Dynamics of currency crises with asset market frictions

Citations

Cited by:

1. Frankel, David M., 2012. "Recurrent crises in global games," Journal of Mathematical Economics, Elsevier, vol. 48(5), pages 309-321.
   • Frankel, David M., 2013. "Recurrent Crises in Global Games," Staff General Research Papers Archive 36072, Iowa State University, Department of Economics.
2. Bauer, Christian & Ernstberger, Philip, 2014. "The Dynamics of Currency Crises - Results from Intertemporal Optimization and Viscosity Solutions," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100300, Verein für Socialpolitik / German Economic Association.
   • Christian Bauer & Philip Ernstberger, 2014. "The Dynamics of Currency Crises---Results from Intertemporal Optimization and Viscosity Solutions," Research Papers in Economics 2014-06, University of Trier, Department of Economics.
3. Cheung, Yin-Wong & Friedman, Daniel, 2009. "Speculative attacks: A laboratory study in continuous time," Journal of International Money and Finance, Elsevier, vol. 28(6), pages 1064-1082, October.
   • Yin-Wong Cheung & Daniel Friedman, 2008. "Speculative Attacks: A Laboratory Study in Continuous Time," CESifo Working Paper Series 2420, CESifo.
   • Yin-Wong Cheung & Daniel Friedman, 2009. "Speculative Attacks: A Laboratory Study in Continuous Time," Working Papers 072009, Hong Kong Institute for Monetary Research.
4. Frankel, David M., 2010. "Shocks and Crises in the Long Run," Staff General Research Papers Archive 31687, Iowa State University, Department of Economics.
5. Guimaraes, Bernardo & Pereira, Ana Elisa, 2017. "Dynamic coordination among heterogeneous agents," Journal of Mathematical Economics, Elsevier, vol. 73(C), pages 13-33.
   • Guimarães, Bernardo de Vasconcellos & Pereira, Ana Elisa Gonçalves, 2015. "Dynamic coordination among heterogeneous agents," Textos para discussão 380, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
6. 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 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.
   • Broner, Fernando, 2006. "Discrete Devaluations and Multiple Equilibria in a First Generation Model of Currency Crises," CEPR Discussion Papers 5876, Centre for Economic Policy Research.
   • Fernando Broner, 2015. "Discrete Devaluations and Multiple Equilibria in a First Generation Model of Currency Crises," Working Papers 186, Barcelona School of Economics.
   • 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.
7. Zhiguo He & Wei Xiong, 2012. "Dynamic Debt Runs," The Review of Financial Studies, Society for Financial Studies, vol. 25(6), pages 1799-1843.
   • Zhiguo He & Wei Xiong, 2009. "Dynamic Debt Runs," NBER Working Papers 15482, National Bureau of Economic Research, Inc.
   • Wei Xiong & Zhiguo He, 2011. "Dynamic Debt Runs," 2011 Meeting Papers 902, Society for Economic Dynamics.
8. Bernardo Guimaraes, 2008. "Vulnerability of Currency Pegs: Evidence from Brazil," CEP Discussion Papers dp0871, Centre for Economic Performance, LSE.
   • Guimaraes, Bernardo, 2008. "Vulnerability of currency pegs: evidence from Brazil," LSE Research Online Documents on Economics 4909, London School of Economics and Political Science, LSE Library.
9. Araujo, Luis & Guimaraes, Bernardo, 2015. "Intertemporal coordination with delay options," Journal of Economic Theory, Elsevier, vol. 157(C), pages 793-810.
10. repec:hum:wpaper:sfb649dp2009-011 is not listed on IDEAS
11. Guimaraes, Bernardo & Morris, Stephen, 2007. "Risk and wealth in a model of self-fulfilling currency attacks," Journal of Monetary Economics, Elsevier, vol. 54(8), pages 2205-2230, November.
    • Stephen Morris & Bernardo Guimaraes, 2004. "Risk and Wealth in a Model of Self-Fulfilling Currency Attacks," Yale School of Management Working Papers ysm424, Yale School of Management.
    • Guimaraes, Bernardo & Morris, Stephen, 2006. "Risk and wealth in a model of self-fulfilling currency attacks," LSE Research Online Documents on Economics 4804, London School of Economics and Political Science, LSE Library.
    • Bernardo Guimaraes & Stephen Morris, 2006. "Risk and Wealth in a Model of Self-Fulfilling Currency Attacks," Levine's Bibliography 122247000000001115, UCLA Department of Economics.
    • Bernardo Guimaraes & Stephen Morris, 2005. "Risk and Wealth in a Model of Self-Fulfilling Currency Attacks," Levine's Bibliography 122247000000000790, UCLA Department of Economics.
12. Rochon, Celine, 2006. "Devaluation without common knowledge," Journal of International Economics, Elsevier, vol. 70(2), pages 470-489, December.
13. Leila Ali & Yan Kestens, 2006. "Contagion and Crises Clusters: Toward a Regional Warning System?," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 142(4), pages 814-839, December.
