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A Large Poisson Currency Crises Game: Towards a Theory of Both the Onset and the Swiftness of Currency Attacks

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  • Makris, M.
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    Abstract

    Existing models of self-fulfilling crises fail to explain both the onset and the abruptness of recent currency attacks. In this apper we follow the suggestion by Myerson (1998) that in games with a very large number of players 'a more realistic model should admit some uncertainty about the number of players in the game.' In particular, we build a Large Poisson Currency Crises Game which turns out to be consistent with sudden attacks and unique equilibrium.

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    Bibliographic Info

    Paper provided by Exeter University, Department of Economics in its series Discussion Papers with number 0015.

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    Length: 18 pages
    Date of creation: 2000
    Date of revision:
    Handle: RePEc:exe:wpaper:0015

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    Phone: (01392) 263218
    Fax: (01392) 263242
    Web page: http://business-school.exeter.ac.uk/about/departments/economics/
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    Related research

    Keywords: GAMES ; MODELS ; EXCHANGE RATE;

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