Financial dollarization: evaluating the consequences
By E. L. Yeyati. 2006
373 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/cb4317cf0ecfed9c76c0356c17fc7fac82ebebc3
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- Stefan Avdjiev
- Robert N. McCauley
- I. Bunda
- J. Desquilbet
- Hyun Song Shin
- George S. Tavlas
- Alan C. Stockman
- Harris Dellas
In Finance
- Stefan Avdjiev
- Robert N. McCauley
- I. Bunda
- J. Desquilbet
- Hyun Song Shin
- George S. Tavlas
- Alan C. Stockman
- Harris Dellas
Citations in the corpus
- Regulating Capital Flows to Emerging Markets: An Externality View (2018, neutral): “Careful empirical analysis of different forms of capital flows reveals that the precise type of capital flows matters: Foreign currency-denominated debts seem to significantly magnify macroeconomic volatility and raise the risk of financial crisis without yielding benefits in terms of higher growth ”
- Global dollar credit: links to US monetary policy and leverage (2015, neutral): “Existing studies often focus on the generally smaller economies whose banks show high proportions of foreign currency deposits and credit (Levy Yeyati (2006)).”
- Breaking Free of the Triple Coincidence in International Finance (2016, background): “Levy Yeyati, E (2006): “Financial dollarization: evaluating the consequences”, Economic Policy, vol 21, pp 61–118.”
- The Impact of Uncertainty Shocks in Emerging Economies (2013, neutral): “Figure 4d plots amplitude versus the degree of dollarization of the country’s outstanding debt, as reported by Levy Yeyati (2006).”
- The bank liquidity smile across exchange rate regimes (2008, methodology): “We use two common dollarisation ratios provided by the IFS (see also the Levy-Yeyati 2006 database on deposit dollarisation) and took into account, among the explanatory variables, the macroeconomic variables previously used in the liquidity model as well as the quality of institutions, as documente”
- The Classification and Performance of Alternative Exchange-Rate Systems (2008, methodology): “Other recent examples of the use of the codings include studies by Masson (2001), who used both the GGOW coding and the LYS coding to investigate whether a change in the frequency of transitions between regimes has taken place over time; Frankel, Schmukler and Serven (2004), who used the de jure and”