IDEAS home Printed from https://ideas.repec.org/a/eee/ecmode/v24y2007i2p295-311.html
   My bibliography  Save this article

Relative price changes and absolute banking disasters: The role of equilibrium asset price adjustments

Author

Listed:
  • Kildegaard, Arne

Abstract

No abstract is available for this item.

Suggested Citation

  • Kildegaard, Arne, 2007. "Relative price changes and absolute banking disasters: The role of equilibrium asset price adjustments," Economic Modelling, Elsevier, vol. 24(2), pages 295-311, March.
  • Handle: RePEc:eee:ecmode:v:24:y:2007:i:2:p:295-311
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0264-9993(06)00102-7
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. anonymous, 1992. "Comment requested," Federal Reserve Bulletin, Board of Governors of the Federal Reserve System (U.S.), issue Feb, pages 126-126.
    2. Morris Goldstein, 1998. "The Asian Financial Crisis," Policy Briefs PB98-1, Peterson Institute for International Economics.
    3. Morris Goldstein, 1998. "Asian Financial Crisis: Causes, Cures and Systemic Implications, The," Peterson Institute Press: All Books, Peterson Institute for International Economics, number pa55, January.
    4. Morris, F. & Dorfman, M. & Ortiz, J.P. & Franco, M.C., 1990. "Latin America'S Banking Systems In The 1980s: A Cross- Country Comparison," World Bank - Discussion Papers 81, World Bank.
    5. Hayashi, Fumio, 1982. "Tobin's Marginal q and Average q: A Neoclassical Interpretation," Econometrica, Econometric Society, vol. 50(1), pages 213-224, January.
    6. Rolnick, Arthur J. & Weber, Warren E., 1984. "The causes of free bank failures : A detailed examination," Journal of Monetary Economics, Elsevier, vol. 14(3), pages 267-291, November.
    7. Kildegaard, Arne & Williams, Pete, 2002. "Banks, systematic risk, and industrial concentration: theory and evidence," Journal of Economic Behavior & Organization, Elsevier, vol. 47(4), pages 345-358, April.
    8. Dornbusch, Rudiger, 1975. "Exchange Rates and Fiscal Policy in a Popular Model of International Trade," American Economic Review, American Economic Association, vol. 65(5), pages 859-871, December.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Eleanor Jawon Choi & Jaewoo Choi & Hyelim Son, 2019. "The Long-Term Effects of Labor Market Entry in a Recession: Evidence from the Asian Financial Crisis," Upjohn Working Papers 19-312, W.E. Upjohn Institute for Employment Research.
    2. Boockmann, Bernhard & Dreher, Axel, 2003. "The contribution of the IMF and the World Bank to economic freedom," European Journal of Political Economy, Elsevier, vol. 19(3), pages 633-649, September.
    3. Sebastian Edwards & Domingo F. Cavallo & Arminio Fraga & Jacob Frenkel, 2003. "Exchange Rate Regimes," NBER Chapters, in: Economic and Financial Crises in Emerging Market Economies, pages 31-92, National Bureau of Economic Research, Inc.
    4. Graciela L. Kaminsky, 2008. "Crises and Sudden Stops: Evidence from International Bond and Syndicated-Loan Markets," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 26, pages 107-130, December.
    5. Gan-Ochir Doojav & Borkhuu Gotovsuren & Tsenddorj Dorjpurev, 2012. "Financial Contagion and Volatile Capital Flows," Occasional Papers, South East Asian Central Banks (SEACEN) Research and Training Centre, number occ56.
    6. Morris Goldstein, 2017. "IMF Structural Programs," World Scientific Book Chapters, in: TRADE CURRENCIES AND FINANCE, chapter 16, pages 553-638, World Scientific Publishing Co. Pte. Ltd..
    7. Danny Cassimon & Dennis Essers & Achmad Fauzi, 2014. "Indonesia's Debt-for-Development Swaps: Past, Present, and Future," Bulletin of Indonesian Economic Studies, Taylor & Francis Journals, vol. 50(1), pages 75-100, April.
    8. Robert B Kahn & Ellen E Meade, 2018. "International aspects of central banking: diplomacy and coordination," Chapters, in: Peter Conti-Brown & Rosa M. Lastra (ed.), Research Handbook on Central Banking, chapter 17, pages 333-364, Edward Elgar Publishing.
    9. Marcel Fratzscher, 2003. "On currency crises and contagion," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 8(2), pages 109-129.
    10. Mardi Dungey & Rene Fry & Vance L. Martin, 2006. "Correlation, Contagion, and Asian Evidence," Asian Economic Papers, MIT Press, vol. 5(2), pages 32-72, Spring/Su.
    11. Nagayasu, Jun, 2010. "Economic Factors Contributing to Time-Varying Conditional Correlations in Stock Returns," MPRA Paper 28391, University Library of Munich, Germany.
    12. Shan, Chenyu & Tang, Dragon Yongjun & Wang, Sarah Qian & Zhang, Chang, 2022. "The diversification benefits and policy risks of accessing China’s stock market," Journal of Empirical Finance, Elsevier, vol. 66(C), pages 155-175.
    13. Fong, Tom Pak Wing & Li, Ka-Fai & Fu, John, 2018. "Accounting for sovereign tail risk in emerging economies: The role of global and domestic risk factors," Emerging Markets Review, Elsevier, vol. 34(C), pages 98-110.
    14. Yi, Ming, 2017. "Speculator-triggered crisis and interventions," Journal of Macroeconomics, Elsevier, vol. 52(C), pages 135-146.
    15. Ginanjar Dewandaru & Rumi Masih & Mansur Masih, 2018. "Unraveling the Financial Contagion in European Stock Markets During Financial Crises: Multi-Timescale Analysis," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 54(4), pages 859-880, March.
    16. Kuper, Gerard H. & Lestano, 2007. "Dynamic conditional correlation analysis of financial market interdependence: An application to Thailand and Indonesia," Journal of Asian Economics, Elsevier, vol. 18(4), pages 670-684, August.
    17. Beirne, John & Fratzscher, Marcel, 2013. "The pricing of sovereign risk and contagion during the European sovereign debt crisis," Journal of International Money and Finance, Elsevier, vol. 34(C), pages 60-82.
    18. Geert Bekaert & Michael Ehrmann & Marcel Fratzscher & Arnaud Mehl, 2014. "The Global Crisis and Equity Market Contagion," Journal of Finance, American Finance Association, vol. 69(6), pages 2597-2649, December.
    19. Corsetti, Giancarlo & Pesenti, Paolo & Roubini, Nouriel, 1999. "What caused the Asian currency and financial crisis?," Japan and the World Economy, Elsevier, vol. 11(3), pages 305-373, October.
    20. Takatoshi Ito, 2000. "Capital Flows in Asia," NBER Chapters, in: Capital Flows and the Emerging Economies: Theory, Evidence, and Controversies, pages 255-296, National Bureau of Economic Research, Inc.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:ecmode:v:24:y:2007:i:2:p:295-311. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/inca/30411 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.