Alexandros comments on What Cost for Irrationality? - Less Wrong
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Significant numbers of counterexamples: http://en.wikipedia.org/wiki/Albanian_immigrants_in_Greece
The current albanian immigrant population of greece is about 12,5% of the current population of albania. It's also not clear that the numbers reflect illegal or legal immigration (I think the real numbers were much higher at their peak, perhaps more than 2x). Also consider that Italy was a more preferred destination. And then count in the rest of the world, to where albanian immigration got directed after the early 90s.
What it is safe to say is that many people did leave Albania when they were given a chance. Also, the crisis erupted in January of 1997, and I assume the ponzi scheme had been brewing for a few years before that.
In any case, this was a minor point, but I just happen to be aware of the extent of albanian immigration to greece for (obvious?) reasons.