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On Currency Crises and Contagion [PDF]
International Journal of Finance and Economics, 2003 AbstractThis paper analyses the role of contagion in the currency crises in emerging markets during the 1990s. It employs a non‐linear Markov‐switching model to conduct a systematic comparison and evaluation of three distinct causes of currency crises: contagion, weak economic fundamentals, and sunspots, i.e.
Marcel Fratzscher
exaly +4 more sources
The Determinants of Banking Crises and Currency Crises
East Asian Economic Review, 2005 This paper studies the factors associated with the emergence of banking crises and currency crises and the interrelationship between the two crises in 21 American, European and Asian countries in 1973~2000 using a multivariate logit econometric model ...
Young Mok Bae
doaj +2 more sources
Currency crises and some theoretical approaches. Evolution of the currency crises in Romania [PDF]
Global Economic Observer, 2013 The evolution of financial-currency phenomena after the `90s and, in particular, in the last decade, has disrupted the financial-currency relationships with serious consequences on the monetary-currency balance in a series of countries with extension at ...
Alexandru Olteanu, Madalina Radoi
doaj +1 more source
Dynamics Relationship between Credit Cycles and Currency Crises in Iran with a Time Varying Parameter Vector Auto-Regression Approach [PDF]
مدلسازی اقتصادسنجی, 2023 The credit cycles have a major effect on the behavior of economic enterprises during periods of boom and recession. The change in the behavior of economic enterprises leads to its contagion to real and nominal sectors in the economy.
Yazdan Gudarzi Farahani, Omidali Adeli
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Investigating the Relationship between Currency Crises and Bank Credits in Iran using the Time-Varying Parameters Approach [PDF]
Faslnāmah-i Pizhūhish/Nāmah-i Iqtisādī, 2023 This study aims to investigate the relationship between currency crises and fluctuations in banking credits in Iran. Utilizing a time-varying coefficients approach spanning from 1989 to 2022, alongside economic boom and recession indicators, the analysis
Yazdan Gudarzi Farahani, Omidali Adeli
doaj +1 more source
Balance sheet effects in currency crises: Evidence from Brazil
EconomiA, 2021 In third generation currency crises models, balance sheet losses from currency depreciations propagate the crises into the real sector of the economy.
Marcio M. Janot +2 more
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Federal Reserve Bank of San Francisco, Working Paper Series, 2011 A currency crisis is a speculative attack on the foreign exchange value of a currency, resulting in a sharp depreciation or forcing the authorities to sell foreign exchange reserves and raise domestic interest rates to defend the currency. This article discusses analytical models of the causes of currency and associated crises, presents basic measures ...
Reuven Glick, Michael M. Hutchison
openaire +2 more sources
An investigation on the effect of central bank money injection on creating currency crisis [PDF]
Management Science Letters, 2014 This paper investigates the effects of different factors influencing on supplement of currency in Iran and the likelihood of currency crises. The study implements two methods of Logit and Probit to determine the likelihood of currency crises based on the
Nazi Mohamadzadeh Asl, Leila Jamshidi
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Determinants of currency crises in the Republic of Serbia [PDF]
Zbornik radova Ekonomskog fakulteta u Rijeci : časopis za ekonomsku teoriju i praksu, 2019 The aim of this study is to overcome the lack of empirical research dealing with the main factors of currency crises in the Republic of Serbia, analyzing periods of currency crises and creating an early warning system to anticipate the upcoming currency ...
Ivana Marjanović, Milan Marković
doaj +1 more source
Peranan Contagion Effect pada Krisis Mata Uang di Indonesia
Ecoplan, 2023 This research was conducted in the period 1991(1)-2021(12), aiming to look at the contagion effect of the currency crisis in Indonesia. They were leading macroeconomic indicators as indicators/signals of impending or non-occurring problems. Determination
Hadi Sutrisno, Muhammad Rusmin Nuryadin
doaj +1 more source