Market Expectations and Currency Crises: Theory and Empirics
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Paper provided by Society for Economic Dynamics in its series 2005 Meeting Papers with number 174.Length:
Date of creation: 2005
Date of revision:
Handle: RePEc:red:sed005:174
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Postal: Society for Economic Dynamics Christian Zimmermann Economic Research Federal Reserve Bank of St. Louis PO Box 442 St. Louis MO 63166-0442 USA
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Web page: http://www.EconomicDynamics.org/society.htm
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Related research
Keywords: currency crises; expectations; exchange rate; options;Find related papers by JEL classification:
- F3 - International Economics - - International Finance
- D8 - Microeconomics - - Information, Knowledge, and Uncertainty
This paper has been announced in the following NEP Reports:
- NEP-ALL-2005-12-01 (All new papers)
- NEP-FMK-2005-12-01 (Financial Markets)
- NEP-IFN-2005-12-01 (International Finance)
References
References listed on IDEASPlease report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Fernando A. Broner, 2004.
"Discrete Devaluations and Multiple Equilibria in a First Generation Model of Currency Crises,"
2004 Meeting Papers
264, Society for Economic Dynamics.
- Broner, Fernando A., 2008. "Discrete devaluations and multiple equilibria in a first generation model of currency crises," Journal of Monetary Economics, Elsevier, vol. 55(3), pages 592-605, April.
- Fernando A. Broner, 2004. "Discrete Devaluations and Multiple Equilibria in a First Generation Model of Currency Crises," Working Papers 186, Barcelona Graduate School of Economics.
- Fernando A Broner, 2006. "Discrete Devaluations and Multiple Equilibria in a First Generation Model of Currency Crises," Working Papers 309, Barcelona Graduate School of Economics.
- Broner, Fernando A, 2006. "Discrete Devaluations and Multiple Equilibria in a First Generation Model of Currency Crises," CEPR Discussion Papers 5876, C.E.P.R. Discussion Papers.
- Fernando Broner, 2003. "Discrete devaluations and multiple equilibria in a first generation model of currency crises," Economics Working Papers 839, Department of Economics and Business, Universitat Pompeu Fabra, revised Jan 2007.
- Pastine, Ivan, 2002.
"Speculation and the decision to abandon a fixed exchange rate regime,"
Journal of International Economics,
Elsevier, vol. 57(1), pages 197-229, June.
- Ivan Pastine, 2000. "Speculation and the Decision to Abandon a Fixed Exchange Rate Regime," Econometric Society World Congress 2000 Contributed Papers 0931, Econometric Society.
- Pastine, Ivan, 2001. "Speculation and the Decision to Abandon a Fixed Exchange Rate Regime," CEPR Discussion Papers 2893, C.E.P.R. Discussion Papers.
- Guimaraes, Bernardo, 2006. "Dynamics of currency crises with asset market frictions," Journal of International Economics, Elsevier, vol. 68(1), pages 141-158, January.
- George-Marios Angeletos & Christian Hellwig & Alessandro Pavan, 2007. "Dynamic Global Games of Regime Change: Learning, Multiplicity, and the Timing of Attacks," Econometrica, Econometric Society, vol. 75(3), pages 711-756, 05.
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