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The impact of policy announcements and news on capital markets : crisis management in Argentina during the Tequila Effect. (1998). Schmukler, Sergio ; Eduardo J. J. Ganapolsky, .
In: Policy Research Working Paper Series.
RePEc:wbk:wbrwps:1951.

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Cited: 14

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Cites: 13

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Citations received by this document

  1. The effect of IMF communication on government bond markets: insights from sentiment analysis. (2023). Bennani, Hamza ; Wallois, Yoan ; Couharde, Cecile.
    In: Post-Print.
    RePEc:hal:journl:hal-04202545.

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  2. Do IMF Reports Affect Market Expectations ? A Sentiment Analysis Approach. (2021). COUHARDE, Cécile ; Bennani, Hamza ; Wallois, Yoan.
    In: EconomiX Working Papers.
    RePEc:drm:wpaper:2021-6.

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  3. Sovereign Ratings and Finance Ministers’ Characteristics. (2019). Jalles, Joao ; Afonso, Antonio.
    In: Working Papers REM.
    RePEc:ise:remwps:wp0722019.

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  4. Sovereign Ratings and Finance Ministers Characteristics. (2019). Jalles, Joao ; Afonso, Antonio.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-19-00559.

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  5. Efectos de las Crisis Anticipadas y No Anticipadas sobre El Contagio Financiero Internacional.. (2009). Watkins, Karen ; Lagunes, Mario .
    In: Panorama Económico.
    RePEc:ipn:panora:v:iv:y:2009:i:08:p:101-148.

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  6. The Determinants of Sovereign Spreads in Emerging Markets. (2006). Çulha, Olcay ; Ozatay, Fatih ; Şahinbeyoğlu, Gülbin ; Culha, Olcay Yucel ; Sahinbeyoglu, Gulbin.
    In: Working Papers.
    RePEc:tcb:wpaper:0604.

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  7. The Role of Political Institutions in the Resolution of Economic Crises: The Case of Argentina 2001-05. (2006). Steagall, Jeffrey ; Gallo, Andres ; Stegmann, Juan Pablo .
    In: Oxford Development Studies.
    RePEc:taf:oxdevs:v:34:y:2006:i:2:p:193-217.

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  8. CEE Banking Sector Co-Movement: Contagion or Interdependence?. (2005). lucey, brian ; Jokipii, Terhi.
    In: The Institute for International Integration Studies Discussion Paper Series.
    RePEc:iis:dispap:iiisdp077.

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  9. An Institutional Framework for Comparing Emerging Market Currency Boards. (2004). Dal, Marie T.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2004/180.

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  10. The Russian default and the contagion to Brazil.. (2000). Goldfajn, Ilan ; Baig, Taimur.
    In: Textos para discussão.
    RePEc:rio:texdis:420.

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  11. Evolution and Revolution in the Argentine Banking System under Convertibility: The Roles of Crises and Path Dependence. (2000). Gallo, Andres ; Alston, Lee.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8008.

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  12. The Tequila Banking Crisis in Argentina. (1999). Gomez-Mera, Laura ; Dabós, Marcelo ; Dabos, Marcelo ; Maria Laura Gomez Mera, .
    In: Working Papers.
    RePEc:sad:wpaper:19.

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  13. Financial market contagion in the Asian crisis. (1999). Goldfajn, Ilan ; Baig, Taimur.
    In: Textos para discussão.
    RePEc:rio:texdis:400.

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  14. Financial safety nets and incentive structures in Latin America. (1998). Brock, Philip L..
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:1993.

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References

References cited by this document

  1. Berry, Thomas, and Kith Howe, 1994, Public Information Arrival, The Journal of Finance, XLDX4:1331-1346.

  2. Bollerslev, Tim, and Jeffrey M. Wooldridge, 1992, Quasi-Maximum Likelihood Estimation and Inference in Dynamic Models with Time Varying Covariances, EconometricReviews, 11, 143-172.

  3. Calvo, Sara, and Carmen Reinhart, 1995, Capital Flows to Latin America: Is There Evidence of Contagion Effects?, unpublished manuscript, The World Bank - International Monetary Fund.

  4. Campbell, John, Andrew Lo, and A. Craig MacKinlay, 1997, The Econometrics of Financial Markets, Princeton University Press.
    Paper not yet in RePEc: Add citation now

  5. Ederington, Lois, and Jae Ha Lee, 1993, How Markets Process Information: News Releases and Volatility, The Journal of Finance, XLVIII 4:1161-1191.

