Showing 1 - 10 of 143
Abstract A spatial model is used to specify and then test for the existence of contagion among emerging market … economies. We consider both trade and regional channels of contagion. Our results suggest that contagion is a statistically … results also suggest that trade links are significant channels of contagion transmission; on the other hand, geographic …
Persistent link: https://www.econbiz.de/10004966860
This paper investigates contagion effects. In a model with highly and lowly informed investors we show that a currency … (1997/98). Using a LOGIT approach we can show that contagion, in the sense of a crisis not explainable by economic …
Persistent link: https://www.econbiz.de/10008677269
This paper investigates contagion effects. In a model with highly and lowly informed investors we show that a currency … (1997/98). Using a LOGIT approach we can show that contagion, in the sense of a crisis not explainable by economic …
Persistent link: https://www.econbiz.de/10009226152
fiscal guarantees, respectively occurring in November 2009 and February/March 2010. We argue that the risk of contagion to …
Persistent link: https://www.econbiz.de/10008606489
This paper investigates contagion effects. In a model with highly and lowly informed investors we show that a currency … (1997/98). Using a LOGIT approach we can show that contagion, in the sense of a crisis not explainable by economic …
Persistent link: https://www.econbiz.de/10010301742
This paper investigates contagion effects. In a model with highly and lowly informed investors we show that a currency … (1997/98). Using a LOGIT approach we can show that contagion, in the sense of a crisis not explainable by economic …
Persistent link: https://www.econbiz.de/10010305446
The object of this study is to assess the role of trade structure and firms pricing behaviour in the transmission of currency shocks across geographically close countries. The analysis will focus on identifying and comparing the degree of vulnerability to currency shocks of Central Eastern...
Persistent link: https://www.econbiz.de/10005449515
This paper proposes a model encompassing alternative views of contagion by highlighting the different channels of … channel of contagion. The possible stabilization effects of capital controls and Tobin tax on the international transmission …
Persistent link: https://www.econbiz.de/10005702724
This paper investigates contagion effects. In a model with highly and lowly informed investors we show that a currency … (1997/98). Using a LOGIT approach we can show that contagion, in the sense of a crisis not explainable by economic …
Persistent link: https://www.econbiz.de/10010503707
Persistent link: https://www.econbiz.de/10011960072