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Global monetary integration : a conference sponsored by the Federal Reserve Bank of Cleveland, June 1 - 3, 2000
Humpage, Owen F. (contributor) - 2001
Persistent link: https://www.econbiz.de/10001580595
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Testing CAPM with a large number of assets
Pesaran, M. Hashem; Yamagata, Takashi - 2012
This paper is concerned with testing the time series implications of the capital asset pricing model (CAPM) due to Sharpe (1964) and Lintner (1965), when the number of securities, N, is large relative to the time dimension, T, of the return series. In the case of cross-sectionally correlated...
Persistent link: https://www.econbiz.de/10009535779
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Currency crises : in search of common elements
Aziz, Jahangir; Caramazza, Francesco; Salgado, Ranil - 2000
Persistent link: https://www.econbiz.de/10001503368
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Emerging markets crisis : an asset markets perspective
Caballero, Ricardo J.; Krishnamurthy, Arvind - 1999
Persistent link: https://www.econbiz.de/10001427889
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Currency crises in developed and emerging market economies : a comparative empirical treatment
Fontaine, Thomson - 2005
Persistent link: https://www.econbiz.de/10002652894
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Can miracles lead to crises? : the role of optimism in emerging markets crises
Boz, Emine - In: Journal of money, credit and banking : JMCB 41 (2009) 6, pp. 1189-1215
Persistent link: https://www.econbiz.de/10003878833
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Contagion : monsoonal effects, spillovers, and jumps between multiple equilibria
Masson, Paul R. - 1998
Persistent link: https://www.econbiz.de/10000997166
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Saving the euro : mitigating financial or trade spillovers?
Claessens, Stijn; Tong, Hui; Zuccardi Huertas, Igor Esteban - In: Journal of money, credit and banking : JMCB 47 (2015) 7, pp. 1369-1402
Persistent link: https://www.econbiz.de/10011402467
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Domestic bank regulation and financial crises : theory and empirical evidence from East Asia
Dekle, Robert; Kletzer, Kenneth - 2001
Persistent link: https://www.econbiz.de/10001596905
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Spreading currency crises : the role of economic interdependence
Berger, Wolfram; Wagner, Helmut - 2002
Persistent link: https://www.econbiz.de/10001708248