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Heterogeneous Behavior in Exchange Rate Crises

In: The Microstructure of Foreign Exchange Markets

Author

Listed:
  • Fabio C. Bagliano
  • Andrea Beltratti
  • Giuseppe Bertola

Abstract

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Suggested Citation

  • Fabio C. Bagliano & Andrea Beltratti & Giuseppe Bertola, 1996. "Heterogeneous Behavior in Exchange Rate Crises," NBER Chapters, in: The Microstructure of Foreign Exchange Markets, pages 229-260, National Bureau of Economic Research, Inc.
    • Handle: RePEc:nbr:nberch:11367
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    References listed on IDEAS

    as
    1. Frankel, Jeffrey A., 1986. "The implications of mean-variance optimization for four questions in international macroeconomics," Journal of International Money and Finance, Elsevier, vol. 5(1, Supple), pages 53-75, March.
    2. Adler, Michael & Dumas, Bernard, 1983. "International Portfolio Choice and Corporation Finance: A Synthesis," Journal of Finance, American Finance Association, vol. 38(3), pages 925-984, June.
    3. Maurice Obstfeld, 1994. "The Logic of Currency Crises," NBER Working Papers 4640, National Bureau of Economic Research, Inc.
    4. Barry Eichengreen & Charles Wyplosz, 1993. "The Unstable EMS," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 24(1), pages 51-144.
    Full references (including those not matched with items on IDEAS)

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