IDEAS home Printed from https://ideas.repec.org/r/pal/imfstp/v39y1992i2p357-394.html
   My bibliography  Save this item

Speculative Attacks and Models of Balance of Payments Crises

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Buch, Claudia M. & Heinrich, Ralph P., 1997. "The end of the Czech miracle? Currency crisis reveals need for institutional reforms," Kiel Discussion Papers 301, Kiel Institute for the World Economy (IfW).
  2. Riad Dahel, "undated". "On the Predictability of Currency Crises: The Use of Indicators in the Case of Arab Countries," API-Working Paper Series 0003, Arab Planning Institute - Kuwait, Information Center.
  3. De Bandt, Olivier & Hartmann, Philipp, 2000. "Systemic risk: A survey," Working Paper Series 35, European Central Bank.
  4. Tassos Anastasatos & Constantina Manou, 2008. "Speculative Attacks on the Drachma and the Changeover to the Euro," Economic Bulletin, Bank of Greece, issue 31, pages 49-77, November.
  5. Nakatani, Ryota, 2018. "Real and financial shocks, exchange rate regimes and the probability of a currency crisis," Journal of Policy Modeling, Elsevier, vol. 40(1), pages 60-73.
  6. Weber Ralf L., 1999. "Währungs- und Finanzkrisen: Ursachen und Lehren für Transformationsländer," ORDO. Jahrbuch für die Ordnung von Wirtschaft und Gesellschaft, De Gruyter, vol. 50(1), pages 371-404, January.
  7. Reinhart, Carmen & Goldstein, Morris & Kaminsky, Graciela, 2000. "Assessing financial vulnerability, an early warning system for emerging markets: Introduction," MPRA Paper 13629, University Library of Munich, Germany.
  8. Thomson Fontaine, 2005. "Currency Crises in Developed and Emerging Market Economies; A Comparative Empirical Treatment," IMF Working Papers 05/13, International Monetary Fund.
  9. repec:kap:iaecre:v:5:y:1999:i:3:p:277-288 is not listed on IDEAS
  10. Mark Kruger & Patrick N. Osakwe & Jennifer Page, 2000. "Fundamentals, Contagion and Currency Crises: An Empirical Analysis," Development Policy Review, Overseas Development Institute, vol. 18(3), pages 257-274, September.
  11. Eichengreen, Barry & Rose, Andrew K & Wyplosz, Charles, 1994. "Speculative Attacks on Pegged Exchange Rates: An Empirical Exploration with Special Reference to the European Monetary System," CEPR Discussion Papers 1060, C.E.P.R. Discussion Papers.
  12. Buch, Claudia M., 1999. "Chilean-type capital controls: A building block of the new international financial architecture?," Kiel Discussion Papers 350, Kiel Institute for the World Economy (IfW).
  13. Gangopadhyay, Partha, 2020. "A new & simple model of currency crisis: Bifurcations and the emergence of a bad equilibrium," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 538(C).
  14. Graciela Kaminsky & Saul Lizondo & Carmen M. Reinhart, 1998. "Leading Indicators of Currency Crises," IMF Staff Papers, Palgrave Macmillan, vol. 45(1), pages 1-48, March.
  15. Roy, Saktinil & Kemme, David M., 2012. "Causes of banking crises: Deregulation, credit booms and asset bubbles, then and now," International Review of Economics & Finance, Elsevier, vol. 24(C), pages 270-294.
  16. Mundaca,B.G. & Strand,J., 1999. "Speculative attacks in the exchange market with a band policy : a sequential game analysis," Memorandum 01/1999, Oslo University, Department of Economics.
  17. Mateusz Szczurek, 2003. "Exchange Rate Regimes and the Nominal Convergence," CASE Network Studies and Analyses 0266, CASE-Center for Social and Economic Research.
  18. Buch, Claudia M. & Heinrich, Ralph P., 1998. "Banking and balance of payments crises: On possible causes of the twin crises," Kiel Working Papers 848, Kiel Institute for the World Economy (IfW).
  19. Michael Bordo & Anna Schwartz, 1996. "Why clashes between internal and external stability goals end in currency crises, 1797–1994," Open Economies Review, Springer, vol. 7(1), pages 437-468, March.
  20. Miller, V., 1998. "Domestic bank runs and speculative attacks on foreign currencies," Journal of International Money and Finance, Elsevier, vol. 17(2), pages 331-338, April.
  21. Pazarbasioglu, Ceyla & Otker, Inci, 1997. "Likelihood versus timing of speculative attacks: A case study of Mexico," European Economic Review, Elsevier, vol. 41(3-5), pages 837-845, April.
