IMF Publications by Author
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Vance Martin:
2018
Title: Real Sectoral Spillovers: A Dynamic Factor Analysis of the Great Recession
Series: Working Paper No. 2018/100
Date: May 9, 2018
Subject: Econometric analysis Economic sectors Factor models Financial crises Global financial crisis of 2008-2009 Manufacturing Production Production growth Structural vector autoregression Vector autoregression
2010
Title: Are Financial Crises Alike?
Series: Working Paper No. 2010/014
Date: January 1, 2010
Subject: Bonds Financial crises Financial institutions Financial markets Securities markets Stock markets Stocks
2004
Title: Empirical Modeling of Contagion: A Review of Methodologies
Series: Working Paper No. 2004/078
Date: May 1, 2004
Subject: Factor models Financial crises Securities markets Stock markets Vector autoregression
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Title: $name
Series: Working Papers
Date: January 1, 0001
Subject: Bond markets Debt Financial crises Financial crisis
Title: $name
Series: Working Papers
Date: January 1, 0001
Subject: Financial crises Financial crisis Russian Federation
2003
Title: Characterizing Global Investors' Risk Appetite for Emerging Market Debt During Financial Crises
Series: Working Paper No. 2003/251
Date: December 1, 2003
Subject: Credit risk Emerging and frontier financial markets Financial crises Financial markets Financial regulation and supervision Financial services Securities markets Yield curve
Title: Unanticipated Shocks and Systemic Influences: The Impact of Contagion in Global Equity Markets in 1998
Series: Working Paper No. 2003/084
Date: April 1, 2003
Subject: Econometric analysis Emerging and frontier financial markets Factor models Financial institutions Financial markets Securities markets Stock markets Stocks
2002
Title: International Contagion Effects from the Russian Crisis and the LTCM Near-Collapse
Series: Working Paper No. 2002/074
Date: April 1, 2002
Subject: Financial crises Financial institutions Financial markets Financial services International bonds International capital markets Securities markets Yield curve