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
Lien permanent pour cette publication :
publications.gc.ca/pub?id=9.571676&sl=1
Ministère/Organisme | Bank of Canada. |
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Titre | Fundamentals, contagion and currency crises : an empirical analysis / by Mark Kruger, Patrick N. Osakwe and Jennifer Page. |
Titre de la série | Bank of Canada working paper1701-939798-10 |
Type de publication | Série - Voir l'enregistrement principal |
Langue | [Anglais] |
Format | Électronique |
Document électronique | |
Autres formats offerts | Papier-[Anglais] |
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. |
Information sur la publication | Ottawa - Ontario : Bank of Canada July 1998. |
Description | 36p.graphs, references, tables |
ISSN | 1701-9397 |
Numéro de catalogue |
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Descripteurs | Currency |
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