NBER WORKING PAPER SERIES HOW THE SUBPRIME CRISIS WENT GLOBAL: EVIDENCE FROM BANK CREDIT DEFAULT SWAP SPREADS

By Barry Eichengreen, A. Mody, M. Nedeljković, Lucio Sarno. 2009

318 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/8a9e31ce64d747eefe199028e5a6f60b18a92db1

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Citations in the corpus

Global Crises and Equity Market Contagion (2012, unknown): “taking a more macroeconomic perspective such as Eichengreen et al. (2009), Frankel and Saravelos (2010) and Rose and Spiegel (2010, 2011). There are a few contemporaneous articles also focusing on equity market contagion. For instance, Tong and Wei (2011) find that the average decline in stock price”
Spillover Effects of the US Financial Crisis on Financial Markets in Emerging Asian Countries (2015, unknown): “Our model in (10) is a state-dependent model with an assumption that regime changes depend on the current state of the economy, proxied by , rather than the time itself.(16) This approach is useful for identifying propagation channels of potential effects of crises.”
Credit Default Swaps: A Survey (2014, background): “40See also Eichengreen et al. [2012], who study the time-varying dynamics of the common components across the 5-year CDS spreads of the 45 largest financial institutions in the US, UK, Germany, Switzerland, France, Italy, Netherlands, Spain, and Portugal from July 29, 2002 to November 28, 2008, in o”
The “Big C”: identifying and mitigating contagion (2012, unknown): “Chart 1 shows results from a Factiva search of monthly use of contagion in articles in the economics or financial/commodities press since 1990.”
On the International Transmission of Shocks : Micro-Evidence from Mutual Fund Portfolios (2012, unknown): “8 See, for example, Shiller (2008), Eichengreen et al. (2009), Hellwig (2009), and Mishkin (2011).”
The Composition Matters: Capital Inflows and Liquidity Crunch During a Global Economic Crisis (2009, background): “…investigated the origin and consequences of the current financial crisis, including work by Mian and Sufi, (2008), Reinhart and Rogoff, (2008), Dell’Ariccia, Igan and Laeven, (2008), Greenlaw et al, (2008), Almeida et al (2009), Ehrmann, Fratzscher and Mehl, (2009), and Eichengreen et al (2009).”
Economic crisis in Europe : causes, consequences and responses (2011, background): “The main response of the major central banks – in the United States as well as in Europe (see Chapter III.1 for further detail) – has been to cut official attributed to a common systemic factor (see for evidence Eichengreen et al. 2009).”
The Global Crisis and Equity Market Contagion: The Global Crisis and Equity Market Contagion (2014, unknown): “(2012) and Diebold and Yilmaz (2010), or articles taking a more macroeconomic perspective such as Eichengreen et al. (2012), Frankel and Saravelos (2010) and Rose and Spiegel (2010, 2011). There are a few contemporaneous articles also focusing on international equity market contagion. For instance, ”