Results 11 to 20 of about 1,408,013 (383)
, 2009 This paper examines the role of currency and banking in the German financial crisis of 1931 for both Germany and the U.S. We specify a structural dynamic factor model to identify financial and monetary factors separately for each of the two economies. We find that monetary transmission through the Gold Standard played only a minor role in causing and ...
Ritschl, Albrecht, Sarferaz, Samad
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The Relationship between Currency Crisis and Capital Control: An Early Warning Model of Currency Crisis [PDF]
فصلنامه پژوهشهای اقتصادی ایران, 2022 The purpose of this paper is to specify an early warning system for currency crisis and to investigate the role of capital control together with other warning indicators in the crisis.
Narges Nasiri, Seyed Komail Tayebi
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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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Dynamic correlation between exchange rate and the listed industries stock index during the currency crises: The Implications for Optimal Portfolio Construction [PDF]
Iranian Journal of Finance, 2021 In this study, we examine the correlation between stock returns of Export-oriented (EOIs) and Import-oriented (IOIs) industries and exchange rates, to derive stock-exchange optimal weights, attempting to manage the risk of investors in the capital market.
Maryam Bazraei +3 more
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Household Debt Revaluation and the Real Economy: Evidence from a Foreign Currency Debt Crisis
The American Economic Review, 2020 We examine the consequences of a sudden increase in household debt burdens by exploiting variation in exposure to household foreign currency debt during Hungary’s late-2008 currency crisis.
Emil Verner, Gyozo Gyongyosi
semanticscholar +1 more source
Jurnal Ekonomi dan Studi Pembangunan, 2021 Many times ASEAN countries experienced economic crisis in 1997/1998 and financial crisis in 2008. The similar patterns of cisis among those countries make some researchers conduct research of single currency unification.
Feri Dwi Riyanto +2 more
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Currency Crisis in Sudan in 2012: An Econometric Analysis
Arab Economic and Business Journal, 2015 The Sudan currency crisis in 2012 occurred when the Sudanese pound lost 66 percent of its value against the US dollar. In this article we adopt statistical methods such as the signal approach and econometric methods such as the Probit Model for ...
Alamedin Bannaga, Dr.
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Dynamic hedging in currency crisis [PDF]
Economics Letters, 1997 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Lending of Last Resort, Moral Hazard and Twin Crises: Lessons from the Bulgarian Financial Crisis 1996/1997 [PDF]
, 2002 In 1996/1997 Bulgaria was hit by a severe financial crisis, spreading from a banking crisis to a currency crisis. While being widely neglected by the financial crisis literature and the international discussion we argue that the Bulgarian Financial ...
Kalin Hristov +2 more
core +3 more sources