Fundamentals, contagion and currency crises : an empirical analysis / by Mark Kruger, Patrick N. Osakwe and Jennifer Page. : FB3-2/98-10E-PDF

This paper examines the determinants of currency crises in Latin America, Asia and Africa. It asks two basic questions: (a) Are currency crises linked to economic fundamentals? and; (b) Is there any evidence of a contagion effect after controlling for the potential effects of economic fundamentals?...Our paper also provides empirical evidence in support of the idea that currency crises could be contagious.--Abstract

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Publication information
Department/Agency Bank of Canada.
Title Fundamentals, contagion and currency crises : an empirical analysis / by Mark Kruger, Patrick N. Osakwe and Jennifer Page.
Series title Bank of Canada working paper1701-939798-10
Publication type Series - View Master Record
Language [English]
Format Electronic
Electronic document
Other formats Paper-[English]
Note(s) This paper examines the determinants of currency crises in Latin America, Asia and Africa. It asks two basic questions: (a) Are currency crises linked to economic fundamentals? and; (b) Is there any evidence of a contagion effect after controlling for the potential effects of economic fundamentals?...Our paper also provides empirical evidence in support of the idea that currency crises could be contagious.--Abstract
The ISBN (0-662-27019-3) and ISSN (1192-5434) for the print edition have been incorrectly copied in this electronic publication.
Résumé en français.
Publishing information Ottawa - Ontario : Bank of Canada July 1998.
Description 36p.graphs, references, tables
ISSN 1701-9397
Catalogue number
  • FB3-2/98-10E-PDF
Subject terms Currency
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