Nothing Special   »   [go: up one dir, main page]
create a website
Managing Capital Flows in the Presence of External Risks. (2017). Reyes-Heroles, Ricardo ; Tenorio, Gabriel.
In: International Finance Discussion Papers.
RePEc:fip:fedgif:1213.

Full description at Econpapers || Download paper

Cited: 3

Citations received by this document

Cites: 35

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Regime-switching in emerging market business cycles: Interest rate volatility and sudden stops. (2019). Reyes-Heroles, Ricardo ; Tenorio, Gabriel.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:93:y:2019:i:c:p:81-100.

    Full description at Econpapers || Download paper

  2. Kinks and Gains from Credit Cycles. (2019). Santoro, Emiliano ; Ravn, Soren Hove ; Jensen, Henrik.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:13795.

    Full description at Econpapers || Download paper

  3. Interest Rate Volatility and Sudden Stops : An Empirical Investigation. (2017). Reyes-Heroles, Ricardo ; Tenorio, Gabriel.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1209.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Ahmed, S. and Zlate, A. (2013). Capital flows to emerging market economies: A brave new world? International Finance Discussion Papers 1081, Board of Governors of the Federal Reserve System (U.S.). Aizenman, J., Binici, M., and Hutchison, M. M. (2014). The transmission of Federal Reserve tapering news to emerging financial markets. NBER Working Papers 19980, National Bureau of Economic Research, Inc.

  2. Aruoba, S. B., Fernández-Villaverde, J., and Rubio-Ramı́rez, J. F. (2006). Comparing solution methods for dynamic equilibrium economies. Journal of Economic Dynamics and Control, 30(12):2477–2508.

  3. Benigno, G., Chen, H., Otrok, C., Rebucci, A., and Young, E. (2013a). Capital controls or real exchange rate policy? A pecuniary externality perspective. Research Department Publications IDB-WP-393, Inter-American Development Bank, Research Department.

  4. Benigno, G., Chen, H., Otrok, C., Rebucci, A., and Young, E. R. (2011). Revisiting overborrowing and its policy implications. In Céspedes, L. F., Chang, R., and Saravia, D., editors, Monetary Policy under Financial Turbulence, volume 16 of Central Banking, Analysis, and Economic Policies Book Series, chapter 6, pages 145–184. Central Bank of Chile.

  5. Benigno, G., Chen, H., Otrok, C., Rebucci, A., and Young, E. R. (2013b). Financial crises and macro-prudential policies. Journal of International Economics, 89(2):453– 470.

  6. Bernanke, B. S., Gertler, M., and Gilchrist, S. (1999). The financial accelerator in a quantitative business cycle framework. In Taylor, J. B. and Woodford, M., editors, Handbook of Macroeconomics, volume 1 of Handbook of Macroeconomics, chapter 21, pages 1341–1393. Elsevier.

  7. Bianchi, J. (2011). Overborrowing and systemic externalities in the business cycle. American Economic Review, 101(7):3400–3426.

  8. Bianchi, J. and Mendoza, E. G. (2011). Overborrowing, financial crises and ’macroprudential ’ policy. 2011 Meeting Papers 175, Society for Economic Dynamics.

  9. Bianchi, J. and Mendoza, E. G. (2013). Optimal time-consistent macroprudential policy. NBER Working Papers 19704, National Bureau of Economic Research, Inc.

  10. Bianchi, J., Liu, C., and Mendoza, E. G. (2016). Fundamentals news, global liquidity and macroprudential policy. Journal of International Economics, 99, Supplement 1:S2 – S15. 38th Annual {NBER} International Seminar on Macroeconomics.

  11. Carrière-Swallow, Y. and Cépedes, L. F. (2013). The impact of uncertainty shocks in emerging economies. Journal of International Economics, 90(2):316–325.
    Paper not yet in RePEc: Add citation now

  12. Carroll, C. D. (2006). The method of endogenous gridpoints for solving dynamic stochastic optimization problems. Economics letters, 91(3):312–320.

  13. Chang, R. and Fernández, A. (2013). On the sources of aggregate fluctuations in emerging economies. International Economic Review, 54:1265–1293.

  14. Dell’Ariccia, G., Igan, D., Laeven, L., Tong, H., Bakker, B. B., and Vandenbussche, J. (2012). Policies for macrofinancial stability: How to deal with credit booms. IMF Staff Discussion Notes 12/06, International Monetary Fund.

  15. Eichengreen, B. and Gupta, P. (2014). Tapering talk: the impact of expectations of reduced Federal Reserve security purchases on emerging markets. Policy Research Working Paper Series 6754, The World Bank.

