货币危机传染性研究述评
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上海财经大学学报 2007 年 第 09 卷第 05 期, 页码：93 - 98
摘要
参考文献
摘要
货币危机的传染性是第三代货币危机理论的核心思想之一。亚洲金融危机后,有关传染性的理论与实证研究不断丰富。本文试图就该问题已有的理论、实证研究工作进行梳理和评述。
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[14]Goldstein,M.The Asian Financial Crisis[J].Washington DC:Institute for International Economincs.1998.
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[17]Kaminsky,G.,C.Reinhart,and C.Vegh.The Unholy Trinity of Financial Contagion[J].Journal of Economic Per-spectives,2003,17(4):51~74.
[18]Kodres,L.,and Pristker,M.A Rational Expectations Model of Financial Contagion[J].Journal of Finance,2002(57):769~799.
[19]Krugman,P.Bubble,Boom,Crash:Theoretical Notes on Asia’s Crisis[M].Mimeo,1998.
[20]Longuin,F.and Slonik,B.Is the Correlation in International Equity Returns Constant:1960-1990[J].Journal of In-ternational Monetary and Finance,1995,14(1):3~26.
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[22]Masson,P.Contagion:Monsoonal Effects Spillovers and Jumps between multiple Equilibria,in Agenor[M].P.R.,M.Miller,D.Vines and A.Weber(eds.),The Asian Financial Crisis:Causes,Contagion and Consequences[M].Cam-bridge University Press,1999b.
[2]靳玉英,郑建伟.东亚金融危机中汇市波动的国际传染性研究[D].2007.
[3]张志波、齐中英.基于VAR模型的金融危机传染效应检验方法与实证分析[J].管理工程学报,2005,(3).
[4]Bae,K.,G.Karolyi,and R.Stulz,A New Approach to Measuring Financial Contagion[J].NBER Working Paper.2000,7913.
[5]Broner A.,Gelos,R.,and Reinhart,C.When in Peril,Retrench:Testing the Portfolio Channel of Contagion[J].NBER Working Paper,2004,No.10941.
[6]Calvo,G.,and Mendoza,E.Rational Herd Behavior Contagion and the Globalization of Securities Markets[J].Journalof International Economics,2000,(51):79~113.
[7]Cashin,P.,Kumar,M.,and McDermott,C.J.,International Integration of Equity Markets and Contagion Effects[J].IMF Working Paper,1995,WP/95/110.
[8]Corsetti,G.,Presenti,P.,and Roubini,N.What Caused the Asian Currency and Financial Crisis?Part I:A macroeco-nomic Overview[J].NBER Working Paper,1998a,No.6833.
[9]Corsetti,G.,Presenti,P.,and Roubini,N.What Caused the Asian Currency and Financial Crisis?Part II:The PolicyDebate[J].NBER Working Paper,1998b,No.6834.
[10]Eichengreen,B,Rose,A,and Wyplosz,C.Contagious Currency Crises:First Tests[J].Scandinavian Journal of Eco-nomics,1998(4),463~484.
[11]Gerlach,S.,and F.Smets.Contagious Speculative Attacks[J].European Journal of Political Economy,1995(11):45~63.
[12]Glick,R.and A.K.Rose.Contagion and Trade?Why Are Currency Crises Regional[J].Journal of InternationalMoney and Finance 1999(18):603~617.
[13]Goldfjan,I.,and Valdes,O.Capital Flows and the Twin Crises:the Role of Liquidity[J].IMF Working Paper,1997,WP/97/87.
[14]Goldstein,M.The Asian Financial Crisis[J].Washington DC:Institute for International Economincs.1998.
[15]Kaminsky,G,Lizondo,S and Reinhart,C.Leading indicators of Currency Crises[J].IMF Staff Papers,1998,.45(1):1~48.
[16]Kaminsky,G.,and Reinhart,C.On Crises,Contagion,and Confusion[J].Journal of International Economics,2000,(51):145~168.
[17]Kaminsky,G.,C.Reinhart,and C.Vegh.The Unholy Trinity of Financial Contagion[J].Journal of Economic Per-spectives,2003,17(4):51~74.
[18]Kodres,L.,and Pristker,M.A Rational Expectations Model of Financial Contagion[J].Journal of Finance,2002(57):769~799.
[19]Krugman,P.Bubble,Boom,Crash:Theoretical Notes on Asia’s Crisis[M].Mimeo,1998.
[20]Longuin,F.and Slonik,B.Is the Correlation in International Equity Returns Constant:1960-1990[J].Journal of In-ternational Monetary and Finance,1995,14(1):3~26.
[21]Masson,P.Contagion:Macroeconomic Models with Multiple Equilibria[J].Journal of International Economics,1999a,51(1):145~168.
[22]Masson,P.Contagion:Monsoonal Effects Spillovers and Jumps between multiple Equilibria,in Agenor[M].P.R.,M.Miller,D.Vines and A.Weber(eds.),The Asian Financial Crisis:Causes,Contagion and Consequences[M].Cam-bridge University Press,1999b.
引用本文
贾涛, 靳玉英. 货币危机传染性研究述评[J]. 上海财经大学学报, 2007, 9(5): 93–98.
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