Fundamentals, contagion and currency crises : an empirical analysis / by Mark Kruger, Patrick N. Osakwe and Jennifer Page. : FB3-2/98-10E
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=9.616764&sl=1
| Ministère/Organisme | Bank of Canada. |
|---|---|
| Titre | Fundamentals, contagion and currency crises : an empirical analysis / by Mark Kruger, Patrick N. Osakwe and Jennifer Page. |
| Titre de la série | Working paper1192-543498-10 |
| Type de publication | Série - Voir l'enregistrement principal |
| Langue | [Anglais] |
| Format | Papier |
| Autres formats offerts | Électronique-[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 (Résumés en français.) |
| Information sur la publication | Ottawa - Ontario : Bank of Canada 1998. |
| Reliure | Softcover |
| Description | 28p. : graphs, references, tables ; 28 cm. |
| ISBN | 0-662-27019-3 |
| ISSN | 1192-5434 |
| Numéro de catalogue |
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| Descripteurs | Currency |
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