Crises and Liquidity

By E. Detragiache, A. Spilimbergo. 2001

258 citations recorded by the source corpus.

Subfields: Finance

View Paper: https://www.semanticscholar.org/paper/60e3d02e219ae7f85b23645ed1e7879972e9e3ff

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Citations in the corpus

Are More Competitive Banking Systems More Stable (2006, unknown): “Matutes and Vives (1996) argue that instabilities can arise in any kind of market structure as depositors’ propensity to run is determined exogenously by their expectations in the sprit of the Diamond and Dybvig (1983) model.”
Sovereign Borrowing by Developing Countries: What Determines Market Access? (2011, unknown): “See, for example, Detragiache and Spilimbergo (2001) for a model and a discussion of the liquidity crises literature and Cohen (1991) for an analysis of country solvency.”
Fiscal Policy and Financial Markets (2008, unknown): “Detragiache and Spilimbergo (2001) analyzing the role of liquidity indicators on default, show that, for a given total external debt, the probability of crisis increases with the proportion of short-term debt and debt service coming due.”
Predicting Sovereign Debt Crises (2003, unknown): “For example, Detragiache and Spilimbergo (2001) define a country to be in a debt crisis if the country has arrears on external obligations toward commercial creditors in excess of 5 percent of commercial debt outstanding or has a rescheduling or restructuring agreement with commercial creditors.”
Variations in sovereign credit quality assessments across rating agencies (2010, methodology): “We calculate this variable by reference to the sovereign rating histories produced by each agency and by reference to the data provided in Detragiache and Spilimbergo (2001) and Reinhart, Rogoff and Savastano (2003).(16) We include two additional variables: the Institutional Investor country risk ra”
Output Drops and the Shocks that Matter (2006, unknown): “The debt crisis dummy records a 1 if at least one of the following studies identifies the country-year as the beginning of a debt crisis: Detragiache and Spilimbergo (2001), Manasse and Roubini (2005) and Reinhart, Rogoff, and Savastano (2003).”
POLITICAL CAPABILITIES, POLICY RISK, AND INTERNATIONAL INVESTMENT STRATEGY: EVIDENCE FROM THE GLOBAL ELECTRIC POWER GENERATION INDUSTRY † (2010, background): “…the World Bank’s ‘World Development Indicators’ database and, for the crisis variable, the measures developed 12 Results of the robustness tests are available from the authors upon request. by Detragiache and Spilimbergo (2001), Frankel and Rose (1996), Hamann and Prati (2002), and Kaminsky (2003).”