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Currency Crises and Output Dynamics

Open Economies Review, 2014
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Basistha, Arabinda, Teimouri, Sheida
openaire   +2 more sources

Heavy tails and currency crises

Journal of Empirical Finance, 2007
In 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
openaire   +1 more source

Currency Substitution and Currency Crises

Journal of Economics and Management, 2007
This 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
openaire   +1 more source

Currency crises and institutions

Journal of International Money and Finance, 2006
Abstract 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
openaire   +1 more source

Transparency and currency crises

Economics & Politics, 2018
AbstractThe 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 ...
openaire   +1 more source

Currencies and Crises

Southern Economic Journal, 1993
Jane-Yu Ho Li, Paul R. Krugman
openaire   +1 more source

Currency Crises

2003
André Fourçans, Raphaël Franck
openaire   +1 more source

Is there a causal link between currency and debt crises?

International Journal of Finance and Economics, 2006
Axel Dreher
exaly  

Behavior of output during currency crises

Journal of International Economics, 2007
Poonam Gupta
exaly  

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