A Model of Contagious Currency Crises with Application to Argentina /

This paper proposes a model of contagious currency crises: crises transmit across countries by raising the risk premium on government bonds. Three types of equilibria can occur: a 'no-collapse' equilibrium (crises never transmit from abroad); a 'collapse' equilibrium (crises are...

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מידע ביבליוגרפי
מחבר ראשי: Choueiri, Nada
פורמט: כתב-עת
שפה:English
יצא לאור: Washington, D.C. : International Monetary Fund, 1999.
סדרה:IMF Working Papers; Working Paper ; No. 1999/029
גישה מקוונת:Full text available on IMF
תיאור
סיכום:This paper proposes a model of contagious currency crises: crises transmit across countries by raising the risk premium on government bonds. Three types of equilibria can occur: a 'no-collapse' equilibrium (crises never transmit from abroad); a 'collapse' equilibrium (crises are inevitably contagious); or a 'fundamentals' equilibrium (crises are contagious if domestic fundamentals are weak). A calibration exercise finds that the 1995 turmoil in Argentina coexisted with a combination of risk-averse investors and weak credibility in the currency board arrangement. This turmoil could only be attributed to a Tequila effect from the Mexican crisis alone if investors were excessively risk-averse.
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תיאור פיזי:1 online resource (26 pages)
פורמט:Mode of access: Internet
ISSN:1018-5941
גישה:Electronic access restricted to authorized BRAC University faculty, staff and students