  16. Fernández-Villaverde, J., Guerrón-Quintana, P., Rubio-Ramı́rez, J. F., and Uribe, M. (2011). Risk matters: The real effects of volatility shocks. American Economic Review, 101(6):2530–61.

  17. IMF (2012). The liberalization and management of capital flows: An institutional view. Technical report, International Monetary Fund.
    Paper not yet in RePEc: Add citation now
  18. IMF (2013). World economic outlook: Transitions and tensions. Technical report, International Monetary Fund.
    Paper not yet in RePEc: Add citation now

  19. Jeanne, O. and Korinek, A. (2010). Managing credit booms and busts: A Pigouvian taxation approach. NBER Working Papers 16377, National Bureau of Economic Research, Inc.

  20. Jeanne, O. and Korinek, A. (2013). Macroprudential regulation versus mopping up after the crash. NBER Working Papers 18675, National Bureau of Economic Research, Inc.

  21. Kiyotaki, N. and Moore, J. (1997). Credit cycles. Journal of Political Economy, 105(2):211–48.
    Paper not yet in RePEc: Add citation now

  22. Klein, P., Quadrini, V., and Rı́os-Rull, J.-V. (2005). Optimal time-consistent taxation with international mobility of capital. Advances in Macroeconomics, 5(1):2.

  23. Korinek, A. (2011). The new economics of prudential capital controls: A research agenda. IMF Economic Review, 59(3):523–561.

  24. Korinek, A. and Mendoza, E. G. (2013). From sudden stops to Fisherian deflation: Quantitative theory and policy implications. NBER Working Papers 19362, National Bureau of Economic Research, Inc.

  25. Lane, P. R. and Milesi-Ferretti, G. M. (2007). The external wealth of nations mark ii: Revised and extended estimates of foreign assets and liabilities, 1970–2004. Journal of International Economics, 73(2):223–250.

  26. Longstaff, F. A., Pan, J., Pedersen, L. H., and Singleton, K. J. (2011). How sovereign is sovereign credit risk? American Economic Journal: Macroeconomics, 3(2):75–103.

  27. Mackowiak, B. (2007). External shocks, U.S. monetary policy and macroeconomic fluctuations in emerging markets. Journal of Monetary Economics, 54(8):2512–2520.
    Paper not yet in RePEc: Add citation now

  28. Mendoza, E. G. (2002). Credit, prices, and crashes: Business cycles with a sudden stop. In Preventing Currency Crises in Emerging Markets, NBER Chapters, pages 335–392. National Bureau of Economic Research, Inc.

  29. Mendoza, E. G. (2010). Sudden stops, financial crises, and leverage. American Economic Review, 100(5):1941–66.

  30. Mendoza, E. G. and Smith, K. A. (2002). Margin calls, trading costs, and asset prices in emerging markets: The financial mechanics of the ’sudden stop’ phenomenon. NBER Working Papers 9286, National Bureau of Economic Research, Inc.

  31. Mendoza, E. G. and Smith, K. A. (2006). Quantitative implications of a debt-deflation theory of sudden stops and asset prices. Journal of International Economics, 70(1):82– 114.

  32. Neumeyer, P. A. and Perri, F. (2005). Business cycles in emerging economies: The role of interest rates. Journal of Monetary Economics, 52(2):345–380.

  33. Ostry, J. D., Ghosh, A. R., Habermeier, K. F., Chamon, M., Laeven, L., Qureshi, M. S., and Kokenyne, A. (2011). Managing capital inflows: What tools to use? IMF Staff Discussion Notes 11/06, International Monetary Fund.

  34. Reyes-Heroles, R. and Tenorio, G. (2017). Interest rate volatility and sudden stops: Am empirical investigation. Available at http://rreyes-heroles.com/uploads/4/ 3/4/2/4342358/rht2_jan2017_vsub.pdf.

  35. Tauchen, G. (1986). Finite state markov-chain approximations to univariate and vector autoregressions. Economics letters, 20(2):177–181.

Cocites

Documents in RePEc which have cited the same bibliography

  1. RETHINKING A GLOBAL SUSTAINABLE MONETARY POLICY IN A POST-CRISIS ERA. (2017). Criste, Adina.
    In: Studii Financiare (Financial Studies).
    RePEc:vls:finstu:v:21:y:2017:i:2:p:56-69.

    Full description at Econpapers || Download paper

  2. How Important is the Global Financial Cycle? Evidence from Capital Flows. (2017). Rose, Andrew ; Claessens, Stijn ; Cerutti, Eugenio.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:23699.

