메뉴 건너뛰기




Volumn 21, Issue 3, 2002, Pages 435-457

A model of contagious currency crises with application to Argentina

Author keywords

Argentina; Contagion; Multiple equilibria; Risk aversion

Indexed keywords


EID: 0012444415     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0261-5606(02)00008-6     Document Type: Article
Times cited : (3)

References (25)
  • 2
    • 84928448193 scopus 로고
    • Recurrent devaluations and speculative attacks on the Mexican Peso
    • Blanco H. Garber P.M. Recurrent devaluations and speculative attacks on the Mexican Peso Journal of Political Economy 94 1986 148-166
    • (1986) Journal of Political Economy , vol.94 , pp. 148-166
    • Blanco, H.1    Garber, P.M.2
  • 3
    • 0003918068 scopus 로고
    • Capital flows and macroeconomic management: Tequila lessons
    • Paper presented at the seminar on 'Implications of International Capital Flows for Macroeconomic and Financial Policies', 11-15 December Washington, DC: International Monetary Fund
    • Calvo G. Capital flows and macroeconomic management: Tequila lessons Paper presented at the seminar on 'Implications of International Capital Flows for Macroeconomic and Financial Policies', 11-15 December 1995 International Monetary Fund Washington, DC
    • (1995)
    • Calvo, G.1
  • 5
    • 0004114776 scopus 로고    scopus 로고
    • Understanding the Russian Virus with special reference to Latin America
    • Mimeo, University of Maryland Center for International Studies
    • Calvo, G., 1998. Understanding the Russian Virus with special reference to Latin America. Mimeo, University of Maryland Center for International Studies.
    • (1998)
    • Calvo, G.1
  • 6
    • 0000758367 scopus 로고
    • Optimal inflation tax under precommitment: Theory and evidence
    • Calvo G. Leiderman L. Optimal inflation tax under precommitment: theory and evidence American Economic Review 82 1992 179-194
    • (1992) American Economic Review , vol.82 , pp. 179-194
    • Calvo, G.1    Leiderman, L.2
  • 7
    • 0003594455 scopus 로고    scopus 로고
    • Rational Herd Behavior and the Globalization of Securities Markets
    • Discussion Paper No. 120, Institute for Empirical Macroeconomics
    • Calvo, G., Mendoza, E., 1997. Rational Herd Behavior and the Globalization of Securities Markets. Discussion Paper No. 120, Institute for Empirical Macroeconomics.
    • (1997)
    • Calvo, G.1    Mendoza, E.2
  • 8
    • 0004747352 scopus 로고    scopus 로고
    • Capital flows to Latin America: Is there evidence of contagion effects?
    • G. Calvo, M. Goldstein, & E. Hochreiter (Eds.), Washington, DC: Institute for International Economics
    • Calvo S. Reinhart C. Capital flows to Latin America: is there evidence of contagion effects? In: Calvo G. Goldstein M. Hochreiter E. (Eds.), Private Flows to Emerging Markets After the Mexican Crisis 1996 Institute for International Economics Washington, DC
    • (1996) Private Flows to Emerging Markets After the Mexican Crisis
    • Calvo, S.1    Reinhart, C.2
  • 9
    • 84977722451 scopus 로고
    • Banking panics, information and rational expectations equilibrium
    • Chari V. Jagannathan R. Banking panics, information and rational expectations equilibrium Journal of Finance 43 3 1988 749-761
    • (1988) Journal of Finance , vol.43 , Issue.3 , pp. 749-761
    • Chari, V.1    Jagannathan, R.2
  • 10
    • 0013087835 scopus 로고    scopus 로고
    • Has the Nature of Crises Changed? A Quarter Century of Currency Crises in Argentina
    • Working Paper No. 152 Washington, DC: International Monetary Fund
    • Choueiri N. Kaminsky G. Has the Nature of Crises Changed? A Quarter Century of Currency Crises in Argentina. Working Paper No. 152 1999 International Monetary Fund Washington, DC
    • (1999)
    • Choueiri, N.1    Kaminsky, G.2
  • 11
    • 0040653381 scopus 로고    scopus 로고
    • Contagion, banks fundamentals or macroeconomic shocks? An empirical analysis of the Argentine 1995 banking problems
    • Paper Presented at the 1997 Meetings of LACEA, Bogota, Colombia
    • D'Amato, L., Grubisic, E., Powell, A., 1997. Contagion, banks fundamentals or macroeconomic shocks? an empirical analysis of the Argentine 1995 banking problems. Paper Presented at the 1997 Meetings of LACEA, Bogota, Colombia.
