A Large Trader in Bubbles and Crashes: an Application to Currency Attacks
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References listed on IDEAS
- Dilip Abreu & Markus K. Brunnermeier, 2003. "Bubbles and Crashes," Econometrica, Econometric Society, vol. 71(1), pages 173-204, January.
- Christophe Chamley, 2003. "Dynamic Speculative Attacks," American Economic Review, American Economic Association, vol. 93(3), pages 603-621, June.
- Giancarlo Corsetti & Paolo Pesenti & Nouriel Roubini, 2002. "The Role of Large Players in Currency Crises," NBER Chapters,in: Preventing Currency Crises in Emerging Markets, pages 197-268 National Bureau of Economic Research, Inc.
- Bannier, Christina E., 2005.
"Big elephants in small ponds: Do large traders make financial markets more aggressive?,"
Journal of Monetary Economics,
Elsevier, vol. 52(8), pages 1517-1531, November.
- Bannier, Christina E., 2004. "Big elephants in small ponds: Do large traders make financial markets more aggressive?," Volkswirtschaftliche Diskussionsbeiträge 77, University of Kassel, Faculty of Economics and Management.
- Markus K. Brunnermeier & Stefan Nagel & Lasse H. Pedersen, 2009. "Carry Trades and Currency Crashes," NBER Chapters,in: NBER Macroeconomics Annual 2008, Volume 23, pages 313-347 National Bureau of Economic Research, Inc.
More about this item
KeywordsLarge Trader; Bubbles and Crashes; Currency Attack;
- D80 - Microeconomics - - Information, Knowledge, and Uncertainty - - - General
- F31 - International Economics - - International Finance - - - Foreign Exchange
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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