  22. Gerlach, Stefan & Smets, Frank, 1995. "Contagious speculative attacks," European Journal of Political Economy, Elsevier, vol. 11(1), pages 45-63, March.
  23. Partha Sen, 1998. "Non-Uniqueness In The First Generation Balance Of Payments Crisis Models," Working papers 59, Centre for Development Economics, Delhi School of Economics.
  24. Tudela, Maria Mercedes, 2001. "Explaining currency crises: a duration model approach," LSE Research Online Documents on Economics 20133, London School of Economics and Political Science, LSE Library.
  25. Daniel, Betty C, 2001. "A Fiscal Theory of Currency Crises," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 42(4), pages 969-988, November.
  26. Sergio A. Berumen & Fabio Bagnasco Petrelli, 2006. "El endeudamiento de las empresas argentinas en una economía en crisis (1983-1991)," Revista de Economía Institucional, Universidad Externado de Colombia - Facultad de Economía, vol. 8(14), pages 215-234, January-J.
  27. Rudger Dornbusch & Ilan Goldfajn & Rodrigo O. Valdés, 1995. "Currency Crises and Collapses," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 26(2), pages 219-294.
  28. Carmen M. Reinhart & Graciela L. Kaminsky, 1999. "The Twin Crises: The Causes of Banking and Balance-of-Payments Problems," American Economic Review, American Economic Association, vol. 89(3), pages 473-500, June.
  29. Mizen, Paul, 1999. "Can foreign currency deposits prop up a collapsing exchange-rate regime?," Journal of Development Economics, Elsevier, vol. 58(2), pages 553-562, April.
  30. Garber, Peter M. & Svensson, Lars E.O., 1995. "The operation and collapse of fixed exchange rate regimes," Handbook of International Economics, in: G. M. Grossman & K. Rogoff (ed.),Handbook of International Economics, edition 1, volume 3, chapter 36, pages 1865-1911, Elsevier.
  31. Kalyvitis, Sarantis C., 1997. "Evaluating the real effects of devaluation expectations in Greece under alternative policies," Economic Modelling, Elsevier, vol. 14(2), pages 215-236, April.
  32. Tudela, Merxe, 2004. "Explaining currency crises: a duration model approach," Journal of International Money and Finance, Elsevier, vol. 23(5), pages 799-816, September.
  33. Pentecost, Eric J. & Van Hooydonk, Charlotte & Van Poeck, Andre, 2001. "Measuring and estimating exchange market pressure in the EU," Journal of International Money and Finance, Elsevier, vol. 20(3), pages 401-418, June.
  34. Marcel Fratzscher, 1998. "Why are currency crises contagious? A comparison of the Latin American Crisis of 1994–1995 and the Asian Crisis of 1997–1998," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 134(4), pages 664-691, December.
  35. Dooley, Michael P, 2000. "A Model of Crises in Emerging Markets," Economic Journal, Royal Economic Society, vol. 110(460), pages 256-272, January.
  36. Patrick Artus & Claude Jessua, 1996. "La spéculation," Revue Économique, Programme National Persée, vol. 47(3), pages 409-424.
  37. G J Bratsiotis & W Robinson, 2002. "Economic Fundamentals and Self-Fulfilling Crises: Some Evidence from Mexico," The School of Economics Discussion Paper Series 0214, Economics, The University of Manchester.
  38. Inci Ötker & Ceyla Pazarbaşioĝlu, 1996. "Speculative attacks and currency crises: The Mexican experience," Open Economies Review, Springer, vol. 7(1), pages 535-552, March.
  39. Osakwe, Patrick N. & Schembri, Lawrence L., 2002. "Real effects of collapsing exchange rate regimes: an application to Mexico," Journal of International Economics, Elsevier, vol. 57(2), pages 299-325, August.
  40. Flood, Robert P. & Marion, Nancy P., 2000. "Self-fulfilling risk predictions:: an application to speculative attacks," Journal of International Economics, Elsevier, vol. 50(1), pages 245-268, February.
  41. Morris Goldstein & Graciela Kaminsky & Carmen Reinhart, 2017. "Methodology and Empirical Results," World Scientific Book Chapters, in: TRADE CURRENCIES AND FINANCE, chapter 11, pages 397-436, World Scientific Publishing Co. Pte. Ltd..
  42. repec:onb:oenbwp:y::i:25:b:1 is not listed on IDEAS
  43. Ho-Don Yan, 1999. "Intertemporal current account balance and the East Asian currency crises," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 5(3), pages 277-288, August.
