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Stopping hot money

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Author Info
Reinhart, Carmen
Edison, Hali

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Abstract

While high interest rates and foreign exchange sales are the most common way of dealing with a speculative attack in the foreign exchange market, several countries resorted to capital controls during recent periods of currency market turbulence. The purpose of this study is to use daily financial data to examine four of these capital controls episodes--Brazil, 1999, Malaysia 1998, Spain 1992, and Thailand 1997. We aim to assess the extent to which the capital controls were effective in delivering the outcomes that motivated their inception in the first place. We conclude that in two of the three cases (Brazil and Thailand), the controls did not deliver much of what was intended--although, one does not observe the counterfactual. By contrast, in the case of Malaysia the controls did align closely with the priors of what controls are intended to achieve: greater interest rate and exchange rate stability and more policy autonomy.

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File URL: http://mpra.ub.uni-muenchen.de/13862/
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Publisher Info
Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 13862.

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Date of creation: Dec 2001
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Publication status: Published in Journal of Development Econommics 2.22(2001): pp. 533-553
Handle: RePEc:pra:mprapa:13862

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Related research
Keywords: capital controls financial crises contagion Asia;

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Find related papers by JEL classification:
F32 - International Economics - - International Finance - - - Current Account Adjustment; Short-term Capital Movements
F31 - International Economics - - International Finance - - - Foreign Exchange
F36 - International Economics - - International Finance - - - Financial Aspects of Economic Integration

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  1. Tim Bollerslev & Jeffrey Wooldridge, 1992. "Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances," Econometric Reviews, Taylor and Francis Journals, vol. 11(2), pages 143-172. [Downloadable!] (restricted)
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This page was last updated on 2009-11-23.


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