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Currency Crises and Output Dynamics
Open Economies Review, 2014zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Basistha, Arabinda, Teimouri, Sheida
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Heavy tails and currency crises
Journal of Empirical Finance, 2007In affine models of foreign exchange rate returns, the nature of cross sectional interdependence in crisis periods hinges on the tail properties of the fundamentals' distribution. If the fundamentals exhibit thin tails like the normal distribution, the dependence vanishes asymptotically; while the dependence remains in the case of heavy tailed ...
Straetmans, S.T.M. +2 more
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Currency Substitution and Currency Crises
Journal of Economics and Management, 2007This paper investigates the relationship between the collapse timing of exchange rate regime and degree of substitutability of foreign currency for domestic currency as a medium of exchange. According to the spirit of Chen et al. (1981), Tsaur (1987), Chang et al.
Yu-Fong Sun, Tien-Wang Tsaur
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Currency crises and institutions
Journal of International Money and Finance, 2006Abstract This study furthers recent literature on currency crises and institutions. The main objective is to re-evaluate the causes of currency crises by focusing on the role played by a broader array of institutional factors and crisis episodes than have previously been considered while at the same time controlling for economic factors.
Pattama L. Shimpalee +1 more
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Transparency and currency crises
Economics & Politics, 2018AbstractThe role transparency plays in the prevention of currency crises is widely acknowledged. Nevertheless, the relationship between transparency and currency crises has rarely been subjected to systematic cross‐national scrutiny. This paper attempts to explore the effect of transparency on currency crises by focusing on a specific dimension of ...
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Is there a causal link between currency and debt crises?
International Journal of Finance and Economics, 2006Axel Dreher
exaly
Behavior of output during currency crises
Journal of International Economics, 2007Poonam Gupta
exaly

