Currency crisis and contagion: evidence from exchange rates and sectoral stock indices of the Philippines and Thailand

Investigating Causal Relations by Econometric Models and Cross-spectral Methods

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Generalized impulse response analysis in linear multivariate models

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The Twin Crises: The Causes of Banking and Balance-of-Payments Problems

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Social Sciences, Economics, Banking +9

A Model of Balance-of-Payments Crises

Paúl Krugman · Journal of money credit and banking · 1979 · 2.9K citations

Social Sciences, Economics, Public Finance +12

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Graciela Kaminsky, Carmen Reinhart · Journal of International Economics · 2000 · 1.2K citations

Social Sciences, Economics, Finance +17