    Full description at Econpapers || Download paper

  3. Taper Tantrums: QE, its Aftermath and Emerging Market Capital Flows. (2017). Lundblad, Christian ; Chari, Anusha ; Stedman, Karlye Dilts .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:23474.

    Full description at Econpapers || Download paper

  4. Global Uncertainty and Monetary Policy Effectiveness in Pakistan. (2017). Bukhari, Syed ; Hyder, Kalim ; Mangla, Inayat U.
    In: Lahore Journal of Economics.
    RePEc:lje:journl:v:22:y:2017:i:sp:p:111-134.

    Full description at Econpapers || Download paper

  5. International capital market frictions and spillovers from quantitative easing. (2017). MacDonald, Margaux.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:70:y:2017:i:c:p:135-156.

    Full description at Econpapers || Download paper

  6. Impact of International capital flows on emerging markets’ sovereign risk premium – demand vs. vulnerability effect. (2017). Konopczak, Micha.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:23:y:2017:i:c:p:239-245.

    Full description at Econpapers || Download paper

  7. How Important is the Global Financial Cycle? Evidence from Capital Flows. (2017). Rose, Andrew ; Claessens, Stijn ; Cerutti, Eugenio.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:12075.

    Full description at Econpapers || Download paper

  8. External debt and monetary policy autonomy. (2017). Davis, Jonathan.
    In: Revista ESPE - ENSAYOS SOBRE POLÍTICA ECONÓMICA.
    RePEc:col:000107:015479.

    Full description at Econpapers || Download paper

  9. Deuda externa y autonomía de la política monetaria. (2017). Davis, Jonathan Scott .
    In: Revista ESPE - Ensayos sobre Política Económica.
    RePEc:bdr:ensayo:v:35:y:2017:i:82:p:96-105.

    Full description at Econpapers || Download paper

  10. The High Frequency Impact of Macroeconomic Announcements in the Brazilian Futures Markets. (2016). Medeiros, Marcelo ; Pinto, Marcio Gomes ; Santos, Francisco Luna .
    In: Brazilian Review of Econometrics.
    RePEc:sbe:breart:v:36:y:2016:i:2:a:46421.

    Full description at Econpapers || Download paper

  11. International Capital Market Frictions and Spillovers from Quantitative Easing. (2016). MacDonald, Margaux.
    In: Working Papers.
    RePEc:qed:wpaper:1346.

    Full description at Econpapers || Download paper

  12. US Dollar Carry Trades in the Era of “Cheap Money”. (2016). Moore, Michael ; Li, Youwei ; Shehadeh, Ali ; Erds, Peter .
    In: MPRA Paper.
    RePEc:pra:mprapa:70770.

    Full description at Econpapers || Download paper

  13. Weathering global shocks and macrofinancial vulnerabilities in emerging Europe: Comparing Turkey and Poland. (2016). Huber, Florian ; Eller, Markus ; Schuberth, Helene.
    In: Focus on European Economic Integration.
    RePEc:onb:oenbfi:y:2016:i:1:b:3.

    Full description at Econpapers || Download paper

  14. Monetary Policy on Twitter and its Effect on Asset Prices: Evidence from Computational Text Analysis. (2016). Lüdering, Jochen ; Ludering, Jochen ; Tillmann, Peter ; PeterTillmann, .
    In: MAGKS Papers on Economics.
    RePEc:mar:magkse:201612.

    Full description at Econpapers || Download paper

  15. Cross-Country Report on Spillovers; Selected Issues. (2016). International Monetary Fund, .
    In: IMF Staff Country Reports.
    RePEc:imf:imfscr:2016/212.

    Full description at Econpapers || Download paper

  16. Financial performance and macroeconomic fundamentals in emerging market economies over the global financial cycle. (2016). Zlate, Andrei ; Davis, Jonathan.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:288.

    Full description at Econpapers || Download paper

  17. Economic fundamentals and monetary policy autonomy. (2016). Davis, Jonathan.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:267.

    Full description at Econpapers || Download paper

  18. US Dollar Carry Trades in the Era of Cheap Money. (2016). Moore, Michael ; Li, Youwei ; Erdos, Peter ; Shehadeh, Ali .
    In: Czech Journal of Economics and Finance (Finance a uver).
    RePEc:fau:fauart:v:66:y:2016:i:5:p:374-404.

    Full description at Econpapers || Download paper

  19. Post-GFC external shocks and Indonesian economic performance. (2016). Tyers, Rodney ; Azwar, Prayudhi .
    In: CAMA Working Papers.
    RePEc:een:camaaa:2016-58.

