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
Permanent link to this Catalogue record:
publications.gc.ca/pub?id=9.571676&sl=0
| 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 |
|
| Subject terms | Currency |
Request alternate formats
To request an alternate format of a publication, complete the Government of Canada Publications email form. Use the form’s “question or comment” field to specify the requested publication.- Date modified: