Relative price volatility under Sudden Stops: The relevance of balance sheet effects
- 1 June 2006
- journal article
- Published by Elsevier in Journal of International Economics
- Vol. 69 (1) , 231-254
- https://doi.org/10.1016/j.jinteco.2005.06.008
Abstract
No abstract availableAll Related Versions
This publication has 4 references indexed in Scilit:
- Relative Price Volatility Under Sudden Stops: The Relevance of Balance Sheet EffectsPublished by National Bureau of Economic Research ,2005
- Large Devaluations and the Real Exchange RatePublished by National Bureau of Economic Research ,2004
- When in Peril, Retrench: Testing the Portfolio Channel of ContagionPublished by National Bureau of Economic Research ,2004
- Modeling and pricing long memory in stock market volatilityJournal of Econometrics, 1996