14. Morris, Stephen, 2014. "Coordination, timing and common knowledge," Research in Economics, Elsevier, vol. 68(4), pages 306-314.
    • Stephen Morris, 2013. "Coordination, Timing and Common Knowledge," Working Papers 061-2014, Princeton University, Department of Economics, Econometric Research Program..
15. Bernardo Guimaraes, 2005. "Market Expectations and Currency Crises: Theory and Empirics," 2005 Meeting Papers 174, Society for Economic Dynamics.
16. Angeletos, G.-M. & Lian, C., 2016. "Incomplete Information in Macroeconomics," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 1065-1240, Elsevier.
17. Guimaraes, Bernardo & Machado, Caio, 2013. "Demand expectations and the timing of stimulus policies," MPRA Paper 48895, University Library of Munich, Germany.
    • Guimaraes, Bernardo, 2015. "Demand expectations and the timing of stimulus policies," LSE Research Online Documents on Economics 86322, London School of Economics and Political Science, LSE Library.
    • Bernardo Guimaraes & Caio Machado, 2014. "Demand expectations and the timing of stimulus Policies," Discussion Papers 1503, Centre for Macroeconomics (CFM).
    • Guimarães, Bernardo de Vasconcellos & Machado, Caio Henrique, 2015. "Demand expectations and the timing of stimulus policies," Textos para discussão 379, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
    • Guimaraes, Bernardo & Machado, Caio, 2014. "Demand expectations and the timing of stimulus policies," CEPR Discussion Papers 9977, Centre for Economic Policy Research.
18. Bernardo Guimaraes & Luis Araujo, 2012. "The effect of options on coordination," 2012 Meeting Papers 474, Society for Economic Dynamics.
    • Guimarães, Bernardo de Vasconcellos & Araújo, Luís, 2013. "The effect of options on coordination," Textos para discussão 324, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
    • Guimaraes, Bernardo & Araujo, Luis, 2013. "The effect of options on coordination," CEPR Discussion Papers 9294, Centre for Economic Policy Research.
19. George-Marios Angeletos & Chen Lian, 2016. "Incomplete Information in Macroeconomics: Accommodating Frictions in Coordination," NBER Working Papers 22297, National Bureau of Economic Research, Inc.
20. Tijmen Daniëls, 2009. "Unique Equilibrium in a Dynamic Model of Speculative Attacks," De Economist, Springer, vol. 157(4), pages 417-439, December.
21. Martin Melecky, 2007. "Compounded Effects of External Crises on GDP Growth," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 49(4), pages 642-659, December.
22. Guimaraes, Bernardo, 2007. "Currency Crisis Triggers: Sunspots or Thresholds?," CEPR Discussion Papers 6487, Centre for Economic Policy Research.
23. Bernardo Guimaraes & Caio Machado & Ana E. Pereira, 2020. "Dynamic coordination with timing frictions: Theory and applications," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 22(3), pages 656-697, June.
    • Guimaraes, Bernardo & Machado, Caio & Pereira, Ana Elisa, 2017. "Dynamic coordination with timing frictions: theory and applications," LSE Research Online Documents on Economics 86149, London School of Economics and Political Science, LSE Library.
    • Bernardo Guimaraes & Caio Machado & Ana Elisa Pereira, 2017. "Dynamic Coordination with Timing Frictions: Theory and Applications," Documentos de Trabajo 502, Instituto de Economia. Pontificia Universidad Católica de Chile..
    • Guimarães, Bernardo de Vasconcellos & Machado, Caio Henrique & Pereira, Ana Elisa Gonçalves, 2017. "Dynamic coordination with timing frictions: theory and applications," Textos para discussão 461, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
    • Bernardo Guimaraes & Caio Machado & Ana Elisa Pereira, 2017. "Dynamic coordination with timing frictions: theory and applications," Discussion Papers 1726, Centre for Macroeconomics (CFM).
24. Gara Minguez-Afonso, 2007. "Imperfect Common Knowledge in First-Generation Models of Currency Crises," International Journal of Central Banking, International Journal of Central Banking, vol. 3(1), pages 81-112, March.
    • Gara Minguez Afonso, 2006. "Imperfect Common Knowledge in First Generation Models of Currency Crises," FMG Discussion Papers dp555, Financial Markets Group.
25. Eva Lütkebohmert & Daniel Oeltz & Yajun Xiao, 2017. "Endogenous Credit Spreads and Optimal Debt Financing Structure in the Presence of Liquidity Risk," European Financial Management, European Financial Management Association, vol. 23(1), pages 55-86, January.
26. Guimaraes, Bernardo & Pereira, Ana Elisa, 2016. "QWERTY is efficient," Journal of Economic Theory, Elsevier, vol. 163(C), pages 819-825.