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dc.contributor.authorCowan, Kevin, 1970-
dc.contributor.authorDe Gregorio, José
dc.contributor.authorNeilson M., Christopher
dc.date.accessioned2019-11-01T00:04:01Z
dc.date.available2019-11-01T00:04:01Z
dc.date.issued2008
dc.identifier.isbn978-956-7421-30-5
dc.identifier.urihttps://hdl.handle.net/20.500.12580/3735
dc.descriptionThe financial crises of the second half of the 1990s have led to renewed interest in the causes and consequences of international capital flows. Sudden stops, defined as large drops in net capital inflows, have received particular attention, given the collapses in output and investment commonly associated with these events. The premise in most of the recent literature on sudden stops is that emerging market economies are exposed to large fluctuations in the supply of international capital, as a result of imperfections in international financial markets (see Calvo, Izquierdo, and Mejía, 2004, Guidotti, Sturzenegger, and Villar, 2004, Frankel and Cavallo, 2004). In this literature, Wall Street is either the carrier of financial contagion or the originator of the shock itself.
dc.format.pdf
dc.format.extentSección o Parte de un Documento
dc.format.mediump. 159-194
dc.language.isoeng
dc.publisherBanco Central de Chile
dc.relation.ispartofSeries on Central Banking, Analysis, and Economic Policies, no. 12
dc.rightsAttribution-NonCommercial-NoDerivs 3.0 Chile*
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/3.0/cl/*
dc.subjectCRISIS FINANCIERAes_ES
dc.subjectMOVIMIENTOS DE CAPITALes_ES
dc.subjectMERCADO FINANCIEROes_ES
dc.titleFinancial diversification, sudden stops, and sudden starts
dc.type.docArtículo
dc.file.nameBCCh-sbc-v12-p159_194


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Attribution-NonCommercial-NoDerivs 3.0 Chile
Excepto si se señala otra cosa, la licencia del ítem se describe como Attribution-NonCommercial-NoDerivs 3.0 Chile