  44. Ilan Goldfajn & Rodrigo O. Valdes, 1997. "Capital Flows and the Twin Crises; The Role of Liquidity," IMF Working Papers 97/87, International Monetary Fund.
  45. 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.
  46. Alejandro Lopez Mejia, 1999. "Large Capital Flows; A Survey of the Causes, Consequences, and Policy Responses," IMF Working Papers 99/17, International Monetary Fund.
  47. Cécile Bastidon, 2002. "Financement extérieur des Pays en Développement : une revue de la littérature des modèles de dette et de crises financières," Post-Print hal-00730937, HAL.
  48. Ahec Šonje, Amina, 1999. "Leading Indicators of Currency and Banking Crises: Croatia and the World," MPRA Paper 82574, University Library of Munich, Germany.
  49. Tassos Anastasatos & Ian R. Davidson, 2004. "An Empirical Characterisation of Speculative Pressure: A Comprehensive Panel Study Using LDV Models in High Frequency," Discussion Paper Series 2004_8, Department of Economics, Loughborough University, revised Aug 2004.
  50. Flood, Robert & Perraudin, William & Vitale, Paolo, 1998. "Reserve and exchange rate cycles," Journal of International Economics, Elsevier, vol. 46(1), pages 31-59, October.
  51. Peter Kenen, 1996. "Analyzing and managing exchange-rate crises," Open Economies Review, Springer, vol. 7(1), pages 469-492, March.
  52. Ante Babić & Ante Žigman, 2001. "Currency Crises: Theoretical and Empirical Overview of the 1990s," Surveys 5, The Croatian National Bank, Croatia.
  53. Ozkan, F. Gulcin & Sutherland, Alan, 1998. "A currency crisis model with an optimising policymaker," Journal of International Economics, Elsevier, vol. 44(2), pages 339-364, April.
  54. Lin, Chin-Shien & Khan, Haider A. & Chang, Ruei-Yuan & Wang, Ying-Chieh, 2008. "A new approach to modeling early warning systems for currency crises: Can a machine-learning fuzzy expert system predict the currency crises effectively?," Journal of International Money and Finance, Elsevier, vol. 27(7), pages 1098-1121, November.
  55. William R. Melick, 1996. "Estimation of speculative attack models: Mexico yet again," BIS Working Papers 36, Bank for International Settlements.
  56. Delphine Lahet, 2001. "L'occurrence d'une crise financière dans un modèle de troisième génération," Revue Française d'Économie, Programme National Persée, vol. 16(2), pages 179-206.
  57. Bengi Kibritcioglu & Bulent Kose & Gamze Ugur, 2001. "A Leading Indicators Approach to the Predictability of Currency," International Finance 0108001, University Library of Munich, Germany, revised 06 Sep 2001.
  58. Robert P. Flood & Nancy P. Marion, 1996. "Speculative Attacks: Fundamentals and Self-Fulfilling Prophecies," NBER Working Papers 5789, National Bureau of Economic Research, Inc.
  59. Miller, Victoria, 1999. "The timing and size of bank-financed speculative attacks," Journal of International Money and Finance, Elsevier, vol. 18(3), pages 459-470.
  60. Min B. Shrestha, 2008. "Macroeconomic Surveillance for Monetary Policy Management in the SEACEN Countries," Research Studies, South East Asian Central Banks (SEACEN) Research and Training Centre, number rp70, April.
  61. Tassos G. Anastasatos & Ian R. Davidson, 2006. "How Homogenous are Currency Crises? A Panel Study Using Multiple-Response Models," Working Papers 52, Bank of Greece.
  62. Ari, Ali, 2012. "Early warning systems for currency crises: The Turkish case," Economic Systems, Elsevier, vol. 36(3), pages 391-410.
  63. Tassos Anastasatos & Ian R. Davidson, 2004. "How Homogenous are Currency Crises? A Panel Study using Multiple-Response Models," Discussion Paper Series 2004_23, Department of Economics, Loughborough University, revised Dec 2004.
  64. Otker, Inci & Pazarbasioglu, Ceyla, 1997. "Speculative attacks and macroeconomic fundamentals: evidence from some European currencies," European Economic Review, Elsevier, vol. 41(3-5), pages 847-860, April.
  65. Mechthild Schrooten, 1999. "Von der Währungs- zur Finanzkrise - ein kurzer Überblick über neuere theoretische Ansätze," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 68(3), pages 321-331.
