Structural Vulnerabilities and Currency Crises /

This paper examines the role of structural factors-governance and rule of law, corporate sector governance (creditor rights and shareholder rights), corporate financing structure-as well as macroeconomic variables in currency crises. Using a technique known as a binary recursive tree allows for inte...

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Bibliographic Details
Main Author: Ghosh, Swart
Other Authors: Ghosh, Atish
Format: Journal
Language:English
Published: Washington, D.C. : International Monetary Fund, 2002.
Series:IMF Working Papers; Working Paper ; No. 2002/009
Online Access:Full text available on IMF
Description
Summary:This paper examines the role of structural factors-governance and rule of law, corporate sector governance (creditor rights and shareholder rights), corporate financing structure-as well as macroeconomic variables in currency crises. Using a technique known as a binary recursive tree allows for interactions between the various explanatory variables. It is found that structural vulnerabilities play an important role in the occurrence of 'deep' currency crises (those with a real GDP growth decline of at least 3 percentage points) and that there are complex interactions between these structural vulnerabilities and macroeconomic imbalances.
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Physical Description:1 online resource (31 pages)
Format:Mode of access: Internet
ISSN:1018-5941
Access:Electronic access restricted to authorized BRAC University faculty, staff and students