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Replication data for: International Contagion through Leveraged Financial Institutions

Version
V0
Resource Type
Dataset
Creator
  • van Wincoop, Eric
Publication Date
2013-07-01
Description
  • Abstract

    The 2008 –2009 financial crises, while originating in the United States, witnessed a drop in asset prices and output that was at least as large in the rest of the world. We investigate, in the context of a simple two-country model, whether this could have been the result of transmission through leveraged financial institutions. The paper highlights what the various transmission mechanisms associated with balance sheet losses are. For realistic parameters we find that the model cannot account for the global nature of the crisis, both in terms of the size of the impact and the extent of transmission.
Availability
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Relations
  • Is supplement to
    DOI: 10.1257/mac.5.3.152 (Text)
Publications
  • Wincoop, Eric van. “International Contagion through Leveraged Financial Institutions.” American Economic Journal: Macroeconomics 5, no. 3 (July 2013): 152–89. https://doi.org/10.1257/mac.5.3.152.
    • ID: 10.1257/mac.5.3.152 (DOI)

Update Metadata: 2020-05-18 | Issue Number: 2 | Registration Date: 2019-10-13

van Wincoop, Eric (2013): Replication data for: International Contagion through Leveraged Financial Institutions. Version: V0. ICPSR - Interuniversity Consortium for Political and Social Research. Dataset. https://doi.org/10.3886/E114273