Emerging Markets Contagion: Evidence and Theory

By Rodrigo O. Valdés. 2000

153 citations recorded by the source corpus.

Citations in the corpus

Currency crisis contagion and the identification of transmission channels (2008, unknown): “Country C is then affected through its trade linkages with both A and B. 4 A model of contagion based on liquidity is also given in Valdes (1995). weakening incentives for gathering costly information while at the same time strengthening the incentives for imitating arbitrary market portfolios.”
Systemic Risk: A Survey (2000, unknown): “Gourinchas, Valdés and Landerretche (1999) examine more narrowly the properties of lending booms in a sample of 91 industrial and developing countries between 1960 and 1996 and link them to the likelihood of banking and currency crises.”
Default risk and risk averse international investors (2013, unknown): “Furthermore, this implication of the model is consistent with the findings of Valdes (1996), Baig and Goldfajn (1998), Forbes and Rigobon (1999), Baig and Goldfajn (2000), and Longstaff et al.(2008).”
Exchange Rate Regimes, Capital Flows and Crisis Prevention (2001, unknown): “See, for example, Edwards (1999a, b), De Gregorio, Edwards and Valdes (2000), and the literature cited therein.”
Contagion: Understanding How It Spreads (2000, unknown): “Valdés (1997) confirms that the movements of secondary-market debt prices and credit ratings show that the Mexican crisis was contagious in Latin America.”