unconventional policies (2013, background): “Recent work e.g. by Perri and Quadrini (2011) and Mendoza and Quadrini (2010) has shown that the combination of financial frictions with international financial integration results in very strong cross-border spillovers especially of financial shocks, in line with the experience of the Great…”
Overborrowing, Financial Crises and ‘Macro-Prudential’ Policy? (2011, unknown): “Mendoza and Quadrini (2010) document that about 1/2 of the surge in net credit in the U.S. economy since then was financed by foreign capital inflows, and more than half of the stock of U.S. treasury bills is now owned by foreign agents.”
Contagion and risk-sharing on the inter-bank market (2013, background): “For instance Allen and Carletti (2006) demonstrate how the transfer of credit risk between institutions may lead to contagion whilst Mendoza and Quadrini (2010) show that in a global financial systems a small shock to bank equity may result in a large reduction in asset prices. with each other…”
On the International Transmission of Shocks : Micro-Evidence from Mutual Fund Portfolios (2012, unknown): “coming), Milesi-Ferretti and Tille (2010), Forbes and Warnock (2011), and Gourinchas and Obstfeld (2011), among many others.”
On the global financial market integration “swoosh” and the trilemma (2019, background): “Several studies have suggested that equity return comovements increase with financial and economic integration (see e.g. Mendoza and Quadrini (2010), Brière, Chapelle, and Szafarz (2012), Fratzscher (2012)).”