    Full description at Econpapers || Download paper

  20. Exchange market pressure in OECD and emerging economies: Domestic vs. external factors and capital flows in the old and new normal. (2016). Binici, Mahir ; Aizenman, Joshua.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:66:y:2016:i:c:p:65-87.

    Full description at Econpapers || Download paper

  21. Global financial conditions and asset markets: Evidence from fragile emerging economies. (2016). Yildirim, Zekeriya.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:57:y:2016:i:c:p:208-220.

    Full description at Econpapers || Download paper

  22. Dealing with large and volatile capital flows and the role of the IMF. (2016). Viani, Francesca ; Reinhardt, Dennis ; Metzemakers, Paul ; L'Hotellerie-Fallois, Pilar ; Frost, Jon ; estrada, Angel ; Bussiere, Matthieu ; Beirne, John ; Balteanu, Irina ; Schiavone, Alessandro ; Vonessen, Benjamin ; Bruggemann, Axel ; Force, Irc Task ; Moreno, Pablo ; Menezes, Paula ; Lhotellerie-Fallois, Pilar ; Lerner, Christina ; Kennedy, Bernard ; Ghalanos, Michalis ; Landbeck, Alexander ; Broos, Menno ; Tilley, Thomas ; Herzberg, Valerie.
    In: Occasional Paper Series.
    RePEc:ecb:ecbops:2016180.

    Full description at Econpapers || Download

  23. QUANTITATIVE EASING, TAPERING AND STOCK MARKET INDICES. (2016). Lupu, Radu ; Calin, Adrian Cantemir ; Albu, Lucian ; Clin, Adrian Cantemir.
    In: ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH.
    RePEc:cys:ecocyb:v:50:y:2016:i:3:p:5-23.

    Full description at Econpapers || Download paper

  24. The Effects of US Unconventional Monetary Policies in Latin America. (2016). Borrallo, Fructuoso ; Valles, Javier ; Hernando, Ignacio.
    In: Monetaria.
    RePEc:cml:moneta:v:iv:y:2016:i:2:p:275-320.

    Full description at Econpapers || Download paper

  25. An Analysis of the Impact of External Financial Risks on the Sovereign Risk Premium of Latin American Economies. (2016). Medel, Carlos A. ; Alfaro, Rodrigo ; Moreno, Carola.
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:795.

    Full description at Econpapers || Download paper

  26. Effects of Quantitative Easing Monetary Policy Exit Strategy on East Asian Currencies. (2016). Ogawa, Eiji ; Wang, Zhiqian.
    In: The Developing Economies.
    RePEc:bla:deveco:v:54:y:2016:i:1:p:103-129.

    Full description at Econpapers || Download paper

  27. The effects of us unconventional monetary policies in Latin America. (2016). Borrallo, Fructuoso ; Valles, Javier ; Hernando, Ignacio.
    In: Working Papers.
    RePEc:bde:wpaper:1606.

    Full description at Econpapers || Download paper

  28. Spillovers of U.S. unconventional monetary policy to emerging markets: The role of capital flows. (2015). Offermanns, Christian ; Anaya, Pablo ; Hachula, Michael .
    In: Discussion Papers.
    RePEc:zbw:fubsbe:201535.

    Full description at Econpapers || Download paper

  29. Get ready for the Fed lift-off: The role of macroprudential policy. (2015). Unsal, Filiz ; Ozkan, Gulcin.
    In: Discussion Papers.
    RePEc:yor:yorken:15/25.

    Full description at Econpapers || Download paper

  30. US Long-Term Interest Rates and Capital Flows to Emerging Economies. (2015). Olaberria, Eduardo.
    In: Journal of International Commerce, Economics and Policy (JICEP).
    RePEc:wsi:jicepx:v:06:y:2015:i:02:n:s1793993315500088.

    Full description at Econpapers || Download paper

  31. THE EFFECTS OF THE FEDERAL RESERVE’S TAPERING ANNOUNCEMENTS ON THE US REAL ESTATE MARKET. (2015). Calin, Adrian Cantemir ; Clin, Adrian Cantemir.
    In: Studii Financiare (Financial Studies).
    RePEc:vls:finstu:v:19:y:2015:i:3:p:79-90.

    Full description at Econpapers || Download paper

  32. Effects of US Quantitative Easing on Emerging Market Economies. (2015). Park, Woong Yong ; Chatterjee, Arpita ; Bhattarai, Saroj.
    In: Discussion Papers.
    RePEc:swe:wpaper:2015-26.

