Relative price volatility under Sudden Stops: The relevance of balance sheet effects

Author:

Calvo Guillermo A.,Izquierdo Alejandro,Loo-Kung Rudy

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference17 articles.

1. Modeling and pricing long-memory in stock market volatility;Bollerslev;Journal of Econometrics,1996

2. Broner, F., Gelos, R., 2003. Testing the portfolio channel of contagion: the role of risk aversion, Mimeo, Universitat Pompeu Fabra.

3. Burstein, A., Eichenbaum, M., Rebelo, S., 2003. Large Devaluations and the Real Exchange Rate. UCLA online Working Paper 267.

4. Contagion in emerging markets: when wall street is a carrier;Calvo,1999

5. Sudden Stops, the real exchange rate and fiscal sustainability: Argentina's lessons;Calvo,2003

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