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1by Chiang, Thomas C Jeon, Bang Nam Li, Huimin Published in Journal of international money and finance (2007)“...We apply a dynamic conditional-correlation model to nine Asian daily stock-return data series from 1990 to 2003. The empirical evidence confirms a contagion...”
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2by Dooley, Michael Hutchison, Michael Published in Journal of international money and finance (2009)“...We find that emerging markets appeared to be somewhat insulated from developments in U.S. financial markets from early 2007 to summer 2008. From that point on,...”
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3“...Modeling the dependency between stock market returns is a difficult task when returns follow a complicated dynamics. When returns are non-normal, it is often...”
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4by Carbó, Santiago Humphrey, David Maudos, Joaquín Molyneux, Philip Published in Journal of international money and finance (2009)“...Studies of banking competition and competitive behavior both within and across countries typically utilise only one of the few measures that are available. In...”
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5by Beck, Thorsten Demirgüç-Kunt, Aslı Laeven, Luc Maksimovic, Vojislav Published in Journal of international money and finance (2006)“...We use survey data on a sample of over 10,000 firms from 80 countries to assess (i) how successful a priori classifications are in distinguishing between...”
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6by Aizenman, Joshua Chinn, Menzie D Ito, Hiro Published in Journal of international money and finance (2010)“...This paper investigates how the trilemma policy mix affects economic performance in developing countries. We find that greater monetary independence can dampen...”
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7by Ayhan Kose, M Prasad, Eswar S Taylor, Ashley D Published in Journal of international money and finance (2011)“...The financial crisis has re-ignited the fierce debate about the merits of financial globalization and its implications for growth, especially for developing...”
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8by Cheung, Yin-Wong Chinn, Menzie D Pascual, Antonio Garcia Published in Journal of international money and finance (2005)“... Journal of International Money and Finance 17, 813–830]. Overall, model/specification/currency combinations that work well in one period do not necessarily work well in another period...”
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9“...We provide an overview of the important events of the recent global financial crisis and their implications for exchange rates and market dynamics. Our goal is...”
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10by Ning, Cathy Published in Journal of international money and finance (2010)“...This paper investigates the dependence structure between the equity market and the foreign exchange market by using copulas. In particular, several copulas...”
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11“...This paper studies the joint impact of corruption on the entry mode and volume of inward foreign direct investment (FDI) using a unique firm-level data set. We...”
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12by Corsetti, Giancarlo Pericoli, Marcello Sbracia, Massimo Published in Journal of international money and finance (2005)“...This paper builds on a standard factor model of stock market returns to reconsider recent empirical literature on contagion in financial markets based on...”
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13by Bussiere, Matthieu Fratzscher, Marcel Published in Journal of international money and finance (2006)“...This paper develops a new early warning system (EWS) model, based on a multinomial logit model, for predicting financial crises. It is shown that commonly used...”
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14by Francis, Bill B Hasan, Iftekhar Sun, Xian Published in Journal of international money and finance (2009)“...We examine how political connections impact the process of going public. Specifically, we test how political connections impact the pricing of the newly...”
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15“...This paper analyzes the impact of U.S. monetary policy announcement surprises on foreign equity indexes, short- and long-term interest rates, and exchange...”
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16by Bartram, Söhnke M Bodnar, Gordon M Published in Journal of international money and finance (2009)“...This paper provides a broad analysis of the effect of the current financial crisis on global equity markets and their major components. We also examine the...”
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17by Choi, In Published in Journal of international money and finance (2001)“...This paper develops unit root tests for panel data. These tests are devised under more general assumptions than the tests previously proposed. First, the...”
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18“...We examine the effect of manufacturing and service FDI (foreign direct investment) on their own sector growth, the spillover to the other sectors and the...”
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19by Fung, Michael K Published in Journal of international money and finance (2009)“...This study tests for convergence in financial development and economic growth by incorporating the interaction between the real and financial sectors into an...”
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20“...We critically assess several of the key assertions underlying the global saving glut hypothesis. First, we investigate whether the behavior of the U.S. current...”