    Full description at Econpapers || Download paper

  33. Working Paper – WP/15/04- Vulnerability to Normalization of Global Financing Conditions- An Operational Approach. (2015). Hassan, Shakill ; Redford, Siobhan ; Paul, Merrisa .
    In: Working Papers.
    RePEc:rbz:wpaper:6941.

    Full description at Econpapers || Download paper

  34. Government debt holdings of non-residents – an analysis of the impact on selected emerging economies’ sovereign risk. (2015). Konopczak, Michal.
    In: MPRA Paper.
    RePEc:pra:mprapa:68597.

    Full description at Econpapers || Download paper

  35. Exchange Market Pressure in OECD and Emerging Economies: Domestic vs. External Factors and Capital Flows in the Old and New Normal. (2015). Binici, Mahir ; Aizenman, Joshua.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:21662.

    Full description at Econpapers || Download paper

  36. Monetary Policy Independence under Flexible Exchange Rates: An Illusion?. (2015). Edwards, Sebastian.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20893.

    Full description at Econpapers || Download paper

  37. A monetáris politika globális tendenciái és a stabilitási kockázatok. (2015). Abel, Istvan.
    In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences).
    RePEc:ksa:szemle:1539.

    Full description at Econpapers || Download paper

  38. Asynchronous Monetary Policies and International Dollar Credit. (2015). Ho, Kelvin ; He, Dong ; Tsang, Andrew ; Wong, Eric.
    In: Working Papers.
    RePEc:hkm:wpaper:192015.

    Full description at Econpapers || Download paper

  39. International Financial Spillovers to Emerging Market Economies: How Important Are Economic Fundamentals?. (2015). Zlate, Andrei ; Ahmed, Shaghil ; Coulibaly, Brahima.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1135.

    Full description at Econpapers || Download paper

  40. Effects of US quantitative easing on emerging market economies. (2015). Park, Woong Yong ; Chatterjee, Arpita ; Bhattarai, Saroj.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:255.

    Full description at Econpapers || Download paper

  41. Effects of US quantitative easing on emerging market economies. (2015). Park, Woong Yong ; Chatterjee, Arpita ; Bhattarai, Saroj.
    In: CAMA Working Papers.
    RePEc:een:camaaa:2015-47.

    Full description at Econpapers || Download paper

  42. Reverse spillover: Evidence during emerging market financial turmoil in 2013–2014. (2015). Suh, Hyunduk ; Kang, Hyunju.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:38:y:2015:i:c:p:97-115.

    Full description at Econpapers || Download paper

  43. Spillovers from the ECBs non-standard monetary policies on non-euro area EU countries: evidence from an event-study analysis. (2015). McQuade, Peter ; Falagiarda, Matteo ; Tirpak, Marcel.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20151869.

    Full description at Econpapers || Download paper

  44. Beggar-thy-neighbor? The international effects of ECB unconventional monetary policy measures. (2015). Canova, Fabio ; Bluwstein, Kristina.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10856.

    Full description at Econpapers || Download paper

  45. Effects of U.S. Quantitative Easing on Latin American Economies. (2015). Ramírez-Rondán, N.R. ; Pérez Forero, Fernando ; Carrera, Cesar ; Ramirez-Rondan, Nelson .
    In: Working Papers.
    RePEc:apc:wpaper:2015-035.

    Full description at Econpapers || Download paper

  46. Effects of the U.S. quantitative easing on the Peruvian economy. (2014). Pérez Forero, Fernando ; Carrera, Cesar ; Ramirez-Rondan, Nelson ; Perez-Forero, Fernando.
    In: Working Papers.
    RePEc:rbp:wpaper:2014-017.

    Full description at Econpapers || Download paper

  47. Global imbalances and gross capital flows. (2014). Deroose, M. ; Ide, S. ; Butzen, P..
    In: Economic Review.
    RePEc:nbb:ecrart:y:2014:m:september:i:ii:p:39-60.

    Full description at Econpapers || Download paper

  48. Unconventional Monetary Policy Shocks and the Spillovers to Emerging Markets. (2014). PeterTillmann, .
    In: Working Papers.
    RePEc:hkm:wpaper:182014.

    Full description at Econpapers || Download paper

  49. The Effect of the Federal Reserve’s Tapering Announcements on Emerging Markets. (2014). Suchanek, Lena.
    In: Staff Working Papers.
    RePEc:bca:bocawp:14-50.

    Full description at Econpapers || Download paper

  50. Gambling for resurrection in Iceland: the rise and fall of the banks. (2013). Portes, Richard ; Baldursson, Fridrik.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9664.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-02-26 18:33:38 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.