On crises, contagion, and confusion

By Graciela L. Kaminsky, Carmen M. Reinhart. 2000

1,272 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/42b2ca26e7a411a125c7819b1298ce2a42ace3b7

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Citations in the corpus

Financial Contagion on the International Trade Network (2010, positive): “As a …rst pass at the issue, aggregate measures of bilateral trade do not seem to perform well in explaining crisis transmission (Kaminsky and Reinhart, 2000, 2003).”
Volatility Spillovers and Contagion from Mature to Emerging Stock Markets (2008, neutral): “Following the seminal paper by King and Wadhwani (1990), subsequent studies refined this approach by addressing key features of the data generating process that affect the validity of these tests such as heteroscedasticity, endogeneity, and the influence of common factors. (King, Sentana, and Wadhwa”
Imperfect Competition, Information Heterogeneity, and Financial Contagion (2007, neutral): “Current empirical research [e.g., Kaminsky and Reinhart (2000b)] also emphasizes the role played by financial centers for the propagation of shocks across unrelated peripheral markets.”
A Spatial Modelling Approach to Contagion Among Emerging Economies (2006, methodology): “ditional probabilities; a commonly-used methodology is to examine whether the likelihood of a crisis in a given country is higher when there is a crises a “ground zero’’ country, or in several countries (e.g., Glick and Rose, 1999; Kaminsky and Reinhart, 2000; Rigobon, 2002).”
Emerging Markets Finance (2003, background): “The analysis in Table 5 is related to the recent work of Bae, Karolyi and Stulz (2002), who, using daily returns data in a number of emerging markets, look for the coincidences of extreme movements.”
Empirical Modeling of Contagion (2004, neutral): “Eichengreen, Rose, and Wyplosz (1995, 1996) and related studies by Kaminsky and Reinhart (2000) consider the transmission of contagion in currency markets across exchange rate regimes.”
Asset Prices and Exchange Rates (2007, neutral): “Kaminsky and Reinhart (2000) , Claessens, Dornbusch, and Park (2001), Kaminsky, Reinhart, and V´egh (2003).”
Global Waves of Debt: Causes and Consequences (2021, background): “…from the Asian crisis has been examined by Baig and Goldfajn (1999); Chiodo and Owyang (2002); Claessens and Forbes (2013); Glick and Rose (1999); Kaminsky and Reinhart (2000, 2001); Kawai, Newfarmer, and Schmukler (2005); Moreno, Pasadilla, and Remolona (1998); and Sachs, Cooper, and Bosworth…”
Evidences of interdependence and contagion using a frequency domain framework (2005, background): “This supports the view that contagion is more regional than global, as already suggested by Glick and Rose (1999) and Kaminsky and Reinhart (2000).”
Does sovereign debt ratings news spill over to international stock markets (2007, background): “Crisis Dummy variable that equals one if event occurs during international financial crisis periods, and zero otherwise Kaminsky and Schmukler (2002) Karolyi (2003) Kaminsky et al. (2003) Liberal Dummy variable that equals one for periods before the official liberalization date Bekaert and Harvey (2”