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The Logic of Twin Debt and Currency Crises

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Author Info
Bernhard Herz ()

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Abstract

While the well-known twin currency and banking crises has drawn a lot of interest a second type of twin crises, the simultaneous occurrence of currency and debt crises, has so far been neglected in the literature. The decision of a government to devalue and/or to default is closely interlinked through the government’s intertemporal budget constraint and the market expectaions. On the one hand, debt and currency crisis are negatively interlinked as a debt crisis eases the fiscal burden of the government thereby making a currency crisis less likely and vice versa. On the other hand, debt and currency crises are positively interlinked, as the expectation of a debt crisis can increase the fiscal burden by rising interest rates so that an additional crisis becomes more likely.

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Publisher Info
Article provided by Department of Economics, Economics I, Bayreuth University in its journal Macroeconomics.

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Handle: RePEc:uba:hadfwe:thelogic-herz-2005

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Find related papers by JEL classification:
F31 - International Economics - - International Finance - - - Foreign Exchange
F33 - International Economics - - International Finance - - - International Monetary Arrangements and Institutions
F34 - International Economics - - International Finance - - - International Lending and Debt Problems
F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics

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  1. Bernhard Herz & Hui Tong, . "The Interactions between Debt and Currency Crises – Common Causes or Contagion?," Macroeconomics, Department of Economics, Economics I, Bayreuth University. [Downloadable!]
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