  6. Eichengreen B., A. Rose, and C. Wyplosz, 1996, Contagious Currency Crises, NBER Working Paper No. 5681.

  7. Frankel, Jeffrey A., and Sergio L. Schmukler, 1997, Crisis, Contagion, and Country Funds: Effects on East Asia and Latin America, forthcoming in Managing Capital Flows and Exchange Rates: Lessons from the Pacific Basin, edited by Reuven Glick, Cambridge University Press.

  8. Ganapolsky, Eduardo, 1996, Efecto Tequila: Su Influencia sobre el Mercado de Capitales Argentino y el Efecto del Anuncio de las Principales Medidas, unpublished manuscript, Banco Centralde la Republica Argentina.
    Paper not yet in RePEc: Add citation now

  9. Hardouvelis, Gikas, 1988, Economic News, Exchange Rates and Interest Rates, Journal of International Money and Finance, 7:23-25.

  10. Harvey, Campbell, and Roger Huang, 1991, Volatility in the Foreign Currency Futures Market, The Review offinancial Studies Vol. 4, No. 3 543-569.

  11. Johansen, S0ren, 1991, Estimationand Hypothesis Testing of CointegrationVectors in GaussianVectorAutoregressiveModelsEconometrica59:1551-1580,1991.

  12. Jones,Charles,OwenLamont,andRobinLumsdaine,1996,PublicInformationandthe Persistenceof BondmarketVolatility,NBERWorkingPaperNo.5446.

  13. Valdes, Rodrigo (1996). Emerging Markets Contagion: Evidence and Theory, unpublished manuscript, Massachusetts Institute of Technology.

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  2. Monetary Policy Announcements and Stock Returns: Evidence from the Pakistani Market. (2011). Mohsin, Hasan ; Rahman, Habib .
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  3. Intraday trading patterns in an intelligent autonomous agent-based stock market. (2011). McBride, Mark ; Kluger, Brian D..
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  4. When machines read the news: Using automated text analytics to quantify high frequency news-implied market reactions. (2011). Hautsch, Nikolaus ; Gro-Klumann, Axel .
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  5. News Aggregators, Volatility and the Stock Market. (2009). Byström, Hans ; Bystom, Hans.
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  6. News aggregators, volatility and the stock market. (2009). Byström, Hans ; Bystrm, Hans .
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  7. Impact of Political News on the Baltic State Stock Markets. (2008). Soultanaeva, Albina .
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  8. Hourly index return autocorrelation and conditional volatility in an EAR-GJR-GARCH model with generalized error distribution. (2008). Chen, Carl R. ; Su, Yuli ; Huang, Ying.
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  12. STOCK DATA, TRADE DURATIONS, AND LIMIT ORDER BOOK INFORMATION. (2006). Simonsen, Ola.
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  13. The Impact of News Releases on Trade Durations in Stocks -Empirical Evidence from Sweden. (2006). Simonsen, Ola.
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  19. Do Currency Markets Absorb News Quickly?. (2005). Lyons, Richard ; Evans, Martin.
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  20. How is Macro News Transmitted to Exchange Rates? (December 2003). (2005). Lyons, Richard ; Evans, Martin ; Martin D. D. Evans, .
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  24. The role of information in Hong Kong individual stock futures trading. (2003). McKenzie, M. D. ; Brooks, R. D..
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  41. The impact of policy announcements and news on capital markets : crisis management in Argentina during the Tequila Effect. (1998). Schmukler, Sergio ; Eduardo J. J. Ganapolsky, .
    In: Policy Research Working Paper Series.
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  43. Heterogeneous information arrival and option pricing. (1998). Ncube, Mthuli ; Asea, Patrick K..
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  44. Is There Private Information in the FX Market? The Tokyo Experiment.. (1997). Lyons, Richard ; Ito, Takatoshi ; Melvin, Michael T..
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  46. Public information releases, private information arrival and volatility in the foreign exchange market. (1997). Shrieves, Ronald ; Degennaro, Ramon.
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  48. Public Information Arrival, Exchange Rate Volatility, and Quote Frequency. (1996). Melvin, Michael ; Yin, Xixi.
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  49. DM-Dollar Volatility: Intraday Activity Patterns, Macroeconomic Announcements, and Longer Run Dependencies. (1996). Bollerslev, Tim ; Andersen, Torben.
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  50. Price formation and liquidity in the U.S. treasuries market: evidence from intraday patterns around announcements. (1996). Remolona, Eli ; Fleming, Michael.
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