    • (1997)
    • D'Amato, L.1    Grubisic, E.2    Powell, A.3
  • 12
    • 85010390101 scopus 로고
    • Bank runs, deposit insurance and liquidity
    • Diamond D. Dybvig P. Bank runs, deposit insurance and liquidity Journal of Political Economy 91 3 1983 401-419
    • (1983) Journal of Political Economy , vol.91 , Issue.3 , pp. 401-419
    • Diamond, D.1    Dybvig, P.2
  • 13
    • 0004098916 scopus 로고    scopus 로고
    • Contagious Currency Crises
    • Working Paper No. 5681, National Bureau of Economic Research
    • Eichengreen B., Rose, A., Wyplosz, C., 1996. Contagious Currency Crises. Working Paper No. 5681, National Bureau of Economic Research.
    • (1996)
    • Eichengreen, B.1    Rose, A.2    Wyplosz, C.3
  • 14
    • 33745571161 scopus 로고
    • Collapsing exchange rate regimes: Some linear examples
    • Flood R. Garber P. Collapsing exchange rate regimes: some linear examples Journal of International Economics 17 1984 1-13
    • (1984) Journal of International Economics , vol.17 , pp. 1-13
    • Flood, R.1    Garber, P.2
  • 15
    • 0003502777 scopus 로고    scopus 로고
    • Speculative attacks: Fundamentals and self-fulfilling prophecies
    • Paper Presented at the CEPR Conference in Sesimbra, Portugal, 18-19 April, 1997
    • Flood, R., Marion, N., 1998. Speculative attacks: fundamentals and self-fulfilling prophecies. Paper Presented at the CEPR Conference in Sesimbra, Portugal, 18-19 April, 1997.
    • (1998)
    • Flood, R.1    Marion, N.2
  • 17
    • 34447138870 scopus 로고
    • Banking panics and business cycles
    • Gorton G. Banking panics and business cycles Oxford Economic Papers 40 4 1988 751-781
    • (1988) Oxford Economic Papers , vol.40 , Issue.4 , pp. 751-781
    • Gorton, G.1
  • 18
    • 0004167959 scopus 로고    scopus 로고
    • On Crisis, Contagion and confusion
    • Paper prepared for the conference on Global Capital Market Crises and Economic Reform, Duke University
    • Kaminsky, G., Reinhart, C., 1998. On Crisis, Contagion and confusion. Paper prepared for the conference on Global Capital Market Crises and Economic Reform, Duke University.
    • (1998)
    • Kaminsky, G.1    Reinhart, C.2
  • 20
    • 0003516365 scopus 로고    scopus 로고
    • Contagion: Monsoonal effects, spillovers, and jumps between multiple equilibria
    • Working Paper No. 142. International Monetary Fund, Washington, DC
    • Masson, P., 1998. Contagion: monsoonal effects, spillovers, and jumps between multiple equilibria. Working Paper No. 142. International Monetary Fund, Washington, DC.
    • (1998)
    • Masson, P.1
  • 21
    • 0003489015 scopus 로고    scopus 로고
    • Financial crises in emerging markets: The lessons from 1995
    • Working Paper No. 5576. National Bureau of Economic Research
    • Sachs, J., Tornell, A., Velasco, A., 1996. Financial crises in emerging markets: the lessons from 1995. Working Paper No. 5576. National Bureau of Economic Research.
    • (1996)
    • Sachs, J.1    Tornell, A.2    Velasco, A.3
  • 22
    • 0009398132 scopus 로고    scopus 로고
    • Crises, contagion, and country funds
    • Working Paper, University of California-Berkely
    • Schmukler, S., Frankel, J., 1996. Crises, contagion, and country funds. Working Paper, University of California-Berkely.
    • (1996)
    • Schmukler, S.1    Frankel, J.2
  • 23
    • 0346103617 scopus 로고    scopus 로고
    • The Tequila effect: Theory and evidence from Argentina
    • Working Paper. Board of Governors of the Federal Reserve System, Washington, DC
    • Uribe, M., 1996. The Tequila effect: theory and evidence from Argentina. Working Paper. Board of Governors of the Federal Reserve System, Washington, DC.
    • (1996)
    • Uribe, M.1
  • 24
    • 0011763759 scopus 로고    scopus 로고
    • Emerging markets contagion: Evidence and theory
    • Working Paper, Massashussetts Institute of Technology
    • Valdés, R., 1996. Emerging markets contagion: evidence and theory. Working Paper, Massashussetts Institute of Technology.
    • (1996)
    • Valdés, R.1
  • 25
    • 0031389944 scopus 로고    scopus 로고
    • World Development Indicators
    • World Bank, Washington, DC
    • World Bank, 1997. World Development Indicators. Washington, DC.
    • (1997)


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.