Financial Crises in Emerging Markets: Multiple Equilibria, Contagion, and the Emerging Market Crises
By Paul R. Masson. 2001
133 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/b1e1153efe47f1ec81fd92688f949d81a1ab851f
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In Economics and Econometrics
- P. Agénor
- Kristin J. Forbes
- Stephan Klasen
- Jonathan R.W. Temple
- S. Knowles
- G. Scully
- Hélène Rey
- B. Candelon
In Finance
Citations in the corpus
- A Panic-Prone Pack? The Behavior of Emerging Market Mutual Funds (2000, unknown): “18 See Masson (1999).”
- The “Big C”: identifying and mitigating contagion (2012, methodology): “For example, Masson (1999) shows how investors could suddenly withdraw from a country if they fear that others may sell first and they will be left with no claim on a limited pool of foreign exchange reserves.”
- Benefits and Costs of International Financial Integration: Theory and Facts (2001, background): “Real GDP Growth Rate (RGDPGR): Growth rate of real GDP (in percent).”
- Rethinking financial contagion: Information transmission mechanism during the COVID-19 pandemic (2020, unknown): “For example, financial contagion according to Masson (1999, 2004) involves changes in investors’ expectations and, consequently, market behaviours that are not related to changes in a country’s macroeconomic fundamentals.”
- Global monetary conditions versus country-specific factors in the determination of emerging market debt spreads☆ (2005, unknown): “It may also be evidenced by a 11 For a discussion of the relationship between multiple equilibria and contagion, see Masson (1999; 2001).”
- Global Crises and Equity Market Contagion (2012, unknown): “hypothesis” states that a crisis initially restricted to one market segment or country provides new information that may prompt investors to reassess the vulnerability of other market segments or countries, which spreads the crisis across markets and borders (Goldstein, 1998; Masson, 1999; Goldstein”