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Also see the agendas (with links to papers) for three related conferences:

Financial Globalization:  A Blessing or a Curse?, organized by the World Bank and The George Washington University (May 2002)

 

Capital Markets and Financial Integration in Europe, organized by the European Central Bank and Center for Financial Studies (April 2002)

 

International Financial Contagion: How it Spreads and How it Can Be Stopped organized by the IMF, WIDER and World Bank (February 2000)

 

 
Paper Authors (listed alphabetically) Paper Title (with hyperlink to paper)
Tilak Abeysinghe and Kristin J. Forbes Trade Linkages and Output Multiplier Effects: A Structural VAR Approach with a Focus on Asia

 

Kee Hong Bae, G. Andrew Karolyi, and Rene M. Stulz A New Approach to Measuring Financial Market Contagion

 

Marianne Baxter and Dorsey D. Farr Variable Factor Utilization and International Business Cycles

 

Torbjorn Becker, R. Gaston Gelos, and Anthony Richards Devaluation Expectations and the Stock Market: A New Measure and An Application to Mexico 1994/5

 

Geert Bekaert, Campbell R. Harvey, and Robin L. Lumsdaine Dating the Integration of World Equity Markets

 

Geert Bekaert, Campbell R. Harvey, and Robin L. Lumsdaine The Dynamics of Emerging Market Equity Flows

 

Geert Bekaert, Campbell R. Harvey, and Chris Lundblad Does Financial Liberalization Spur Growth?

 

Geert Bekaert, Campbell R. Harvey, and Chris Lundblad Equity Market Liberalization in Emerging Markets

 

Geert Bekaert, Campbell R. Harvey, and Chris Lundblad Growth Volatility and Equity Market Liberalization

 

Geert Bekaert, Campbell R. Harvey, and Chris Lundblad Liquidity and Expected Returns: Lessons from Emerging Markets

 

Wolfram Berger and Helmut Wagner Spreading Currency Crises: The Role of Economic Interdependence

 

Eduardo Borensztein and R. Gaston Gelos A Panic-Prone Pack?: the Behavior of Emerging Market Mutual Funds

 

Robin Brooks and Luis Catao The New Economy and Global Stock Returns

 

Robin Brooks and Marco del Negro The Rise in Comovement Across National Stock Markets: Market Integration or Global Bubble?

 

Bradford Case, William Goetzmann, and K. Geert Rouwenhorst Global Real Estate Markets: Cycles and Fundamentals

 

Menzie D. Chinn Real and Financial Linkages and Asia-Pacific Exchange Rates

 

Giancarlo Corsetti, Paolo Pesenti, and Nouriel Roubini The Role of Large Players in Currency Crises

 

Giancarlo Corsetti, Marcello Pericoli, and Massimo Sbracia Some Contagion, Some Interdependence: More Pitfalls in Tests Financial Contagion

 

Stijn Claessens and Kristin J. Forbes International Financial Contagion: An Overview of the Issues and the Book

 

Piti Disyatat and R. Gaston Gelos The Asset Allocation of Emerging Market Mutual Funds

 

Bernard Dumas, Campbell R. Harvey, and Pierre Ruiz  Are Correlations of Stock Returns Justified by Subsequent Changes in National Outputs?

 

Mardi Dungey, Renee Fry, Brenda Gonzalez-Hermosillo, and Vance Martin International Contagion Effects from the Russian Crisis and the LTCM Near-Collapse

 

Hali Edison and Francis E. Warnock A Simple Measure of the Intensity of Capital Controls

 

Kristin J. Forbes Are Trade Linkages Important Determinants of Country Vulnerability to Crises?

 

Kristin J. Forbes The Asian Flu and Russian Virus: Firm-level Evidence on How Crises are Transmitted Internationally

 

Kristin J. Forbes Cheap Labor Meets Costly Capital: The Impact of Devaluations on Commodity Firms

 

Kristin J. Forbes and Roberto Rigobon No Contagion, Only Interdependence: Measuring Stock Market Co-Movements

 

Kristin J. Forbes and Roberto Rigobon Contagion in Latin America: Definitions, Measurement and Policy Implications

 

Kenneth A. Froot and Jessica D. Tjornhom Decomposing the Persistence of International Equity Flows

 

Kenneth A. Froot and Jessica D. Tjornhom The Persistence of Emerging Market Equity Flows

 

R. Gaston Gelos and Shang-Jin Wei Transparency and International Investor Behavior

 

William N. Goetzmann, Stephen J. Brown, and James M. Park Hedge Funds and the Asian Currency Crisis of 1997

 

William N. Goetzmann and Philippe Jorion A Century of Global Stock Markets

 

William N. Goetzmann and Alok Kumar Equity Portfolio Diversification

 

William N. Goetzmann, Massimo Massa, and K. Geert Rouwenhorst Behavioral Factors in Mutual Fund Flows

 

Daniel Gross Trade Flows and the International Business Cycle

 

Philipp Hartmann, Stefan Straetmans, and Casper G de Vries Asset Market Linkages in Crisis Periods

 

Campbell R. Harvey, Bruno Solnik, and Guofu Zhou What Determines Expected International Asset Returns?

 

Jonathan Heathcote and Fabrizio Perri Financial Globalization and Real Regionalization

 

Leonardo F. Hernandez and Rodrigo O. Valdes What Drives Contagion:  Trade, Neighborhood, or Financial Links?

 

Jean Imbs and Romain Wacziarg Stages of Diversification

 

G. Andrew Karolyi and Rene M. Stulz Are Financial Assets Priced Locally or Globally?

 

Graciela Kaminsky and Sergio Schmukler Short-Run Gain, Long-Run Pain: The Effects of Financial Liberalization

 

M. Ayhan Kose, Christopher Otrok, and Charles Whiteman International Business Cycles: World, Region and Country Specific Factors

 

Ashoka Mody and Antu Murshid Growing Up With Capital Flows

 

Randall Morck, Bernard Yeung and Wayne Yu The Information Content of Stock Markets:  Why Do Emerging Markets Have Synchronous Stock Price Movements?

 

K. Geert Rouwenhorst European Equity Markets and EMU: Are the Differences Between Countries Slowly Disappearing?

 

K. Geert Rouwenhorst International Momentum Strategies

 

Massimo Sbracia and Andrea Zaghini The Role of the Banking System in the International Transmission of Shocks

 

Rene M. Stulz    Globalization of Equity Markets and the Cost of Capital