  66. Bratsiotis, George J. & Robinson, Wayne, 2004. "Economic fundamentals and self-fulfilling crises: further evidence from Mexico," Journal of International Money and Finance, Elsevier, vol. 23(4), pages 595-613, June.
  67. Julius Horvath, 1999. "The May 1997 Currency Crisis in the Czech Republic," Post-Communist Economies, Taylor & Francis Journals, vol. 11(3), pages 277-298.
  68. Inez Sílvia Batista Castro & José Carlos de Lacerda Leite, 2003. "Estimando Probabilidades de Ocorrência de Crises Cambiais no Brasil," Anais do XXXI Encontro Nacional de Economia [Proceedings of the 31st Brazilian Economics Meeting] c05, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
  69. Mpho Bosupeng & Janet Dzator & Andrew Nadolny, 2019. "Exchange Rate Misalignment and Capital Flight from Botswana: A Cointegration Approach with Risk Thresholds," Journal of Risk and Financial Management, MDPI, Open Access Journal, vol. 12(2), pages 1-26, June.
  70. Mathias Zurlinden, 1993. "The vulnerability of pegged exchange rates: the British pound in the ERM," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 41-56.
  71. Unggul Heriqbaldi & Munawar Ismail & David Kaluge & Dwi Budi Santoso, 2014. "A Regime Switching Analysis Of Indonesia'S Exchange Market Pressure," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 59(02), pages 1-17.
  72. Pasquariello, Paolo, 2008. "The anatomy of financial crises: Evidence from the emerging ADR market," Journal of International Economics, Elsevier, vol. 76(2), pages 193-207, December.
  73. Kwack, Sung Yeung, 2000. "An empirical analysis of the factors determining the financial crisis in Asia," Journal of Asian Economics, Elsevier, vol. 11(2), pages 195-206.
  74. Baek, In-Mee, 2001. "The determinants of the survival of realigned exchange rate arrangements in emerging economies," The Quarterly Review of Economics and Finance, Elsevier, vol. 41(4), pages 461-475.
  75. Nada Choueiri, 1999. "A Model of Contagious Currency Crises with Application to Argentina," IMF Working Papers 99/29, International Monetary Fund.
  76. Andres Velasco, 1996. "When Are Fixed Exchange Rates Really Fixed?," NBER Working Papers 5842, National Bureau of Economic Research, Inc.
  77. Arias, Guillaume & Erlandsson, Ulf, 2004. "Regime switching as an alternative early warning system of currency crises - an application to South-East Asia," Working Papers 2004:11, Lund University, Department of Economics.
  78. Benoît Cœuré & Antoine Magnier, 1996. "Crédibilité et fondamentaux macro-économiques au sein du SME : un examen empirique," Économie et Prévision, Programme National Persée, vol. 123(2), pages 113-146.
  79. Schnatz, Bernd, 1998. "Macroeconomic determinants of currency turbulences in emerging markets," Discussion Paper Series 1: Economic Studies 1998,03e, Deutsche Bundesbank.
  80. Brana, Sophie & Chenaf-Nicet, Dalila, 2001. "Indicateurs avancés de crise de change : un examen critique," L'Actualité Economique, Société Canadienne de Science Economique, vol. 77(4), pages 569-592, décembre.
  81. Velasco, Andres, 1997. "When are fixed exchange rates really fixed?," Journal of Development Economics, Elsevier, vol. 54(1), pages 5-25, October.
  82. Carrera, Jose M., 1999. "Speculative attacks to currency target zones: A market microstructure approach," Journal of Empirical Finance, Elsevier, vol. 6(5), pages 555-582, December.
  83. Torben Andersen, 1998. "Shocks and the Viability of a Fixed Exchange Rate Commitment," Open Economies Review, Springer, vol. 9(2), pages 139-156, April.
  84. Mpho Bosupeng & Janet Dzator & Andrew Nadolny, 2019. "Wechselkursfehlausrichtung und Kapitalflucht ab Botswana: Ein Cointegrationsansatz mit Risikoschwellen [Exchange Rate Misalignment and Capital Flight from Botswana: A Cointegration Approach with Ri," Post-Print hal-02168726, HAL.
  85. Velasco, Andres, 1996. "Fixed exchange rates: Credibility, flexibility and multiplicity," European Economic Review, Elsevier, vol. 40(3-5), pages 1023-1035, April.
  86. Carlos Ibarra, 1999. "Disinflation and the December 1994 Devaluation in Mexico," International Review of Applied Economics, Taylor & Francis Journals, vol. 13(1), pages 55-69.
IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.