What Triggers Market Jitters? A Chronicle of the Asian Crisis

By Chenchuramaiah T. Bathala. 2000

148 citations recorded by the source corpus.

Subfields: Finance

View Paper: https://www.semanticscholar.org/paper/695fe2e0f4c383f05d02e605511187975d43fda0

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In Finance

1. Suk-Joong Kim
2. Yishay Yafeh
3. E. Wu
4. N. Sussman
5. C. Kollias
6. Teodora Paligorova
7. M. Dincecco
8. P. Bardhan

Citations in the corpus

• A New Approach to Measuring Financial Contagion (2000, unknown): “Note that we count not only the total number of days with 6 Longin (1996), Kaminsky and Schmukler (1999), Pownall and Koedijk (1999), and Longin and Solnik (2001) employ conditional parametric or nonparametric measures of extreme returns.”
• Testing the Gaussian copula hypothesis for financial assets dependences (2001, unknown): “This rejection is obviously due to the persistent and dependent (ρ = 0.44) shocks incurred by the Asian financial and monetary markets during the seven months of the Asian Crisis from July 1997 to January 1998 (Baig and Goldfajn 1998, Kaminsky and Schmukler 1999).”
• On crises, contagion, and confusion (2000, unknown): “linkages have been largely ignored (see Baig and Goldfajn, 1998, Frankel and Schmukler, 1998 and Kaminsky and Schmukler, 1999 ).”
• A Primer on Financial Contagion (2003, unknown): “An influential study by King and Wadhwani (1990) examines the changes in the cross-country correlations that occurred after the stock market crash in October 1987.”
• Sovereign Credit Ratings, Capital Flows and Financial Sector Development in Emerging Markets (2006, background): “Much of the literature has focused on its short-term information (predictive) content for financial market returns, interdependence and crises (see for example, Kaminsky and Schmukler, 1999; Brooks et al., 2004; Mora, 2006; Gande and Parsley, 2005; and Ferreira and Gama, 2007).”
• Financial Globalization: Gain and Pain for Developing Countries (2003, unknown): “Favero and Giavazzi (2000) and Kaminsky and Schmukler (1999) suggest that herding behavior is present, what can be a major driving force of contagion.”
• Emerging Markets and Financial Globalization: Sovereign Bond Spreads in 1870-1913 and Today (2008, background): “See Knack and Keefer (1995), Mauro (1995), Kaufmann et al. (1999) Acemoglu, Johnson, and Robinson (2001), Acemoglu and Johnson (2005a) and (2005b), and Acemoglu, Johnson, and Robinson (2005) on institutions, investment, economic development, and growth; Bénassy-Quéré, Coupet, and Mayer (2005) and We”