Similar Search Results

Currency crashes in emerging markets : empirical indicators

Frankel, Jeffrey A.; Rose, Andrew - 1996

Persistent link: https://www.econbiz.de/10000572754

Rose, Andrew - 2013

Persistent link: https://www.econbiz.de/10010221264

Dollar illiquidity and central bank swap arrangements during the global financial crisis

Rose, Andrew; Spiegel, Mark - 2011

Persistent link: https://www.econbiz.de/10009307676

Cross-country causes and consequences of the 2008 crisis : early warning

Rose, Andrew; Spiegel, Mark - 2009

Persistent link: https://www.econbiz.de/10003887301

Expectations hypotheses tests

Bekaert, Geert; Hodrick, Robert J. - 2000

Persistent link: https://www.econbiz.de/10001462130

Expectations Hypotheses Tests

Bekaert, Geert - 2000

. In addition to standard Wald tests, we formulate Lagrange Multiplier and Distance Metric tests which require estimation … under the non-linear constraints of the null hypotheses. Estimation under the null is achieved by iterating on approximate …

Persistent link: https://www.econbiz.de/10012471161

Emerging equity markets and economic development

Bekaert, Geert; Harvey, Campbell R.; Lundblad, Christian - 2000

Persistent link: https://www.econbiz.de/10001493312

Market integration and contagion

Bekaert, Geert; Harvey, Campbell R.; Ng, Angela - 2003

Persistent link: https://www.econbiz.de/10001738796

Market Integration and Contagion

Bekaert, Geert - 2003

Contagion is usually defined as correlation between markets in excess of what would be implied by economic fundamentals; however, there is considerable disagreement regarding the definitions of the fundamentals, how the fundamentals might differ across countries, and the mechanisms that link the...

Persistent link: https://www.econbiz.de/10012469193

Monetary policy and debt fragility

Camous, Antoine; Cooper, Russell W. - 2014

Persistent link: https://www.econbiz.de/10010441427